Summary
KLMT
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.23% Volatility 17.52% Sharpe 0.87
Official loaded data — not a live quote.

Invesco MSCI Global Climate 500 ETF

Symbol: KLMT

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 26/06/2024

Latest date: 20/07/2026

Current price: $34.01

Expense ratio: 0.10%

Assets under management
$1.5B
-0.45% 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

-1.67%

Ann. -43.95% (Sharpe / Sortino numerator)

Volatility

21.70%

Sharpe ratio

-2.193

VaR 95%

-2.01%

CVaR 95%: -2.20%
Max drawdown: -7.38%
Sortino ratio: -3.935
Calmar ratio: -5.95

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

4.10%

Ann. -9.38% (Sharpe / Sortino numerator)

Volatility

16.14%

Sharpe ratio

-0.806

VaR 95%

-1.77%

CVaR 95%: -2.05%
Max drawdown: -9.91%
Sortino ratio: -1.220
Calmar ratio: -0.95

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

10.66%

Ann. 0.57% (Sharpe / Sortino numerator)

Volatility

14.23%

Sharpe ratio

-0.215

VaR 95%

-1.60%

CVaR 95%: -2.01%
Max drawdown: -9.91%
Sortino ratio: -0.304
Calmar ratio: 0.06

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

20.23%

Ann. 18.80% (Sharpe / Sortino numerator)

Volatility

17.52%

Sharpe ratio

0.866

VaR 95%

-1.56%

CVaR 95%: -2.48%
Max drawdown: -9.91%
Sortino ratio: 1.091
Calmar ratio: 1.90

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

38.25%

Ann. 19.51% (Sharpe / Sortino numerator)

Volatility

16.24%

Sharpe ratio

0.980

VaR 95%

-1.57%

CVaR 95%: -2.30%
Max drawdown: -16.88%
Sortino ratio: 1.293
Calmar ratio: 1.16

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.077%

Best day

3.045%

31/03/2026
Worst day

-3.014%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $34.16 $34.16 $34.01 $34.01 500
17/07/2026 $34.11 $34.11 $34.11 $34.11 100
16/07/2026 $34.45 $34.45 $34.28 $34.34 400
15/07/2026 $34.60 $34.60 $34.60 $34.60 100
14/07/2026 $34.45 $34.49 $34.45 $34.49 1,100
13/07/2026 $34.34 $34.38 $34.28 $34.28 20,600
10/07/2026 $34.67 $34.67 $34.67 $34.67 100
09/07/2026 $34.52 $34.52 $34.52 $34.52 100
08/07/2026 $34.28 $34.28 $34.28 $34.28 100
07/07/2026 $34.36 $34.36 $34.36 $34.36 100