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CGW vs. ESPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CGW vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Global Water Index ETF (CGW) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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CGW vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CGW
Invesco S&P Global Water Index ETF
2.46%18.10%4.55%15.50%-22.00%31.70%15.41%34.04%-5.14%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-12.22%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.57%

Returns By Period

In the year-to-date period, CGW achieves a 2.46% return, which is significantly higher than ESPO's -12.22% return.


CGW

1D
0.97%
1M
-4.82%
YTD
2.46%
6M
2.51%
1Y
17.20%
3Y*
10.96%
5Y*
7.16%
10Y*
10.56%

ESPO

1D
0.49%
1M
-1.91%
YTD
-12.22%
6M
-24.60%
1Y
4.89%
3Y*
20.86%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CGW vs. ESPO - Expense Ratio Comparison

CGW has a 0.57% expense ratio, which is higher than ESPO's 0.55% expense ratio.


Return for Risk

CGW vs. ESPO — Risk / Return Rank

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

CGW
CGW Risk / Return Rank: 6161
Overall Rank
CGW Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CGW Sortino Ratio Rank: 6464
Sortino Ratio Rank
CGW Omega Ratio Rank: 5656
Omega Ratio Rank
CGW Calmar Ratio Rank: 6565
Calmar Ratio Rank
CGW Martin Ratio Rank: 5757
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 1717
Overall Rank
ESPO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESPO Omega Ratio Rank: 1717
Omega Ratio Rank
ESPO Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESPO Martin Ratio Rank: 1616
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. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


CGWESPODifference

Sharpe ratio

Return per unit of total volatility

1.17

0.23

+0.94

Sortino ratio

Return per unit of downside risk

1.68

0.48

+1.20

Omega ratio

Gain probability vs. loss probability

1.22

1.06

+0.15

Calmar ratio

Return relative to maximum drawdown

1.72

0.24

+1.48

Martin ratio

Return relative to average drawdown

5.86

0.58

+5.28

CGW vs. ESPO - Sharpe Ratio Comparison

The current CGW Sharpe Ratio is 1.17, which is higher than the ESPO Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of CGW and ESPO, 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


CGWESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.23

+0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.27

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.65

-0.30

Correlation

The correlation between CGW and ESPO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CGW vs. ESPO - Dividend Comparison

CGW's dividend yield for the trailing twelve months is around 1.54%, more than ESPO's 1.42% yield.


TTM20252024202320222021202020192018201720162015
CGW
Invesco S&P Global Water Index ETF
1.54%1.58%2.27%1.55%1.45%1.59%1.41%1.48%2.14%1.71%1.65%1.67%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.42%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%

Drawdowns

CGW vs. ESPO - Drawdown Comparison

The maximum CGW drawdown since its inception was -57.24%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for CGW and ESPO.


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Drawdown Indicators


CGWESPODifference

Max Drawdown

Largest peak-to-trough decline

-57.24%

-50.99%

-6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

-27.81%

+17.48%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-48.33%

+15.59%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

Current Drawdown

Current decline from peak

-6.24%

-24.72%

+18.48%

Average Drawdown

Average peak-to-trough decline

-9.87%

-14.81%

+4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

11.48%

-8.45%

Volatility

CGW vs. ESPO - Volatility Comparison

The current volatility for Invesco S&P Global Water Index ETF (CGW) is 5.50%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 7.97%. This indicates that CGW experiences smaller price fluctuations and is considered to be less risky than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGWESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

7.97%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

14.33%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

21.51%

-6.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.71%

25.22%

-8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

25.89%

-8.22%