Data Source: from January 2008 to August 2022
Consolidated Returns as of 31 Aug 2022
Category: Stocks
ETF: Invesco S&P Global Water Index ETF (CGW)

In the last 10 Years, the Invesco S&P Global Water Index ETF (CGW) ETF obtained a 10.02% compound annual return, with a 14.50% standard deviation.

In 2021, the ETF granted a 2.06% dividend yield. If you are interested in getting periodic income, please refer to the Invesco S&P Global Water Index ETF (CGW) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Industrials
  • Industry: Water

Historical Returns as of Aug 31, 2022

Historical returns and stats of Invesco S&P Global Water Index ETF (CGW) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

INVESCO S&P GLOBAL WATER INDEX ETF (CGW) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 2008 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-6.13
-6.10
-6.13
Aug 2022 - Aug 2022
0 - 1
3M
-4.43
-5.68
-8.19
Jun 2022 - Jun 2022
1 - 2
6M
-11.04
-14.78
-15.80
Apr 2022 - Jun 2022
2 - 4
YTD
-24.21
-28.66
-27.20
Jan 2022 - Jun 2022
2 - 6
1Y
-21.38
-27.38
22.23
-27.20
Jan 2022 - Jun 2022
4 - 8
33% pos
3Y(*)
8.80
3.72
19.60
-27.20
Jan 2022 - Jun 2022
26 - 10
72% pos
5Y(*)
8.37
4.38
17.28
-27.20
Jan 2022 - Jun 2022
42 - 18
70% pos
10Y(*)
10.02
7.29
14.50
-27.20
Jan 2022 - Jun 2022
81 - 39
68% pos
MAX(*)
01 Jan 2008
6.22
3.76
17.59
-51.04
Jan 2008 - Feb 2009
113 - 63
64% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54%

Correlations as of Aug 31, 2022

Monthly correlations of Invesco S&P Global Water Index ETF (CGW) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

INVESCO S&P GLOBAL WATER INDEX ETF (CGW) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs CGW
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2008
US Total Stock Market
VTI
0.96
0.90
0.87
0.90
US Large Cap
SPY
0.96
0.90
0.86
0.90
US Small Cap
IJR
0.93
0.82
0.77
0.82
US REITs
VNQ
0.92
0.84
0.70
0.75
US Technology
QQQ
0.93
0.81
0.77
0.83
Preferred Stocks
PFF
0.92
0.82
0.74
0.65
EAFE Stocks
EFA
0.89
0.87
0.86
0.90
World All Countries
VT
0.95
0.91
0.90
0.93
Emerging Markets
EEM
0.55
0.69
0.70
0.82
Europe
VGK
0.87
0.87
0.85
0.89
Pacific
VPL
0.83
0.82
0.78
0.85
Latin America
FLLA
0.34
0.54
0.55
0.71
US Total Bond Market
BND
0.73
0.48
0.40
0.29
Long Term Treasuries
TLT
0.59
0.07
0.03
-0.13
US Cash
BIL
-0.16
-0.21
-0.14
-0.18
TIPS
TIP
0.78
0.61
0.49
0.43
Investment Grade Bonds
LQD
0.82
0.69
0.59
0.52
High Yield Bonds
HYG
0.82
0.84
0.79
0.79
International Bond Market
BNDX
0.68
0.51
0.42
0.39
Emerging Market Bonds
EMB
0.87
0.78
0.71
0.68
Gold
GLD
0.23
0.24
0.19
0.19
Commodities
DBC
0.02
0.39
0.37
0.53

Capital Growth as of Aug 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the Invesco S&P Global Water Index ETF (CGW) ETF: Dividend Yield page.

An investment of 1000$, since September 2012, now would be worth 2597.43$, with a total return of 159.74% (10.02% annualized).

The Inflation Adjusted Capital now would be 2020.43$, with a net total return of 102.04% (7.29% annualized).
An investment of 1000$, since January 2008, now would be worth 2424.12$, with a total return of 142.41% (6.22% annualized).

The Inflation Adjusted Capital now would be 1719.12$, with a net total return of 71.91% (3.76% annualized).

Drawdowns

Worst drawdowns since September 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-27.20% Jan 2022 Jun 2022 6 in progress 2 8
-20.52% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.97% Feb 2018 Dec 2018 11 Feb 2019 2 13
-10.84% Jul 2014 Sep 2015 15 Apr 2016 7 22
-6.54% Oct 2016 Nov 2016 2 Mar 2017 4 6
-6.02% Sep 2021 Sep 2021 1 Dec 2021 3 4
-4.23% Jun 2013 Jun 2013 1 Jul 2013 1 2
-3.93% May 2019 May 2019 1 Jun 2019 1 2
-3.44% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.77% Aug 2013 Aug 2013 1 Sep 2013 1 2
-1.43% Oct 2012 Oct 2012 1 Nov 2012 1 2
-0.91% Jul 2019 Jul 2019 1 Sep 2019 2 3
-0.43% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.16% Aug 2016 Aug 2016 1 Sep 2016 1 2
-0.10% Apr 2014 Apr 2014 1 May 2014 1 2

Worst drawdowns since January 2008.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.04% Jan 2008 Feb 2009 14 Dec 2012 46 60
-27.20% Jan 2022 Jun 2022 6 in progress 2 8
-20.52% Feb 2020 Mar 2020 2 Nov 2020 8 10
-10.97% Feb 2018 Dec 2018 11 Feb 2019 2 13
-10.84% Jul 2014 Sep 2015 15 Apr 2016 7 22
-6.54% Oct 2016 Nov 2016 2 Mar 2017 4 6
-6.02% Sep 2021 Sep 2021 1 Dec 2021 3 4
-4.23% Jun 2013 Jun 2013 1 Jul 2013 1 2
-3.93% May 2019 May 2019 1 Jun 2019 1 2
-3.44% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.77% Aug 2013 Aug 2013 1 Sep 2013 1 2
-0.91% Jul 2019 Jul 2019 1 Sep 2019 2 3
-0.43% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.16% Aug 2016 Aug 2016 1 Sep 2016 1 2
-0.10% Apr 2014 Apr 2014 1 May 2014 1 2

Rolling Returns ( more details)

Invesco S&P Global Water Index ETF (CGW) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
10.51 53.07
Apr 2009 - Mar 2010
-47.16
Mar 2008 - Feb 2009
20.61%
2 Years
10.94 36.05
Mar 2009 - Feb 2011
-15.45
Jun 2008 - May 2010
6.54%
3 Years
10.57 26.78
Jan 2019 - Dec 2021
-3.31
Jan 2008 - Dec 2010
3.55%
5 Years
10.39 22.20
Mar 2009 - Feb 2014
0.19
Jan 2008 - Dec 2012
0.00%
7 Years
9.90 14.68
Apr 2009 - Mar 2016
4.00
Jan 2008 - Dec 2014
0.00%
10 Years
10.29 14.39
Jan 2012 - Dec 2021
5.40
Jun 2008 - May 2018
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Invesco S&P Global Water Index ETF (CGW) ETF: Rolling Returns page.

Seasonality

Invesco S&P Global Water Index ETF (CGW) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
-1.24
47%
-0.11
67%
1.19
80%
2.95
80%
0.40
67%
-0.68
47%
2.80
67%
-0.75
60%
-0.25
57%
-0.02
64%
1.17
64%
2.21
71%
Best
Year
8.2
2019
8.4
2014
7.2
2016
13.0
2009
10.3
2009
7.1
2019
10.9
2022
3.9
2021
9.4
2010
7.5
2011
8.8
2020
9.1
2010
Worst
Year
-11.0
2022
-9.3
2009
-14.1
2020
-8.1
2022
-9.6
2010
-8.5
2008
-5.7
2014
-6.1
2022
-15.9
2008
-20.2
2008
-9.2
2008
-5.2
2018
Statistics calculated for the period Jan 2008 - Aug 2022

Monthly/Yearly Returns

Invesco S&P Global Water Index ETF (CGW) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
113 Positive Months (64%) - 63 Negative Months (36%)
Jan 2008 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-24.21 -28.66 -11.0 -4.3 1.5 -8.1 -0.2 -8.2 10.9 -6.1
2021
+31.71 +23.05 0.4 0.4 4.2 5.9 2.9 0.1 6.6 3.9 -6.0 5.8 -1.2 5.6
2020
+15.42 +13.87 1.4 -7.5 -14.1 7.5 4.2 0.6 6.5 2.8 1.1 0.5 8.8 5.0
2019
+34.04 +31.05 8.2 4.1 1.1 2.7 -3.9 7.1 -0.9 0.6 2.5 3.5 0.6 4.8
2018
-10.42 -12.10 0.6 -6.0 1.4 -0.1 0.2 -1.9 5.2 0.1 -1.0 -7.6 4.2 -5.2
2017
+27.08 +24.45 4.0 1.7 3.3 3.3 2.0 -0.4 2.5 0.0 2.9 2.1 2.8 0.1
2016
+6.56 +4.39 -2.1 -1.4 7.2 4.2 0.9 1.5 1.3 -0.2 1.9 -5.1 -1.5 0.1
2015
-1.68 -2.39 -1.7 2.9 -0.7 3.6 0.7 -2.8 -0.8 -6.0 -0.9 7.3 1.4 -3.9
2014
+3.27 +2.49 -3.4 8.4 0.3 -0.1 1.9 2.0 -5.7 2.3 -5.3 2.5 1.5 -0.3
2013
+26.25 +24.38 4.3 1.7 1.4 1.3 0.5 -4.2 5.3 -2.8 7.5 3.7 1.9 3.5
2012
+21.10 +19.03 5.5 4.0 2.6 0.6 -7.2 4.0 1.2 1.2 3.4 -1.4 2.5 3.6
2011
-7.79 -10.44 -1.6 1.9 1.8 5.3 -0.9 -1.7 -2.9 -5.4 -8.4 7.5 -0.7 -2.0
2010
+15.04 +13.35 -4.9 0.2 5.0 0.0 -9.6 -1.1 9.6 -6.0 9.4 5.0 -0.4 9.1
2009
+31.49 +28.01 -9.7 -9.3 4.9 13.0 10.3 3.3 4.6 3.3 5.5 -3.7 5.6 2.5
2008
-40.23 -40.29 -8.6 1.4 -2.0 5.1 4.2 -8.5 -1.4 0.9 -15.9 -20.2 -9.2 8.2
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