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Issuer
Invesco
Inception Date
Jun 23, 2005
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
STOXX World AC NexGen Media Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$44M

Share Price Chart


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Performance

GGME Performance Chart

Invesco Next Gen Media and Gaming ETF (GGME) is up 0.9% since the beginning of the year. GGME is currently trading at $60 per share. Investors who bought $1,000 worth of GGME shares 5 years ago would now be looking at an investment worth $1,134.


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S&P 500 Index

Returns By Period

Invesco Next Gen Media and Gaming ETF (GGME) has returned 0.91% so far this year and 4.60% over the past 12 months. Over the last ten years, GGME has returned 10.29% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Invesco Next Gen Media and Gaming ETF

1D
-0.57%
1M
-2.37%
YTD
0.91%
6M
0.97%
1Y
4.60%
3Y*
21.70%
5Y*
2.54%
10Y*
10.29%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGME Monthly Returns History

Based on dividend-adjusted daily data since Jun 23, 2005, GGME's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +21.5%, while the worst month was Oct 2008 at -22.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GGME closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.95%-5.37%-3.76%11.34%11.75%-5.32%0.91%
20255.53%0.20%-8.04%2.89%7.87%11.07%0.57%1.91%2.33%0.48%-6.36%-1.61%16.39%
20243.45%7.55%1.63%-5.96%8.09%6.93%-3.13%2.63%3.45%0.51%6.04%-1.51%32.67%
202316.63%-4.49%-1.55%-1.22%-3.48%5.82%5.42%-5.95%-5.38%-0.20%13.63%5.13%23.76%
2022-6.18%-0.85%0.63%-14.92%-3.78%-12.54%10.55%-2.30%-13.71%7.88%2.43%-7.91%-36.43%
20212.80%12.94%-5.67%3.23%2.13%6.22%-5.52%1.47%-0.62%0.95%-7.44%1.37%10.68%

Benchmark Metrics

Invesco Next Gen Media and Gaming ETF has an annualized alpha of -0.90%, beta of 1.03, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since June 23, 2005.

  • This ETF participated in 120.45% of S&P 500 Index downside but only 115.02% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.03 and R2 of 0.73, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.90%
Beta
1.03
0.73
Upside Capture
115.02%
Downside Capture
120.45%

Expense Ratio

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


Return for Risk

Risk / Return Rank

GGME ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


GGME Risk / Return Rank: 1111
Overall Rank
GGME Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GGME Sortino Ratio Rank: 1111
Sortino Ratio Rank
GGME Omega Ratio Rank: 1111
Omega Ratio Rank
GGME Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGME Martin Ratio Rank: 1010
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 Next Gen Media and Gaming ETF (GGME) 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.


GGMEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.18

2.78

-2.60

Martin ratioReturn relative to average drawdown

0.41

12.44

-12.03

Dividends

Dividend History

Invesco Next Gen Media and Gaming ETF provided a 0.14% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.08$0.10$0.04$0.89$0.24$0.20$0.18$0.17$0.26$0.09$0.04$0.28

Dividend yield

0.14%0.17%0.08%2.31%0.76%0.39%0.38%0.50%0.93%0.33%0.16%1.11%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco Next Gen Media and Gaming 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$0.00$0.00$0.00$0.01$0.01
2025$0.00$0.00$0.02$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.04
2023$0.00$0.00$0.53$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.00$0.89
2022$0.00$0.00$0.08$0.00$0.00$0.04$0.00$0.00$0.08$0.00$0.00$0.05$0.24
2021$0.00$0.00$0.10$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.01$0.20

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 Next Gen Media and Gaming 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 Next Gen Media and Gaming ETF was 69.13%, occurring on Nov 20, 2008. Recovery took 975 trading sessions.

The current Invesco Next Gen Media and Gaming ETF drawdown is 8.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-69.13%Nov 2008
1y 4mo3y 10mo
5y 2moJul 2007 - Oct 2012
Bear market2022
-46.35%Nov 2022
1y 7mo2y 3mo
3y 11moMar 2021 - Feb 2025
COVID crash2020
-40.64%Mar 2020
27d5mo 3d
6moFeb 2020 - Aug 2020
2026 bear market2026
-25.23%Mar 2026
5mo 2d
7mo 27dOct 2025 - now
2025 selloff2025
-24.72%Apr 2025
1mo 19d2mo 3d
3mo 22dFeb 2025 - Jun 2025

Drawdown Indicators


GGMEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-69.13%

-56.78%

-12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-25.23%

-9.10%

-16.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-18.90%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-44.90%

-25.43%

-19.47%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

-33.92%

-12.43%

Current Drawdown

Current decline from peak

-8.81%

-1.80%

-7.01%

Average Drawdown

Average peak-to-trough decline

-14.52%

-10.71%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.37%

2.03%

+9.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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