Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ESGF (Invesco Global ESG Revenue ETF) | NA | 0.20% | 4.46% | NA | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 11/01/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ESGF (Invesco Global ESG Revenue ETF) | 11/01/2016 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.73 | 0.20 | 4.46 | NA | NA | NA | NA | … | … | -2.83 | -0.47 | 22.20 | -13.80 | 27.92 | -0.12 |
| Sharpe Ratio | NA | -0.57 | 0.18 | NA | NA | NA | NA | … | … | -0.77 | -0.38 | 1.76 | -1.01 | 3.46 | -0.26 |
| Standard Deviation(%) | NA | 5.16 | 11.81 | NA | NA | NA | NA | … | … | 5.76 | 10.48 | 11.82 | 14.92 | 7.92 | 3.86 |
| Draw Down(%) | NA | 6.15 | 16.66 | NA | NA | NA | NA | … | … | 5.95 | 5.00 | 8.74 | 21.74 | 2.36 | 1.07 |
| Yield(%) | 0.00 | 3.07 | 3.33 | 3.21 | 1.60 | 1.07 | 0.80 | … | … | 1.68 | 4.12 | 3.06 | 2.36 | 2.59 | 0.00 |
Data as of 08/23/2021, Common starting date is 11/01/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESGF (Invesco Global ESG Revenue ETF) |
1.13%
Feb 2018 – Feb 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ESGF (Invesco Global ESG Revenue ETF) |
10.45%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart