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GGME vs. FCLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGME vs. FCLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Next Gen Media and Gaming ETF (GGME) and Fidelity Cloud Computing ETF (FCLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGME achieves a 1.32% return, which is significantly lower than FCLD's 33.66% return.


GGME

1D
-1.68%
1M
-0.65%
6M
7.73%
YTD
1.32%
1Y
-0.42%
3Y*
18.70%
5Y*
3.29%
10Y*
9.85%
ALL TIME*
7.48%

FCLD

1D
1.33%
1M
4.17%
6M
35.89%
YTD
33.66%
1Y
45.67%
3Y*
24.29%
5Y*
10Y*
ALL TIME*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$599.13K$567.95K$795.73K
$77.20K$185.55K$134.81K

GGME vs. FCLD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GGME
Invesco Next Gen Media and Gaming ETF
1.32%16.39%32.67%23.76%-36.43%-6.22%
FCLD
Fidelity Cloud Computing ETF
33.66%8.19%21.80%53.05%-41.32%-1.59%

Correlation

The correlation between GGME and FCLD is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.74

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2021

0.78

The correlation between GGME and FCLD has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.

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Return for Risk

GGME vs. FCLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GGME
GGME Risk / Return Rank: 99
Overall Rank
GGME Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GGME Sortino Ratio Rank: 99
Sortino Ratio Rank
GGME Omega Ratio Rank: 99
Omega Ratio Rank
GGME Calmar Ratio Rank: 1010
Calmar Ratio Rank
GGME Martin Ratio Rank: 99
Martin Ratio Rank

FCLD
FCLD Risk / Return Rank: 5656
Overall Rank
FCLD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FCLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
FCLD Omega Ratio Rank: 5252
Omega Ratio Rank
FCLD Calmar Ratio Rank: 6666
Calmar Ratio Rank
FCLD Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GGME vs. FCLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Media and Gaming ETF (GGME) and Fidelity Cloud Computing ETF (FCLD). 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.


GGMEFCLDDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

1.00

1.23

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.09

2.28

-2.36

Martin ratioReturn relative to average drawdown

-0.19

5.48

-5.67

GGME vs. FCLD - Sharpe Ratio Comparison

The current GGME Sharpe Ratio is -0.11, which is lower than the FCLD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GGME and FCLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GGME vs. FCLD - Drawdown Comparison

The maximum GGME drawdown since its inception was -69.13%, which is greater than FCLD's maximum drawdown of -50.85%. Use the drawdown chart below to compare losses from any high point for GGME and FCLD.


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Drawdown Indicators


GGMEFCLDDifference

Max Drawdown

Largest peak-to-trough decline

-69.13%

-50.85%

-18.28%

Max Drawdown (1Y)

Largest decline over 1 year

-25.23%

-17.48%

-7.75%

Max Drawdown (3Y)

Largest decline over 3 years

-25.23%

-34.80%

+9.57%

Max Drawdown (5Y)

Largest decline over 5 years

-44.72%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

Current Drawdown

Current decline from peak

-8.44%

-4.65%

-3.79%

Average Drawdown

Average peak-to-trough decline

-14.49%

-20.08%

+5.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.66%

7.31%

+4.35%

Volatility

GGME vs. FCLD - Volatility Comparison

The current volatility for Invesco Next Gen Media and Gaming ETF (GGME) is 4.48%, while Fidelity Cloud Computing ETF (FCLD) has a volatility of 6.98%. This indicates that GGME experiences smaller price fluctuations and is considered to be less risky than FCLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGMEFCLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

6.98%

-2.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

22.27%

-5.85%

Volatility (1Y)

Calculated over the trailing 1-year period

19.97%

28.80%

-8.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

30.39%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

30.39%

-7.18%

GGME vs. FCLD - Expense Ratio Comparison

GGME has a 0.60% expense ratio, which is higher than FCLD's 0.39% expense ratio.


Dividends

GGME vs. FCLD - Dividend Comparison

GGME's dividend yield for the trailing twelve months is around 0.02%, more than FCLD's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FCLD
Fidelity Cloud Computing ETF
0.01%0.03%0.13%0.17%0.26%0.13%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


GGME and FCLD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCLD has higher volatility (6.98%) compared to GGME (4.48%). In terms of maximum drawdown, GGME dropped -69.13% vs FCLD's -50.85%.

On 3-year performance, FCLD leads with 24.29% vs 18.70% for GGME. On fees, FCLD is cheaper at 0.39% per year. On volatility, GGME has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FCLD has performed better with a 24.29% return vs 18.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FCLD is cheaper with a 0.39% expense ratio, compared with 0.60% for GGME.

GGME has the higher dividend yield at 0.02%, compared with 0.01% for FCLD.

GGME tracks STOXX World AC NexGen Media Index - Benchmark TR Gross, while FCLD tracks Fidelity Cloud Computing Index - Benchmark TR Gross. They also come from different issuers: Invesco and Fidelity. Their fees differ too: 0.60% for GGME and 0.39% for FCLD.

FCLD currently has the higher Sharpe Ratio (1.38 vs -0.11), 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.

Portfolio Optimizer

Find the right allocation for GGME and FCLD

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