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GBLD vs. PFUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLD vs. PFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Green Building ETF (GBLD) and Putnam Sustainable Future ETF (PFUT). The values are adjusted to include any dividend payments, if applicable.

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GBLD vs. PFUT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GBLD
Invesco MSCI Green Building ETF
4.52%17.95%-5.63%6.39%-21.69%-5.35%
PFUT
Putnam Sustainable Future ETF
-6.61%2.22%13.60%29.98%-33.60%0.62%

Returns By Period


GBLD

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

PFUT

1D
1.06%
1M
-4.88%
YTD
-6.61%
6M
-9.36%
1Y
6.14%
3Y*
9.01%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GBLD vs. PFUT - Expense Ratio Comparison

GBLD has a 0.39% expense ratio, which is lower than PFUT's 0.64% expense ratio.


Return for Risk

GBLD vs. PFUT — Risk / Return Rank

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

GBLD

PFUT
PFUT Risk / Return Rank: 2020
Overall Rank
PFUT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PFUT Sortino Ratio Rank: 1919
Sortino Ratio Rank
PFUT Omega Ratio Rank: 1919
Omega Ratio Rank
PFUT Calmar Ratio Rank: 2121
Calmar Ratio Rank
PFUT Martin Ratio Rank: 2121
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.

GBLD vs. PFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Green Building ETF (GBLD) and Putnam Sustainable Future ETF (PFUT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GBLD vs. PFUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GBLDPFUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

Correlation

The correlation between GBLD and PFUT is 0.57, 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

GBLD vs. PFUT - Dividend Comparison

GBLD's dividend yield for the trailing twelve months is around 3.45%, while PFUT has not paid dividends to shareholders.


TTM20252024202320222021
GBLD
Invesco MSCI Green Building ETF
3.45%3.27%5.34%6.60%3.79%3.16%
PFUT
Putnam Sustainable Future ETF
0.00%0.00%0.03%0.00%0.00%0.00%

Drawdowns

GBLD vs. PFUT - Drawdown Comparison


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Drawdown Indicators


GBLDPFUTDifference

Max Drawdown

Largest peak-to-trough decline

-44.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

Current Drawdown

Current decline from peak

-17.71%

Average Drawdown

Average peak-to-trough decline

-21.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

Volatility

GBLD vs. PFUT - Volatility Comparison


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Volatility by Period


GBLDPFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

Volatility (1Y)

Calculated over the trailing 1-year period

22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%