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Invesco MSCI USA ESG Climate Paris Aligned UCITS E...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE000RLUE8E9
WKN
A3CYEW
Issuer
Invesco
Inception Date
Dec 6, 2021
Leveraged
1x (No leverage)
Index Tracked
MSCI USA ESG Climate Paris Aligned Benchmark Select Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc (PAUS.L) has returned -10.71% so far this year and 6.59% over the past 12 months.


Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc

1D
0.86%
1M
-5.57%
YTD
-10.71%
6M
-11.41%
1Y
6.59%
3Y*
11.46%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2021, PAUS.L's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, your investment would double in approximately 14.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +11.2%, while the worst month was Jan 2022 at -10.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PAUS.L closed higher 52% of trading days. The best single day was Apr 10, 2025 with a return of +5.2%, while the worst single day was Jan 24, 2022 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.32%-3.20%-5.57%-10.71%
20252.78%-3.69%-6.58%0.54%8.45%5.47%3.38%-0.37%1.57%3.21%-4.03%0.17%10.39%
20242.38%3.41%3.43%-4.29%3.43%4.68%0.63%2.21%1.88%-0.40%5.18%-4.38%19.12%
20236.03%-1.27%2.16%0.51%0.43%6.13%3.48%-0.85%-5.65%-4.63%11.20%7.24%26.13%
2022-10.71%-1.96%4.29%-8.61%-3.87%-7.68%10.32%-3.95%-8.04%5.40%3.77%-1.89%-22.57%
20210.58%0.58%

Benchmark Metrics

Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc has an annualized alpha of 0.45%, beta of 0.55, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since December 10, 2021.

  • This ETF participated in 108.86% of S&P 500 Index downside but only 92.47% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.55 may look defensive, but with R² of 0.27 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 0.27 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
0.45%
Beta
0.55
0.27
Upside Capture
92.47%
Downside Capture
108.86%

Expense Ratio

PAUS.L has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

PAUS.L ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PAUS.L Risk / Return Rank: 2020
Overall Rank
PAUS.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PAUS.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
PAUS.L Omega Ratio Rank: 2121
Omega Ratio Rank
PAUS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
PAUS.L Martin Ratio Rank: 1818
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 MSCI USA ESG Climate Paris Aligned UCITS ETF Acc (PAUS.L) and compare them to a chosen benchmark (S&P 500 Index).


PAUS.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.37

0.90

-0.52

Sortino ratio

Return per unit of downside risk

0.65

1.39

-0.74

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.31

1.40

-1.09

Martin ratio

Return relative to average drawdown

0.86

6.61

-5.75

Explore PAUS.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc doesn't pay dividends

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 MSCI USA ESG Climate Paris Aligned UCITS ETF Acc. 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 MSCI USA ESG Climate Paris Aligned UCITS ETF Acc was 30.53%, occurring on Oct 12, 2022. Recovery took 332 trading sessions.

The current Invesco MSCI USA ESG Climate Paris Aligned UCITS ETF Acc drawdown is 15.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.53%Dec 31, 2021196Oct 12, 2022332Feb 7, 2024528
-20.84%Dec 9, 202483Apr 7, 202554Jun 26, 2025137
-16.45%Oct 29, 2025105Mar 27, 2026
-7.65%Jul 15, 202416Aug 5, 202414Aug 23, 202430
-6.93%Mar 22, 202419Apr 19, 202418May 16, 202437

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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