GGME vs. CRTC

Last updated Jun 25, 2026

GGME (Invesco Next Gen Media and Gaming ETF) and CRTC (Xtrackers US National Critical Technologies ETF) are both Technology Equities funds - GGME tracks the STOXX World AC NexGen Media Index - Benchmark TR Gross while CRTC tracks the Solactive Whitney U.S. Critical Technologies Index. Both are passively managed. Over the past year, GGME returned -1.50% vs 14.26% for CRTC. Their correlation of 0.81 suggests significant overlap in exposure. GGME charges 0.60%/yr vs 0.35%/yr for CRTC.

Performance

GGME vs. CRTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Next Gen Media and Gaming ETF (GGME) and Xtrackers US National Critical Technologies ETF (CRTC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGME achieves a -1.63% return, which is significantly lower than CRTC's 3.20% return.

GGME

• 1D: -0.82%
• 1M: -4.84%
• YTD: -1.63%
• 6M: -2.07%
• 1Y: -1.50%
• 3Y*: 20.67%
• 5Y*: 1.68%
• 10Y*: 10.01%

CRTC

• 1D: -0.87%
• 1M: -2.77%
• YTD: 3.20%
• 6M: 1.97%
• 1Y: 14.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GGME vs. CRTC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GGME Invesco Next Gen Media and Gaming ETF	-1.63%	16.39%	32.67%	6.07%
CRTC Xtrackers US National Critical Technologies ETF	3.20%	18.69%	18.05%	7.16%

Correlation

The correlation between GGME and CRTC is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Nov 16, 2023	0.81

The correlation between GGME and CRTC has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.

GGME vs. CRTC - Sectors Allocation Comparison

Sectors	GGME	CRTC
Technology	67.3%	39.5%
Communication Services	28.8%	15.0%
Consumer Cyclical	3.1%	5.4%
Financial Services	0.3%	0.2%
Industrials	0.2%	12.6%
Basic Materials	-	3.1%
Consumer Defensive	-	0.0%
Energy	-	6.0%
Healthcare	-	12.7%
Real Estate	-	0.1%
Utilities	-	5.3%

Return for Risk

GGME vs. CRTC — Risk / Return Rank

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

GGME

GGME Risk / Return Rank: 8
GGME Sharpe Ratio Rank: 8
GGME Sortino Ratio Rank: 8
GGME Omega Ratio Rank: 8
GGME Calmar Ratio Rank: 9
GGME Martin Ratio Rank: 8

CRTC

CRTC Risk / Return Rank: 33
CRTC Sharpe Ratio Rank: 32
CRTC Sortino Ratio Rank: 30
CRTC Omega Ratio Rank: 30
CRTC Calmar Ratio Rank: 35
CRTC Martin Ratio Rank: 39

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.

GGME vs. CRTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Media and Gaming ETF (GGME) and Xtrackers US National Critical Technologies ETF (CRTC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	GGME	CRTC	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	1.06	-1.14
Sortino ratio: Return per unit of downside risk	0.03	1.47	-1.44
Omega ratio: Gain probability vs. loss probability	1.00	1.19	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.06	1.58	-1.64
Martin ratio: Return relative to average drawdown	-0.13	5.45	-5.59

GGME vs. CRTC - Sharpe Ratio Comparison

The current GGME Sharpe Ratio is -0.08, which is lower than the CRTC Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of GGME and CRTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GGME vs. CRTC - Drawdown Comparison

The maximum GGME drawdown since its inception was -69.13%, which is greater than CRTC's maximum drawdown of -19.07%. Use the drawdown chart below to compare losses from any high point for GGME and CRTC.

Drawdown Indicators

	GGME	CRTC	Difference
Max Drawdown Largest peak-to-trough decline	-69.13%	-19.07%	-50.06%
Max Drawdown (1Y) Largest decline over 1 year	-25.23%	-9.05%	-16.18%
Max Drawdown (3Y) Largest decline over 3 years	-25.23%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.90%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.35%	—	—
Current Drawdown Current decline from peak	-11.11%	-6.17%	-4.94%
Average Drawdown Average peak-to-trough decline	-14.52%	-2.17%	-12.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.41%	2.62%	+8.79%

Volatility

GGME vs. CRTC - Volatility Comparison

Invesco Next Gen Media and Gaming ETF (GGME) has a higher volatility of 8.23% compared to Xtrackers US National Critical Technologies ETF (CRTC) at 5.77%. This indicates that GGME's price experiences larger fluctuations and is considered to be riskier than CRTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGME	CRTC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.23%	5.77%	+2.46%
Volatility (6M) Calculated over the trailing 6-month period	16.02%	10.64%	+5.38%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	13.57%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.36%	15.88%	+8.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.22%	15.88%	+7.34%

GGME vs. CRTC - Expense Ratio Comparison

GGME has a 0.60% expense ratio, which is higher than CRTC's 0.35% expense ratio.

Dividends

GGME vs. CRTC - Dividend Comparison

GGME's dividend yield for the trailing twelve months is around 0.02%, less than CRTC's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRTC Xtrackers US National Critical Technologies ETF	0.92%	1.03%	1.13%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GGME Invesco Next Gen Media and Gaming ETF	0.02%	0.17%	0.08%	2.31%	0.76%	0.39%	0.38%	0.50%	0.93%	0.33%	0.16%	1.11%

Frequently Asked Questions

Can I hold both GGME and CRTC in my portfolio?

GGME and CRTC have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GGME or CRTC?

GGME has higher volatility (8.23%) compared to CRTC (5.77%). In terms of maximum drawdown, GGME dropped -69.13% vs CRTC's -19.07%.

Which ETF is better, GGME or CRTC?

On 1-year performance, CRTC leads with 14.26% vs -1.50% for GGME. On fees, CRTC is cheaper at 0.35% per year. On volatility, CRTC has been the lower-risk option at 5.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GGME or CRTC?

Over the 1-year period, CRTC has performed better with a 14.26% return vs -1.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GGME or CRTC?

CRTC is cheaper with a 0.35% expense ratio, compared with 0.60% for GGME.

Which ETF pays a higher dividend yield, GGME or CRTC?

CRTC has the higher dividend yield at 0.92%, compared with 0.02% for GGME.

What is the main difference between GGME and CRTC?

GGME tracks STOXX World AC NexGen Media Index - Benchmark TR Gross, while CRTC tracks Solactive Whitney U.S. Critical Technologies Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.60% for GGME and 0.35% for CRTC.

Which has better risk-adjusted returns?

CRTC currently has the higher Sharpe Ratio (1.06 vs -0.08), 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.