EAGL vs. KLMT

Last updated Jun 3, 2026

EAGL (Eagle Capital Select Equity ETF) and KLMT (Invesco MSCI Global Climate 500 ETF) are both Global Equities funds. EAGL is actively managed, while KLMT is passively managed. Over the past year, EAGL returned 15.80% vs 29.20% for KLMT. Their correlation of 0.80 suggests significant overlap in exposure. EAGL charges 0.80%/yr vs 0.10%/yr for KLMT.

Performance

EAGL vs. KLMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eagle Capital Select Equity ETF (EAGL) and Invesco MSCI Global Climate 500 ETF (KLMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EAGL achieves a 2.00% return, which is significantly lower than KLMT's 12.92% return.

EAGL

• 1D: -1.58%
• 1M: 1.08%
• YTD: 2.00%
• 6M: 4.13%
• 1Y: 15.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KLMT

• 1D: 0.55%
• 1M: 5.37%
• YTD: 12.92%
• 6M: 14.17%
• 1Y: 29.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EAGL vs. KLMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EAGL Eagle Capital Select Equity ETF	2.00%	17.19%	6.01%
KLMT Invesco MSCI Global Climate 500 ETF	12.92%	21.31%	4.94%

Correlation

The correlation between EAGL and KLMT is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024	0.80

The correlation between EAGL and KLMT has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

EAGL vs. KLMT - Sectors Allocation Comparison

Sectors	EAGL	KLMT
Technology	22.3%	30.0%
Financial Services	16.9%	16.9%
Consumer Cyclical	15.4%	9.2%
Healthcare	14.8%	8.0%
Communication Services	13.0%	9.6%
Energy	8.9%	4.1%
Industrials	4.2%	10.2%
Basic Materials	2.5%	2.8%
Consumer Defensive	2.0%	4.6%
Real Estate	-	2.7%
Utilities	-	2.0%

Return for Risk

EAGL vs. KLMT — Risk / Return Rank

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

EAGL

EAGL Risk / Return Rank: 30
EAGL Sharpe Ratio Rank: 33
EAGL Sortino Ratio Rank: 32
EAGL Omega Ratio Rank: 32
EAGL Calmar Ratio Rank: 25
EAGL Martin Ratio Rank: 28

KLMT

KLMT Risk / Return Rank: 68
KLMT Sharpe Ratio Rank: 69
KLMT Sortino Ratio Rank: 69
KLMT Omega Ratio Rank: 69
KLMT Calmar Ratio Rank: 62
KLMT Martin Ratio Rank: 71

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.

EAGL vs. KLMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eagle Capital Select Equity ETF (EAGL) and Invesco MSCI Global Climate 500 ETF (KLMT). 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.

	EAGL	KLMT	Difference
Sharpe ratio Return per unit of total volatility	1.24	2.33	-1.09
Sortino ratio Return per unit of downside risk	1.75	3.24	-1.49
Omega ratio Gain probability vs. loss probability	1.22	1.42	-0.20
Calmar ratio Return relative to maximum drawdown	1.21	3.13	-1.92
Martin ratio Return relative to average drawdown	4.15	13.63	-9.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EAGL vs. KLMT - Sharpe Ratio Comparison

The current EAGL Sharpe Ratio is 1.24, which is lower than the KLMT Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of EAGL and KLMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EAGL	KLMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	2.33	-1.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.31	-0.40

Drawdowns

EAGL vs. KLMT - Drawdown Comparison

The maximum EAGL drawdown since its inception was -15.09%, smaller than the maximum KLMT drawdown of -16.87%. Use the drawdown chart below to compare losses from any high point for EAGL and KLMT.

Drawdown Indicators

	EAGL	KLMT	Difference
Max Drawdown Largest peak-to-trough decline	-15.09%	-16.87%	+1.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.54%	-9.54%	-4.00%
Current Drawdown Current decline from peak	-2.13%	0.00%	-2.13%
Average Drawdown Average peak-to-trough decline	-2.59%	-1.91%	-0.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.96%	2.19%	+1.77%

Volatility

EAGL vs. KLMT - Volatility Comparison

The current volatility for Eagle Capital Select Equity ETF (EAGL) is 3.46%, while Invesco MSCI Global Climate 500 ETF (KLMT) has a volatility of 3.73%. This indicates that EAGL experiences smaller price fluctuations and is considered to be less risky than KLMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EAGL	KLMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	3.73%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	10.04%	-0.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	12.58%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	15.85%	-0.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.34%	15.85%	-0.51%

EAGL vs. KLMT - Expense Ratio Comparison

EAGL has a 0.80% expense ratio, which is higher than KLMT's 0.10% expense ratio.

Dividends

EAGL vs. KLMT - Dividend Comparison

EAGL's dividend yield for the trailing twelve months is around 0.54%, less than KLMT's 1.73% yield.

Position	TTM	2025	2024
EAGL Eagle Capital Select Equity ETF	0.54%	0.55%	0.29%
KLMT Invesco MSCI Global Climate 500 ETF	1.73%	1.95%	0.85%

Frequently Asked Questions

Can I hold both EAGL and KLMT in my portfolio?

EAGL and KLMT have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EAGL or KLMT?

KLMT has higher volatility (3.73%) compared to EAGL (3.46%). In terms of maximum drawdown, EAGL dropped -15.09% vs KLMT's -16.87%.

Which ETF is better, EAGL or KLMT?

On 1-year performance, KLMT leads with 29.20% vs 15.80% for EAGL. On fees, KLMT is cheaper at 0.10% per year. On volatility, EAGL has been the lower-risk option at 3.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EAGL or KLMT?

Over the 1-year period, KLMT has performed better with a 29.20% return vs 15.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EAGL or KLMT?

KLMT is cheaper with a 0.10% expense ratio, compared with 0.80% for EAGL.

Which ETF pays a higher dividend yield, EAGL or KLMT?

KLMT has the higher dividend yield at 1.73%, compared with 0.54% for EAGL.

What is the main difference between EAGL and KLMT?

They also come from different issuers: Eagle Capital and Invesco. Their fees differ too: 0.80% for EAGL and 0.10% for KLMT.

Which has better risk-adjusted returns?

KLMT currently has the higher Sharpe Ratio (2.33 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.