CGW vs. LGD.TO
Compare and contrast key facts about Invesco S&P Global Water Index ETF (CGW) and Liberty Gold Corp. (LGD.TO).
CGW is a passively managed fund by Invesco that tracks the performance of the S&P Global Water Index. It was launched on May 14, 2007.
Performance
CGW vs. LGD.TO - Performance Comparison
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CGW vs. LGD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LGD.TO Liberty Gold Corp. | 39.16% | 234.53% | -22.75% | -43.38% | -46.13% | -43.84% | 62.83% | 275.23% | -36.06% | 5.70% |
Different Trading Currencies
CGW is traded in USD, while LGD.TO is traded in CAD. To make them comparable, the LGD.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CGW achieves a 1.47% return, which is significantly lower than LGD.TO's 28.37% return. Over the past 10 years, CGW has outperformed LGD.TO with an annualized return of 10.45%, while LGD.TO has yielded a comparatively lower 6.45% annualized 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%
LGD.TO
- 1D
- 0.00%
- 1M
- -32.96%
- YTD
- 28.37%
- 6M
- 71.53%
- 1Y
- 228.42%
- 3Y*
- 21.16%
- 5Y*
- -7.52%
- 10Y*
- 6.45%
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Return for Risk
CGW vs. LGD.TO — Risk / Return Rank
CGW
LGD.TO
CGW vs. LGD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and Liberty Gold Corp. (LGD.TO). 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.
| CGW | LGD.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 3.22 | -2.09 |
Sortino ratioReturn per unit of downside risk | 1.63 | 3.47 | -1.84 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.44 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 5.60 | -4.01 |
Martin ratioReturn relative to average drawdown | 5.46 | 18.88 | -13.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CGW | LGD.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 3.22 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.11 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.10 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | -0.18 | +0.53 |
Correlation
The correlation between CGW and LGD.TO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CGW vs. LGD.TO - Dividend Comparison
CGW's dividend yield for the trailing twelve months is around 1.56%, while LGD.TO has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LGD.TO Liberty Gold Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CGW vs. LGD.TO - Drawdown Comparison
The maximum CGW drawdown since its inception was -57.24%, smaller than the maximum LGD.TO drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for CGW and LGD.TO.
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Drawdown Indicators
| CGW | LGD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.24% | -99.66% | +42.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.33% | -41.21% | +30.88% |
Max Drawdown (5Y)Largest decline over 5 years | -32.74% | -87.15% | +54.41% |
Max Drawdown (10Y)Largest decline over 10 years | -35.72% | -90.04% | +54.32% |
Current DrawdownCurrent decline from peak | -7.14% | -98.25% | +91.11% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -75.96% | +66.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 12.32% | -9.32% |
Volatility
CGW vs. LGD.TO - Volatility Comparison
The current volatility for Invesco S&P Global Water Index ETF (CGW) is 5.61%, while Liberty Gold Corp. (LGD.TO) has a volatility of 21.45%. This indicates that CGW experiences smaller price fluctuations and is considered to be less risky than LGD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CGW | LGD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 21.45% | -15.84% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 51.26% | -41.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 71.36% | -56.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 68.59% | -51.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 66.44% | -48.77% |