ICCB.TO vs. ESG.TO

Last updated Jun 6, 2026

ICCB.TO (Invesco Canadian Core Plus Bond ETF) and ESG.TO (Invesco S&P 500 ESG Index ETF) are both exchange-traded funds - ICCB.TO is a Intermediate Core-Plus Bond fund actively managed by Invesco, while ESG.TO is a S&P 500 fund tracking the S&P 500 Equal Weight ESG Leaders Select Index. ICCB.TO is actively managed, while ESG.TO is passively managed.

Performance

ICCB.TO vs. ESG.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 ESG Index ETF (ESG.TO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ICCB.TO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ESG.TO

• 1D: -2.36%
• 1M: 2.88%
• YTD: 9.29%
• 6M: 7.25%
• 1Y: 28.21%
• 3Y*: 21.62%
• 5Y*: 16.63%
• 10Y*: —

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

Return for Risk

ICCB.TO vs. ESG.TO — Risk / Return Rank

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

ESG.TO

ESG.TO Risk / Return Rank: 74
ESG.TO Sharpe Ratio Rank: 79
ESG.TO Sortino Ratio Rank: 79
ESG.TO Omega Ratio Rank: 80
ESG.TO Calmar Ratio Rank: 65
ESG.TO Martin Ratio Rank: 65

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.

ICCB.TO vs. ESG.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Canadian Core Plus Bond ETF (ICCB.TO) and Invesco S&P 500 ESG Index ETF (ESG.TO). 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.

Sharpe Ratios by Period

	ICCB.TO	ESG.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.30	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.10	—

Drawdowns

Drawdown Indicators

	ICCB.TO	ESG.TO	Difference
Max Drawdown Largest peak-to-trough decline	—	-22.58%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.63%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-22.58%	—
Current Drawdown Current decline from peak	—	-2.36%	—
Average Drawdown Average peak-to-trough decline	—	-4.36%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.63%	—

Volatility

Volatility by Period

	ICCB.TO	ESG.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.32%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.98%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.59%	—

Dividends

ICCB.TO vs. ESG.TO - Dividend Comparison

ICCB.TO has not paid dividends to shareholders, while ESG.TO's dividend yield for the trailing twelve months is around 0.77%.

Position	TTM	2025	2024	2023	2022	2021	2020
ESG.TO Invesco S&P 500 ESG Index ETF	0.77%	0.86%	0.92%	1.11%	1.38%	1.10%	0.95%
ICCB.TO Invesco Canadian Core Plus Bond ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

What is the main difference between ICCB.TO and ESG.TO?

ICCB.TO is categorized as Intermediate Core-Plus Bond, while ESG.TO is S&P 500.