UNWPX vs. VSQYX

Last updated Apr 2, 2026

Compare and contrast key facts about U.S. Global Investors World Precious Minerals Fund (UNWPX) and Invesco MSCI World SRI Index Fund (VSQYX).

UNWPX is managed by US Global. It was launched on Nov 26, 1985. VSQYX is managed by Invesco. It was launched on Jun 30, 2016.

Performance

UNWPX vs. VSQYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Investors World Precious Minerals Fund (UNWPX) and Invesco MSCI World SRI Index Fund (VSQYX). The values are adjusted to include any dividend payments, if applicable.

UNWPX vs. VSQYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UNWPX U.S. Global Investors World Precious Minerals Fund	-41.34%	136.32%	2.07%	-16.18%	-32.95%	-13.88%	70.83%	22.59%	-31.49%	-3.82%
VSQYX Invesco MSCI World SRI Index Fund	3.47%	14.61%	13.94%	27.89%	-21.97%	26.78%	12.87%	16.46%	-14.22%	24.10%

Returns By Period

UNWPX

• 1D: -37.54%
• 1M: -53.72%
• YTD: -41.34%
• 6M: -32.73%
• 1Y: 13.36%
• 3Y*: 4.27%
• 5Y*: -6.38%
• 10Y*: 1.70%

VSQYX

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

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

UNWPX vs. VSQYX - Expense Ratio Comparison

UNWPX has a 1.53% expense ratio, which is higher than VSQYX's 0.19% expense ratio.

UNWPX

U.S. Global Investors World Precious Minerals Fund

VSQYX

Invesco MSCI World SRI Index Fund

Return for Risk

UNWPX vs. VSQYX — Risk / Return Rank

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

UNWPX

UNWPX Risk / Return Rank: 12
UNWPX Sharpe Ratio Rank: 8
UNWPX Sortino Ratio Rank: 11
UNWPX Omega Ratio Rank: 18
UNWPX Calmar Ratio Rank: 9
UNWPX Martin Ratio Rank: 14

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.

UNWPX vs. VSQYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Investors World Precious Minerals Fund (UNWPX) and Invesco MSCI World SRI Index Fund (VSQYX). 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.

	UNWPX	VSQYX	Difference
Sharpe ratio Return per unit of total volatility	0.25	—	—
Sortino ratio Return per unit of downside risk	0.64	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.26	—	—
Martin ratio Return relative to average drawdown	1.77	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	UNWPX	VSQYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.25	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.19	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	—	—

Correlation

The correlation between UNWPX and VSQYX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UNWPX vs. VSQYX - Dividend Comparison

UNWPX's dividend yield for the trailing twelve months is around 10.15%, less than VSQYX's 115.28% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UNWPX U.S. Global Investors World Precious Minerals Fund	10.15%	5.95%	0.00%	0.00%	0.00%	71.74%	6.76%	0.00%	17.45%	28.55%	0.33%	9.84%
VSQYX Invesco MSCI World SRI Index Fund	115.28%	25.88%	10.69%	3.02%	1.84%	1.40%	1.46%	1.78%	2.90%	3.73%	0.12%	0.00%

Drawdowns

Drawdown Indicators

	UNWPX	VSQYX	Difference
Max Drawdown Largest peak-to-trough decline	-83.78%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-53.72%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-64.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.19%	—	—
Current Drawdown Current decline from peak	-66.94%	—	—
Average Drawdown Average peak-to-trough decline	-49.57%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	7.92%	—	—

Volatility

Volatility by Period

	UNWPX	VSQYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	47.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	57.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	54.52%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.32%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.29%	—	—