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Issuer
Invesco
Inception Date
Mar 1, 2021
Leveraged
1x (No leverage)
Index Tracked
Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

GCEX.L Performance Chart

Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) is up 15.1% since the beginning of the year. GCEX.L is currently trading at £18 per share. Investors who bought £1,000 worth of GCEX.L shares 5 years ago would now be looking at an investment worth £712.


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S&P 500 Index

Returns By Period

Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) has returned 15.08% so far this year and 40.93% over the past 12 months.


Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF

1D
-0.75%
1M
-9.70%
6M
7.04%
YTD
15.08%
1Y
40.93%
3Y*
-0.94%
5Y*
-6.57%
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCEX.L Monthly Returns History

Based on dividend-adjusted daily data since Mar 1, 2021, GCEX.L's average daily return is -0.05%, while the average monthly return is -0.91%.

Historically, 43% of months were positive and 57% were negative. The best month was Jul 2022 with a return of +15.2%, while the worst month was Mar 2021 at -34.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, GCEX.L closed higher 49% of trading days. The best single day was Dec 14, 2023 with a return of +8.2%, while the worst single day was Mar 2, 2021 at -28.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.51%6.48%-2.78%14.11%8.16%-10.74%-6.13%15.08%
2025-0.27%-4.38%-8.27%-0.07%7.43%6.28%10.45%4.06%6.39%13.50%-3.88%-0.70%32.21%
2024-12.79%-1.36%3.11%-4.13%8.16%-7.40%0.16%-5.06%3.10%-5.27%-2.01%-3.70%-25.34%
20239.84%-3.43%-1.17%-7.47%-2.90%3.65%4.42%-11.66%-7.10%-13.50%5.22%11.04%-15.45%
2022-18.61%7.67%8.41%-8.72%1.29%-8.61%15.21%5.76%-10.84%-5.42%3.48%-9.10%-22.40%
2021-34.02%-4.03%-5.34%7.09%-4.87%0.58%-2.78%9.10%-2.41%-9.91%-42.73%

Benchmark Metrics

Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF has an annualized alpha of -17.26%, beta of 0.52, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since March 01, 2021.

  • This ETF participated in 168.42% of S&P 500 Index downside but only 30.06% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.52 may look defensive, but with R2 of 0.08 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.08 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-17.26%
Beta
0.52
0.08
Upside Capture
30.06%
Downside Capture
168.42%

Expense Ratio

GCEX.L has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GCEX.L ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


GCEX.L Risk / Return Rank: 6161
Overall Rank
GCEX.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
GCEX.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
GCEX.L Omega Ratio Rank: 6464
Omega Ratio Rank
GCEX.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
GCEX.L Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF (GCEX.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GCEX.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

2.23

2.50

-0.27

Martin ratioReturn relative to average drawdown

7.69

9.11

-1.42

Dividends

Dividend History

Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF provided a 1.40% dividend yield over the last twelve months, with an annual payout of £0.25 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%2.00%£0.00£0.05£0.10£0.15£0.20£0.25£0.30£0.3520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend£0.25£0.32£0.17£0.11£0.02£0.05

Dividend yield

1.40%2.07%1.38%0.69%0.09%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.00£0.00£0.02£0.00£0.00£0.06£0.00£0.08
2025£0.00£0.00£0.02£0.00£0.00£0.13£0.00£0.00£0.16£0.00£0.00£0.01£0.32
2024£0.00£0.00£0.00£0.00£0.00£0.05£0.00£0.00£0.09£0.00£0.00£0.02£0.17
2023£0.00£0.00£0.00£0.00£0.00£0.03£0.00£0.00£0.06£0.00£0.00£0.02£0.11
2022£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.00£0.02£0.00£0.00£0.00£0.02
2021£0.04£0.00£0.00£0.01£0.00£0.00£0.00£0.05

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF was 78.22%, occurring on Apr 9, 2025. The portfolio has not yet recovered.

The current Invesco Markets II PLC - Invesco Global Clean Energy UCITS ETF drawdown is 57.32%.


Drawdown

Fall

Recovery

Underwater

Related event

-78.22%Apr 2025
4y 1mo
5y 4moMar 2021 - now
2025 selloff2025

Drawdown Indicators


GCEX.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-78.22%

-37.07%

-41.15%

Max Drawdown (1Y)

Largest decline over 1 year

-18.30%

-8.03%

-10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-52.81%

-22.15%

-30.66%

Max Drawdown (5Y)

Largest decline over 5 years

-68.40%

-22.15%

-46.25%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-57.32%

-1.42%

-55.90%

Average Drawdown

Average peak-to-trough decline

-57.38%

-5.29%

-52.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

2.20%

+3.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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