Summary
GTO
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 6.41% Volatility 4.08% Sharpe 0.19
Official loaded data — not a live quote.

INVESCO TOTAL RETURN BOND ETF

Symbol: GTO

Exchange: NYSE

Sector: Technology

Category: Intermediate Core-Plus Bond

Inception date: 10/02/2016

Latest date: 03/06/2026

Current price: $46.85

Expense ratio: 0.35%

Assets under management
$2.3B
0.04% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.49%

Ann. -16.60% (Sharpe / Sortino numerator)

Volatility

5.56%

Sharpe ratio

-3.637

VaR 95%

-0.55%

CVaR 95%: -0.68%
Max drawdown: -2.24%
Sortino ratio: -6.312
Calmar ratio: -7.41

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

-0.69%

Ann. -0.51% (Sharpe / Sortino numerator)

Volatility

3.98%

Sharpe ratio

-1.041

VaR 95%

-0.41%

CVaR 95%: -0.57%
Max drawdown: -3.11%
Sortino ratio: -1.335
Calmar ratio: -0.16

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

0.69%

Ann. 1.03% (Sharpe / Sortino numerator)

Volatility

3.36%

Sharpe ratio

-0.772

VaR 95%

-0.37%

CVaR 95%: -0.49%
Max drawdown: -3.11%
Sortino ratio: -1.027
Calmar ratio: 0.33

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

6.41%

Ann. 4.39% (Sharpe / Sortino numerator)

Volatility

4.08%

Sharpe ratio

0.186

VaR 95%

-0.37%

CVaR 95%: -0.62%
Max drawdown: -3.11%
Sortino ratio: 0.235
Calmar ratio: 1.41

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

9.40%

Ann. 5.09% (Sharpe / Sortino numerator)

Volatility

4.44%

Sharpe ratio

0.328

VaR 95%

-0.41%

CVaR 95%: -0.62%
Max drawdown: -4.54%
Sortino ratio: 0.475
Calmar ratio: 1.12

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

14.03%

Ann. 4.30% (Sharpe / Sortino numerator)

Volatility

5.20%

Sharpe ratio

0.129

VaR 95%

-0.54%

CVaR 95%: -0.72%
Max drawdown: -6.74%
Sortino ratio: 0.197
Calmar ratio: 0.64

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.025%

Best day

0.708%

01/08/2025
Worst day

-0.806%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $46.83 $46.88 $46.79 $46.85 164,200
02/06/2026 $46.95 $46.95 $46.88 $46.92 186,600
01/06/2026 $46.82 $46.91 $46.77 $46.91 261,600
29/05/2026 $46.91 $46.96 $46.89 $46.92 148,600
28/05/2026 $46.77 $46.90 $46.61 $46.88 275,900
27/05/2026 $46.77 $46.82 $46.76 $46.77 162,400
26/05/2026 $46.75 $46.78 $46.70 $46.75 191,200
22/05/2026 $46.62 $46.62 $46.49 $46.61 246,600
21/05/2026 $46.40 $46.54 $46.33 $46.54 305,300
20/05/2026 $46.24 $46.48 $46.23 $46.47 228,100