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CGW vs. ESGG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGW vs. ESGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Global Water Index ETF (CGW) and FlexShares STOXX Global ESG Select Index Fund (ESGG). The values are adjusted to include any dividend payments, if applicable.

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CGW vs. ESGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGW
Invesco S&P Global Water Index ETF
1.47%18.10%4.55%15.50%-22.00%31.70%15.41%34.04%-10.47%27.08%
ESGG
FlexShares STOXX Global ESG Select Index Fund
-2.46%24.01%14.48%25.57%-18.66%23.76%17.32%29.10%-8.44%23.60%

Returns By Period

In the year-to-date period, CGW achieves a 1.47% return, which is significantly higher than ESGG's -2.46% return.


CGW

1D
1.85%
1M
-6.73%
YTD
1.47%
6M
1.11%
1Y
16.63%
3Y*
10.61%
5Y*
6.95%
10Y*
10.45%

ESGG

1D
2.81%
1M
-5.59%
YTD
-2.46%
6M
1.88%
1Y
19.49%
3Y*
16.79%
5Y*
10.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGW vs. ESGG - Expense Ratio Comparison

CGW has a 0.57% expense ratio, which is higher than ESGG's 0.42% expense ratio.


Return for Risk

CGW vs. ESGG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGW
CGW Risk / Return Rank: 6363
Overall Rank
CGW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CGW Sortino Ratio Rank: 6767
Sortino Ratio Rank
CGW Omega Ratio Rank: 5959
Omega Ratio Rank
CGW Calmar Ratio Rank: 6666
Calmar Ratio Rank
CGW Martin Ratio Rank: 5858
Martin Ratio Rank

ESGG
ESGG Risk / Return Rank: 6969
Overall Rank
ESGG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 7070
Sortino Ratio Rank
ESGG Omega Ratio Rank: 7070
Omega Ratio Rank
ESGG Calmar Ratio Rank: 6565
Calmar Ratio Rank
ESGG Martin Ratio Rank: 7676
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.

CGW vs. ESGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and FlexShares STOXX Global ESG Select Index Fund (ESGG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CGWESGGDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.14

-0.01

Sortino ratio

Return per unit of downside risk

1.63

1.74

-0.11

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.59

1.63

-0.04

Martin ratio

Return relative to average drawdown

5.46

7.95

-2.49

CGW vs. ESGG - Sharpe Ratio Comparison

The current CGW Sharpe Ratio is 1.13, which is comparable to the ESGG Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CGW and ESGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CGWESGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.14

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.66

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.76

-0.41

Correlation

The correlation between CGW and ESGG is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CGW vs. ESGG - Dividend Comparison

CGW's dividend yield for the trailing twelve months is around 1.56%, more than ESGG's 1.43% yield.


TTM20252024202320222021202020192018201720162015
CGW
Invesco S&P Global Water Index ETF
1.56%1.58%2.27%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%
ESGG
FlexShares STOXX Global ESG Select Index Fund
1.43%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%0.00%

Drawdowns

CGW vs. ESGG - Drawdown Comparison

The maximum CGW drawdown since its inception was -57.24%, which is greater than ESGG's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for CGW and ESGG.


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Drawdown Indicators


CGWESGGDifference

Max Drawdown

Largest peak-to-trough decline

-57.24%

-32.31%

-24.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-12.21%

+1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-27.57%

-5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

Current Drawdown

Current decline from peak

-7.14%

-6.61%

-0.53%

Average Drawdown

Average peak-to-trough decline

-9.87%

-4.73%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.51%

+0.49%

Volatility

CGW vs. ESGG - Volatility Comparison

Invesco S&P Global Water Index ETF (CGW) and FlexShares STOXX Global ESG Select Index Fund (ESGG) have volatilities of 5.61% and 5.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGWESGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.59%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

9.28%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

17.15%

-2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

15.99%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

16.55%

+1.12%