GTOC vs NZAC

Comparison between Invesco Core Fixed Income ETF (GTOC, ETF) and STATE STREET(R) SPDR(R) MSCI ACWI CLIMATE PARIS ALIGNED ETF (NZAC, ETF).

GTOC vs NZAC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GTOC(ETF)	NZAC(ETF)
Net Assets	$188M	$188M
Expense Ratio	0.26%	0.12%
Max Drawdown	3.91%	33.72%
Sharpe Ratio	0.14	1.19
5Y Beta	0.09	0.92
P/E Ratio	N/A	25.53
Forward P/E	N/A	20.58
PEG Ratio	N/A	0.49
5Y Dividends CAGR	N/A	10.11%
5Y EPS CAGR	N/A	28.67%
Debt to Equity	N/A	19.23%
P/S Ratio	N/A	3.76
P/B Ratio	N/A	4.83

Net Assets

Winner

GTOC

$188M

NZAC

$188M

Expense Ratio

GTOC

0.26%

Winner

NZAC

0.12%

Max Drawdown

Winner

GTOC

3.91%

NZAC

33.72%

Sharpe Ratio

GTOC

0.14

Winner

NZAC

1.19

5Y Beta

Winner

GTOC

0.09

NZAC

0.92

P/E Ratio

GTOC

N/A

NZAC

25.53

Forward P/E

GTOC

N/A

NZAC

20.58

PEG Ratio

GTOC

N/A

NZAC

0.49

5Y Dividends CAGR

GTOC

N/A

NZAC

10.11%

5Y EPS CAGR

GTOC

N/A

NZAC

28.67%

Debt to Equity

GTOC

N/A

NZAC

19.23%

P/S Ratio

GTOC

N/A

NZAC

3.76

P/B Ratio

GTOC

N/A

NZAC

4.83

GTOC vs NZAC - Historical Returns

Returns include dividend reinvestment.

Period	GTOC	NZAC
1 month	-0.13%	+0.63%
3 months	-0.95%	+7.26%
6 months	+0.21%	+6.03%
1 year	+3.59%	+20.71%
5 years(CAGR)	N/A	+9.24%
10 years(CAGR)	N/A	+11.75%
Max(CAGR)	+4.15%	+10.05%

GTOC

-0.13%

Winner

NZAC

+0.63%

GTOC

-0.95%

Winner

NZAC

+7.26%

GTOC

+0.21%

Winner

NZAC

+6.03%

GTOC

+3.59%

Winner

NZAC

+20.71%

5Y(CAGR)

GTOC

N/A

NZAC

+9.24%

10Y(CAGR)

GTOC

N/A

NZAC

+11.75%

Max(CAGR)

GTOC

+4.15%

Winner

NZAC

+10.05%

GTOC vs NZAC - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	GTOC	NZAC
2026	+0.04%	+5.49%
2025	+3.52%	+20.53%
2024	N/A	+17.92%
2023	N/A	+22.65%
2022	N/A	-20.14%
2021	N/A	+19.09%
2020	N/A	+16.07%
2019	N/A	+28.09%
2018	N/A	-10.30%
2017	N/A	+22.82%
2016	N/A	+10.73%
2015	N/A	-2.15%
2014	N/A	-2.07%

GTOC vs NZAC Drawdown Comparison

The maximum drawdown for GTOC was -2.70%, occurring on May 19, 2026. This drawdown has not yet recovered.

The maximum drawdown for NZAC was -33.72%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.

The current GTOC drawdown is -1.84%. The current NZAC drawdown is -3.63%.

Rank	GTOC	NZAC
#1	-2.70% Feb 27, 2026 - May 19, 2026	-33.72% Feb 12, 2020 - Aug 24, 2020
#2	-1.02% Oct 28, 2025 - Jan 14, 2026	-28.30% Jan 4, 2022 - Feb 7, 2024
#3	-0.68% Sep 16, 2025 - Oct 13, 2025	-19.53% Jan 26, 2018 - Jul 3, 2019
#4	-0.64% Jan 14, 2026 - Feb 5, 2026	-18.13% May 19, 2015 - Dec 13, 2016
#5	-0.48% Aug 13, 2025 - Aug 22, 2025	-16.19% Feb 20, 2025 - May 19, 2025
#6	-0.35% Aug 5, 2025 - Aug 13, 2025	-10.10% Jan 27, 2026 - Apr 15, 2026
#7	-0.33% Aug 28, 2025 - Sep 3, 2025	-7.72% Jul 12, 2024 - Aug 19, 2024
#8	-0.24% Jul 29, 2025 - Aug 1, 2025	-7.46% Sep 2, 2020 - Nov 6, 2020
#9	-0.19% Feb 10, 2026 - Feb 12, 2026	-6.50% Jul 26, 2019 - Oct 24, 2019
#10	-0.19% Feb 13, 2026 - Feb 23, 2026	-5.72% Mar 27, 2024 - May 14, 2024
#11	-0.17% Oct 22, 2025 - Oct 28, 2025	-5.69% Sep 3, 2021 - Oct 28, 2021
#12	-0.15% Jul 23, 2025 - Jul 25, 2025	-5.62% Dec 6, 2024 - Feb 18, 2025
#13	-0.13% Jul 25, 2025 - Jul 29, 2025	-5.50% Oct 28, 2025 - Dec 24, 2025
#14	-0.13% Sep 8, 2025 - Sep 10, 2025	-5.31% Nov 26, 2014 - Feb 13, 2015
#15	-0.10% Sep 11, 2025 - Sep 15, 2025	-5.06% Feb 16, 2021 - Apr 5, 2021

Correlation

Correlation between GTOC and NZAC is 0.67 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.67

-101

Dividend Comparison (2014 - 2026)

GTOC vs NZAC dividend yield comparison.

Year	GTOC	NZAC
2026	1.75%	0.66%
2025	1.88%	1.90%
2024	0.00%	1.88%
2023	0.00%	1.65%
2022	0.00%	1.81%
2021	0.00%	1.62%
2020	0.00%	1.59%
2019	0.00%	2.17%
2018	0.00%	2.53%
2017	0.00%	2.20%
2016	0.00%	2.00%
2015	0.00%	2.40%
2014	0.00%	0.18%