Invesco MSCI Green Building ETF (GBLD) Sortino Ratio
Sortino ratio is not yet available for GBLD. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Invesco MSCI Green Building ETF's Sortino Ratio with other ETFs in the Sustainable category across multiple time periods, showing how GBLD's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VCLN | Virtus Duff & Phelps Clean Energy ETF | 3.08 | |||
| NZAC | SPDR MSCI ACWI Climate Paris Aligned ETF | 1.52 | |||
| LCTU | BlackRock U.S. Carbon Transition Readiness ETF | 1.38 | |||
| PLDR | Putnam Sustainable Leaders ETF | 0.86 | |||
| PFUT | Putnam Sustainable Future ETF | 0.45 | |||
| FSST | Fidelity Sustainability U.S. Equity ETF | — | |||
| GBLD | Invesco MSCI Green Building ETF | — |
Historical Sortino Ratio
The chart shows GBLD's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when GBLD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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