Data Source: from January 2008 to February 2023 (~15 years)
Consolidated Returns as of 28 February 2023
Consolidated Returns as of 28 February 2023
ETF: Invesco S&P Global Water Index ETF (CGW)
In the last 15 Years, the Invesco S&P Global Water Index ETF (CGW) ETF obtained a 7.14% compound annual return, with a 17.93% standard deviation.
In 2022, the ETF granted a 1.12% 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 Feb 28, 2023
Historical returns and Metrics of Invesco S&P Global Water Index ETF (CGW) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
INVESCO S&P GLOBAL WATER INDEX ETF (CGW) ETF
Portfolio Metrics
Data Source: 1 January 2008 - 28 February 2023 (~15 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~15Y) |
|
| Portfolio Return (%) |
-3.27 | 0.88 | 7.62 | -4.26 | 9.73 | 9.51 | 9.31 | 6.53 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.40 |
| Infl. Adjusted Return (%) |
-3.81 | -0.17 | 5.95 | -9.71 | 4.34 | 5.44 | 6.51 | 4.03 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 25.91 | 21.80 | 18.99 | 15.61 | 17.99 | |||
| Sharpe Ratio | -0.24 | 0.41 | 0.44 | 0.55 | 0.14 | |||
| Sortino Ratio | -0.37 | 0.54 | 0.57 | 0.74 | 0.18 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -21.67 | -32.28 | -32.28 | -32.28 | -51.04 | |||
| Start (yyyy mm) | 2022 04 | 2022 01 | 2022 01 | 2022 01 | 2008 01 | |||
| Bottom (yyyy mm) | 2022 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | |||
| Start to Bottom (# months) | 6 | 9 | 9 | 9 | 14 | |||
| Start to Recovery (# months) in progress |
> 11
|
> 14
|
> 14
|
> 14
|
60
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 53.07 | 26.78 | 22.20 | 14.39 | ||||
| Worst Return (%) | -47.16 | -3.31 | 0.19 | 5.40 | ||||
| % Positive Periods | 77% | 97% | 100% | 100% | ||||
| MONTHS | ||||||||
| Positive | 0 | 1 | 3 | 5 | 24 | 40 | 79 | 116 |
| Negative | 1 | 2 | 3 | 7 | 12 | 20 | 41 | 66 |
| % Positive | 0% | 33% | 50% | 42% | 67% | 67% | 66% | 64% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 42.10 | 25.47 | 14.95 | 7.45 | ||||
| Perpetual WR (%) | 4.16 | 5.16 | 6.11 | 3.88 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Feb 28, 2023
Monthly correlations of Invesco S&P Global Water Index ETF (CGW) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
INVESCO S&P GLOBAL WATER INDEX ETF (CGW) ETF
Monthly correlations as of 28 February 2023
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 |
0.98
|
0.91
|
0.88
|
0.91
|
|
|
US Large Cap SPY |
0.98
|
0.92
|
0.88
|
0.90
|
|
|
US Small Cap IJR |
0.97
|
0.84
|
0.79
|
0.83
|
|
|
US REITs VNQ |
0.90
|
0.86
|
0.73
|
0.75
|
|
|
US Technology QQQ |
0.91
|
0.83
|
0.79
|
0.83
|
|
|
Preferred Stocks PFF |
0.75
|
0.78
|
0.71
|
0.65
|
|
|
EAFE Stocks EFA |
0.92
|
0.88
|
0.87
|
0.90
|
|
|
World All Countries VT |
0.98
|
0.92
|
0.91
|
0.93
|
|
|
Emerging Markets EEM |
0.66
|
0.71
|
0.70
|
0.81
|
|
|
Europe VGK |
0.92
|
0.89
|
0.87
|
0.90
|
|
|
Pacific VPL |
0.88
|
0.83
|
0.79
|
0.85
|
|
|
Latin America FLLA |
0.70
|
0.58
|
0.56
|
0.71
|
|
|
US Total Bond Market BND |
0.77
|
0.54
|
0.47
|
0.34
|
|
|
Long Term Treasuries TLT |
0.62
|
0.17
|
0.12
|
-0.08
|
|
|
US Cash BIL |
0.06
|
-0.15
|
-0.09
|
-0.14
|
|
|
TIPS TIP |
0.92
|
0.68
|
0.57
|
0.47
|
|
|
Invest. Grade Bonds LQD |
0.83
|
0.70
|
0.64
|
0.55
|
|
|
High Yield Bonds HYG |
0.93
|
0.86
|
0.82
|
0.80
|
|
|
International Bonds BNDX |
0.88
|
0.60
|
0.49
|
0.43
|
|
|
Emerg. Market Bonds EMB |
0.82
|
0.78
|
0.73
|
0.69
|
|
|
Gold GLD |
0.43
|
0.30
|
0.23
|
0.20
|
|
|
Commodities DBC |
0.42
|
0.42
|
0.40
|
0.54
|
|
Capital Growth as of Feb 28, 2023
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$, since March 2008,
now would be worth 2815.47$, with a total return of 181.55% (7.14% annualized).
The Inflation Adjusted Capital now would be 1981.17$, with a net total return of 98.12% (4.66% annualized).
The Inflation Adjusted Capital now would be 1981.17$, with a net total return of 98.12% (4.66% annualized).
An investment of 1000$, since January 2008,
now would be worth 2608.77$, with a total return of 160.88% (6.53% annualized).
The Inflation Adjusted Capital now would be 1821.35$, with a net total return of 82.13% (4.03% annualized).
The Inflation Adjusted Capital now would be 1821.35$, with a net total return of 82.13% (4.03% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since March 2008.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -50.75% | Jun 2008 | Feb 2009 | 9 | Dec 2012 | 46 | 55 |
| -32.28% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -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 |
| -2.00% | Mar 2008 | Mar 2008 | 1 | Apr 2008 | 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 |
| -32.28% | Jan 2022 | Sep 2022 | 9 | in progress | 5 | 14 |
| -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 |
9.60 |
53.07 Apr 2009 - Mar 2010 |
-47.16 Mar 2008 - Feb 2009 |
23.39% |
| 2 Years |
10.67 |
36.05 Mar 2009 - Feb 2011 |
-15.45 Jun 2008 - May 2010 |
6.29% |
| 3 Years |
10.43 |
26.78 Jan 2019 - Dec 2021 |
-3.31 Jan 2008 - Dec 2010 |
3.40% |
| 5 Years |
10.26 |
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 |
10.21 |
14.39 Jan 2012 - Dec 2021 |
5.40 Jun 2008 - May 2018 |
0.00% |
| 15 Years |
6.97 |
7.48 Feb 2008 - Jan 2023 |
6.29 Jan 2008 - Dec 2022 |
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.
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 Gain Frequency |
1.42
80% |
-2.11
40% |
-1.19
80% |
1.61
60% |
0.65
60% |
-0.45
60% |
5.65
80% |
0.25
80% |
-2.84
40% |
2.64
80% |
3.99
80% |
1.33
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
101.42
|
99.27
|
98.09
|
99.66
|
100.31
|
99.86
|
105.50
|
105.77
|
102.77
|
105.48
|
109.69
|
111.16
|
| Best |
8.2 2019 |
4.1 2019 |
4.2 2021 |
7.5 2020 |
4.2 2020 |
7.1 2019 |
10.9 2022 |
3.9 2021 |
2.5 2019 |
11.0 2022 |
8.8 2020 |
5.6 2021 |
| Worst |
-11.0 2022 |
-7.5 2020 |
-14.1 2020 |
-8.1 2022 |
-3.9 2019 |
-8.2 2022 |
-0.9 2019 |
-6.1 2022 |
-10.6 2022 |
-7.6 2018 |
-1.2 2021 |
-5.2 2018 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.45
60% |
-0.50
50% |
0.55
80% |
2.03
70% |
0.92
80% |
-0.61
50% |
3.08
70% |
-0.53
60% |
-0.81
50% |
2.36
80% |
2.61
80% |
0.61
60% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.45
|
99.95
|
100.50
|
102.54
|
103.48
|
102.85
|
106.02
|
105.46
|
104.60
|
107.07
|
109.86
|
110.54
|
| Best |
8.2 2019 |
8.4 2014 |
7.2 2016 |
7.5 2020 |
4.2 2020 |
7.1 2019 |
10.9 2022 |
3.9 2021 |
7.5 2013 |
11.0 2022 |
8.8 2020 |
5.6 2021 |
| Worst |
-11.0 2022 |
-7.5 2020 |
-14.1 2020 |
-8.1 2022 |
-3.9 2019 |
-8.2 2022 |
-5.7 2014 |
-6.1 2022 |
-10.6 2022 |
-7.6 2018 |
-1.5 2016 |
-5.2 2018 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
-0.66
50% |
-0.31
63% |
1.19
80% |
2.95
80% |
0.40
67% |
-0.68
47% |
2.80
67% |
-0.75
60% |
-0.94
53% |
0.72
67% |
1.60
67% |
1.83
67% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.34
|
99.03
|
100.21
|
103.16
|
103.58
|
102.88
|
105.76
|
104.97
|
103.98
|
104.73
|
106.40
|
108.35
|
| Best |
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 |
11.0 2022 |
8.8 2020 |
9.1 2010 |
| Worst |
-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 |
Monthly Seasonality over the period Jan 2008 - Feb 2023
Monthly/Yearly Returns
Invesco S&P Global Water Index ETF (CGW) ETF data source starts from January 2008: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2008 - Feb 2023
116 Positive Months (64%) - 66 Negative Months (36%)
MONTHLY RETURNS TABLE
Jan 2008 - Feb 2023
(Scroll down to see all data)
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 |
| 2023 |
+4.55 | +3.14 | 8.1 | -3.3 | ||||||||||
| 2022 |
-21.99 | -26.72 | -11.0 | -4.3 | 1.5 | -8.1 | -0.2 | -8.2 | 10.9 | -6.1 | -10.6 | 11.0 | 7.5 | -3.5 |
| 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 |
