INVESCO NEXT GEN MEDIA AND GAMING ETF
Symbol: GGME
Exchange: NYSE
Sector: Technology
Category: Technology
Inception date: 23/06/2005
Latest date: 17/07/2026
Current price: $61.15
Expense ratio: 0.62%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
2.56%
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
9.01%
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
9.25%
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
-0.44%
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
31.43%
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
67.60%
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: 17/07/2025 - 17/07/2026.
Average daily return
0.006%
Best day
3.536%
Worst day
-4.898%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 17/07/2026 | $60.20 | $61.36 | $60.20 | $61.15 | 4,600 |
| 16/07/2026 | $62.04 | $62.12 | $61.86 | $61.86 | 2,100 |
| 15/07/2026 | $62.43 | $62.57 | $62.43 | $62.57 | 400 |
| 14/07/2026 | $62.08 | $62.52 | $62.08 | $62.29 | 2,100 |
| 13/07/2026 | $62.83 | $62.83 | $62.11 | $62.12 | 700 |
| 10/07/2026 | $62.85 | $62.85 | $62.60 | $62.79 | 1,600 |
| 09/07/2026 | $61.40 | $62.62 | $61.40 | $62.62 | 700 |
| 08/07/2026 | $61.25 | $61.63 | $60.94 | $61.60 | 2,900 |
| 07/07/2026 | $61.56 | $61.78 | $61.49 | $61.49 | 700 |
| 06/07/2026 | $61.27 | $61.62 | $61.27 | $61.50 | 2,200 |