CGW vs. VTI
Compare and contrast key facts about Invesco S&P Global Water Index ETF (CGW) and Vanguard Total Stock Market ETF (VTI).
CGW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both CGW and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGW or VTI.
Key characteristics
| CGW | VTI | |
|---|---|---|
| YTD Return | 11.22% | 21.49% |
| 1Y Return | 26.09% | 34.31% |
| 3Y Return (Ann) | 0.87% | 7.24% |
| 5Y Return (Ann) | 10.16% | 14.56% |
| 10Y Return (Ann) | 9.42% | 12.51% |
| Sharpe Ratio | 1.71 | 2.78 |
| Sortino Ratio | 2.53 | 3.68 |
| Omega Ratio | 1.30 | 1.51 |
| Calmar Ratio | 1.17 | 3.68 |
| Martin Ratio | 8.52 | 17.71 |
| Ulcer Index | 2.89% | 1.94% |
| Daily Std Dev | 14.35% | 12.38% |
| Max Drawdown | -57.24% | -55.45% |
| Current Drawdown | -3.66% | -1.24% |
Correlation
The correlation between CGW and VTI is 0.82, 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.
Performance
CGW vs. VTI - Performance Comparison
In the year-to-date period, CGW achieves a 11.22% return, which is significantly lower than VTI's 21.49% return. Over the past 10 years, CGW has underperformed VTI with an annualized return of 9.42%, while VTI has yielded a comparatively higher 12.51% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CGW vs. VTI - Expense Ratio Comparison
CGW has a 0.57% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
CGW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Global Water Index ETF (CGW) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
CGW vs. VTI - Dividend Comparison
CGW's dividend yield for the trailing twelve months is around 1.39%, more than VTI's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CGW Invesco S&P Global Water Index ETF | 1.39% | 1.55% | 1.45% | 1.59% | 1.41% | 1.48% | 2.14% | 1.71% | 1.65% | 1.67% | 1.77% | 1.52% |
VTI Vanguard Total Stock Market ETF | 1.31% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CGW vs. VTI - Drawdown Comparison
The maximum CGW drawdown since its inception was -57.24%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CGW and VTI. For additional features, visit the drawdowns tool.
Volatility
CGW vs. VTI - Volatility Comparison
Invesco S&P Global Water Index ETF (CGW) has a higher volatility of 4.04% compared to Vanguard Total Stock Market ETF (VTI) at 3.20%. This indicates that CGW's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.