INVESCO NEXT GEN MEDIA AND GAMING ETF
Symbol: GGME
Exchange: NYSE
Sector: Technology
Category: Technology
Inception date: 23/06/2005
Latest date: 15/10/2026
Current price: $65.82
Expense ratio: 0.63%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.93%
Ann. -26.50% (Sharpe / Sortino numerator)
Volatility
22.72%
Sharpe ratio
-1.326
VaR 95%
-1.99%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.27%
Ann. -44.00% (Sharpe / Sortino numerator)
Volatility
22.27%
Sharpe ratio
-2.139
VaR 95%
-2.60%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
19.50%
Ann. -36.40% (Sharpe / Sortino numerator)
Volatility
20.46%
Sharpe ratio
-1.956
VaR 95%
-2.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
2.71%
Ann. 2.47% (Sharpe / Sortino numerator)
Volatility
24.10%
Sharpe ratio
-0.048
VaR 95%
-2.37%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
34.35%
Ann. 8.90% (Sharpe / Sortino numerator)
Volatility
23.11%
Sharpe ratio
0.228
VaR 95%
-2.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
98.06%
Ann. 14.76% (Sharpe / Sortino numerator)
Volatility
22.02%
Sharpe ratio
0.506
VaR 95%
-2.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.019%
Best day
4.327%
Worst day
-4.898%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $64.34 | $65.92 | $64.34 | $65.82 | 800 |
| 14/10/2026 | $65.93 | $65.93 | $64.96 | $64.99 | 700 |
| 13/10/2026 | $66.56 | $66.56 | $66.54 | $66.54 | 300 |
| 12/10/2026 | $66.30 | $66.31 | $66.30 | $66.31 | 400 |
| 09/10/2026 | $66.64 | $66.64 | $66.64 | $66.64 | 300 |
| 08/10/2026 | $66.04 | $66.07 | $65.86 | $66.07 | 2,700 |
| 07/10/2026 | $66.05 | $66.40 | $65.90 | $66.40 | 1,100 |
| 06/10/2026 | $66.87 | $66.90 | $66.69 | $66.70 | 6,300 |
| 05/10/2026 | $66.54 | $66.54 | $66.54 | $66.54 | 400 |
| 02/10/2026 | $66.52 | $66.52 | $65.92 | $65.92 | 1,000 |