Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PZD (Invesco MSCI Sustainable Future ETF) | NA | -18.21% | -17.10% | 1.70% | 4.05% | 7.13% | NA | … | … |
Data as of 01/29/2024, Common starting date is 10/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PZD (Invesco MSCI Sustainable Future ETF) | 10/24/2006 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | -18.21 | -17.10 | 1.70 | 4.05 | 7.13 | NA | … | … | -11.41 | 0.22 | -27.59 | -10.51 | 51.02 | 36.45 | -12.48 | 30.52 | 12.42 | 2.34 | -8.19 | 38.83 | 8.72 | -17.83 | 7.61 | 35.58 | -49.19 | 41.95 | 1.70 |
| Sharpe Ratio | NA | -1.10 | -0.73 | 0.01 | 0.14 | NA | NA | … | … | -4.77 | -0.18 | -0.95 | -0.40 | 1.35 | 2.22 | -0.77 | 2.80 | 0.66 | 0.14 | -0.58 | 2.67 | 0.45 | -0.55 | 0.29 | 0.94 | -0.95 | 1.65 | 0.36 |
| Standard Deviation(%) | NA | 21.85 | 26.11 | 27.41 | 22.42 | NA | NA | … | … | 17.52 | 22.18 | 30.50 | 26.19 | 37.48 | 15.79 | 17.91 | 10.72 | 18.59 | 16.34 | 14.24 | 14.54 | 19.38 | 32.43 | 25.62 | 37.76 | 52.74 | 23.76 | 17.30 |
| Draw Down(%) | NA | 27.02 | 51.09 | 51.65 | 51.65 | NA | NA | … | … | 12.31 | 27.02 | 32.30 | 24.48 | 36.65 | 10.08 | 21.96 | 4.92 | 12.65 | 18.37 | 19.96 | 7.28 | 20.07 | 34.35 | 19.77 | 31.86 | 64.16 | 12.19 | 4.47 |
| Yield(%) | 0.00 | 1.16 | 0.77 | 1.08 | 1.17 | 1.73 | 0.88 | … | … | 0.00 | 1.27 | 0.87 | 0.76 | 0.31 | 0.68 | 0.53 | 1.11 | 1.20 | 0.80 | 0.77 | 1.14 | 1.12 | 0.69 | 0.02 | 0.27 | 0.00 | 0.00 | 0.00 |
Data as of 01/29/2024, Common starting date is 10/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZD (Invesco MSCI Sustainable Future ETF) |
-13.64%
Nov 2020 – Nov 2023 |
-8.62%
Oct 2007 – Oct 2012 |
2.40%
Dec 2007 – Dec 2017 |
2.37%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PZD (Invesco MSCI Sustainable Future ETF) |
23.49%
Oct 2018 – Oct 2021 |
23.90%
Jan 2016 – Jan 2021 |
13.09%
Oct 2011 – Oct 2021 |
7.53%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison Chart