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ERTH vs. ETHO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ERTH and ETHO is 0.73, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

ERTH vs. ETHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Sustainable Future ETF (ERTH) and Etho Climate Leadership U.S. ETF (ETHO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
68.23%
132.34%
ERTH
ETHO

Key characteristics

Sharpe Ratio

ERTH:

0.02

ETHO:

-0.13

Sortino Ratio

ERTH:

0.20

ETHO:

-0.03

Omega Ratio

ERTH:

1.02

ETHO:

1.00

Calmar Ratio

ERTH:

0.01

ETHO:

-0.11

Martin Ratio

ERTH:

0.06

ETHO:

-0.37

Ulcer Index

ERTH:

8.10%

ETHO:

7.50%

Daily Std Dev

ERTH:

22.86%

ETHO:

21.68%

Max Drawdown

ERTH:

-64.46%

ETHO:

-36.67%

Current Drawdown

ERTH:

-44.26%

ETHO:

-17.32%

Returns By Period

In the year-to-date period, ERTH achieves a -1.99% return, which is significantly higher than ETHO's -11.00% return.


ERTH

YTD

-1.99%

1M

-0.03%

6M

-7.76%

1Y

0.67%

5Y*

3.38%

10Y*

4.79%

ETHO

YTD

-11.00%

1M

-5.59%

6M

-9.45%

1Y

-2.07%

5Y*

9.11%

10Y*

N/A

*Annualized

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ERTH vs. ETHO - Expense Ratio Comparison

ERTH has a 0.55% expense ratio, which is higher than ETHO's 0.48% expense ratio.


Expense ratio chart for ERTH: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ERTH: 0.55%
Expense ratio chart for ETHO: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ETHO: 0.48%

Risk-Adjusted Performance

ERTH vs. ETHO — Risk-Adjusted Performance Rank

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

ERTH
The Risk-Adjusted Performance Rank of ERTH is 2121
Overall Rank
The Sharpe Ratio Rank of ERTH is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of ERTH is 2222
Sortino Ratio Rank
The Omega Ratio Rank of ERTH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ERTH is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ERTH is 2020
Martin Ratio Rank

ETHO
The Risk-Adjusted Performance Rank of ETHO is 1313
Overall Rank
The Sharpe Ratio Rank of ETHO is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ETHO is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ETHO is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ETHO is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ERTH vs. ETHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) and Etho Climate Leadership U.S. ETF (ETHO). 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.


The chart of Sharpe ratio for ERTH, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
ERTH: 0.02
ETHO: -0.13
The chart of Sortino ratio for ERTH, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
ERTH: 0.20
ETHO: -0.03
The chart of Omega ratio for ERTH, currently valued at 1.02, compared to the broader market0.501.001.502.00
ERTH: 1.02
ETHO: 1.00
The chart of Calmar ratio for ERTH, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.00
ERTH: 0.01
ETHO: -0.11
The chart of Martin ratio for ERTH, currently valued at 0.06, compared to the broader market0.0020.0040.0060.00
ERTH: 0.06
ETHO: -0.37

The current ERTH Sharpe Ratio is 0.02, which is higher than the ETHO Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ERTH and ETHO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.02
-0.13
ERTH
ETHO

Dividends

ERTH vs. ETHO - Dividend Comparison

ERTH's dividend yield for the trailing twelve months is around 0.96%, more than ETHO's 0.78% yield.


TTM20242023202220212020201920182017201620152014
ERTH
Invesco MSCI Sustainable Future ETF
0.96%0.99%1.28%1.22%15.33%0.21%0.50%0.61%0.87%1.06%0.79%0.83%
ETHO
Etho Climate Leadership U.S. ETF
0.78%0.69%1.55%1.09%0.67%0.75%0.82%0.91%0.81%1.17%0.00%0.00%

Drawdowns

ERTH vs. ETHO - Drawdown Comparison

The maximum ERTH drawdown since its inception was -64.46%, which is greater than ETHO's maximum drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for ERTH and ETHO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.26%
-17.32%
ERTH
ETHO

Volatility

ERTH vs. ETHO - Volatility Comparison

The current volatility for Invesco MSCI Sustainable Future ETF (ERTH) is 12.78%, while Etho Climate Leadership U.S. ETF (ETHO) has a volatility of 14.31%. This indicates that ERTH experiences smaller price fluctuations and is considered to be less risky than ETHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.78%
14.31%
ERTH
ETHO