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Invesco Quantitative Strategies ESG Global Equity ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BJQRDN15

WKN

A2PHJT

Issuer

Invesco

Inception Date

Jul 30, 2019

Leveraged

1x

Index Tracked

MSCI ACWI NR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IQSA.L features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for IQSA.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
IQSA.L vs. SPYI.DE IQSA.L vs. FTLB IQSA.L vs. FTLS IQSA.L vs. QWLD IQSA.L vs. GGRG.L IQSA.L vs. VOO IQSA.L vs. VWRP.L IQSA.L vs. SWDA.L IQSA.L vs. NTSX IQSA.L vs. IMID.L
Popular comparisons:
IQSA.L vs. SPYI.DE IQSA.L vs. FTLB IQSA.L vs. FTLS IQSA.L vs. QWLD IQSA.L vs. GGRG.L IQSA.L vs. VOO IQSA.L vs. VWRP.L IQSA.L vs. SWDA.L IQSA.L vs. NTSX IQSA.L vs. IMID.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


80.00%85.00%90.00%95.00%100.00%105.00%110.00%115.00%JulyAugustSeptemberOctoberNovemberDecember
114.28%
114.09%
IQSA.L (Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc had a return of 29.29% year-to-date (YTD) and 36.94% in the last 12 months.


IQSA.L

YTD

29.29%

1M

4.33%

6M

12.19%

1Y

36.94%

5Y (annualized)

14.31%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.68%

1M

2.72%

6M

13.90%

1Y

32.81%

5Y (annualized)

14.15%

10Y (annualized)

11.47%

Monthly Returns

The table below presents the monthly returns of IQSA.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.79%4.99%5.42%-3.83%2.55%2.69%1.37%2.02%2.16%-1.68%5.57%29.29%
20237.51%-0.66%-0.61%0.30%-1.38%8.79%2.92%-2.65%-3.29%-4.21%9.79%6.86%24.38%
2022-4.37%-1.74%3.01%-5.96%-1.68%-10.00%5.70%-3.10%-8.51%8.70%6.42%-1.98%-14.43%
20211.73%1.62%5.86%3.32%2.99%0.44%1.72%2.68%-4.08%2.70%-1.69%6.14%25.58%
2020-1.20%-10.59%-11.42%8.81%4.30%3.62%4.20%6.73%-3.00%-3.75%10.51%4.38%10.21%
20191.30%3.45%1.32%3.56%2.32%12.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IQSA.L is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of IQSA.L is 8686
Overall Rank
The Sharpe Ratio Rank of IQSA.L is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of IQSA.L is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IQSA.L is 8585
Omega Ratio Rank
The Calmar Ratio Rank of IQSA.L is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IQSA.L is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for IQSA.L, currently valued at 2.91, compared to the broader market0.002.004.002.912.77
The chart of Sortino ratio for IQSA.L, currently valued at 3.94, compared to the broader market-2.000.002.004.006.008.0010.0012.003.943.66
The chart of Omega ratio for IQSA.L, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.51
The chart of Calmar ratio for IQSA.L, currently valued at 4.13, compared to the broader market0.005.0010.0015.004.133.99
The chart of Martin ratio for IQSA.L, currently valued at 17.27, compared to the broader market0.0020.0040.0060.0080.00100.0017.2717.73
IQSA.L
^GSPC

The current Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc Sharpe ratio is 2.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.91
2.77
IQSA.L (Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
IQSA.L (Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc was 34.64%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.64%Feb 13, 202028Mar 23, 202099Sep 2, 2020127
-25.67%Jan 14, 2022187Oct 12, 2022293Dec 8, 2023480
-8.74%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.43%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-7.09%Sep 3, 202013Sep 21, 202015Oct 12, 202028

Volatility

Volatility Chart

The current Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc volatility is 2.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.83%
2.22%
IQSA.L (Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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