PortfoliosLab logoPortfoliosLab logo
Issuer
Invesco
Inception Date
Sep 7, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

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


Performance

IQSE.DE Performance Chart

Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) is up 15.3% since the beginning of the year. IQSE.DE is currently trading at €102 per share. Investors who bought €1,000 worth of IQSE.DE shares 5 years ago would now be looking at an investment worth €1,899.


Loading charts...

S&P 500 Index

Returns By Period

Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) has returned 15.26% so far this year and 28.52% over the past 12 months.


Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc

1D
0.51%
1M
1.73%
6M
15.25%
YTD
15.26%
1Y
28.52%
3Y*
22.25%
5Y*
13.68%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSE.DE Monthly Returns History

Based on dividend-adjusted daily data since Jul 30, 2019, IQSE.DE's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +10.2%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IQSE.DE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.97%2.17%-7.11%10.19%5.38%2.71%-0.14%15.26%
20254.19%-3.20%-4.22%-0.68%7.36%2.53%2.69%0.14%3.26%2.61%1.11%2.30%19.02%
20244.55%5.15%5.65%-3.46%2.18%3.10%0.55%0.83%1.86%-0.51%5.77%-3.31%24.13%
20237.06%-0.25%-1.36%0.39%-0.68%8.29%2.22%-2.02%-2.70%-3.92%8.66%5.78%22.41%
2022-4.47%-1.38%2.84%-4.45%-2.20%-9.52%5.73%-2.59%-8.01%7.99%4.95%-3.16%-14.80%
20211.23%1.87%6.84%2.64%2.22%1.49%1.80%2.64%-3.83%2.79%-1.18%5.93%26.85%

Benchmark Metrics

Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc has an annualized alpha of 7.65%, beta of 0.42, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since July 30, 2019.

  • This ETF participated in 93.00% of S&P 500 Index downside but only 90.58% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.42 may look defensive, but with R2 of 0.23 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.23 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.65%
Beta
0.42
0.23
Upside Capture
90.58%
Downside Capture
93.00%

Expense Ratio

IQSE.DE has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

IQSE.DE ranks 85 for risk / return — in the top 85% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IQSE.DE Risk / Return Rank: 8585
Overall Rank
IQSE.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IQSE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
IQSE.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IQSE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IQSE.DE Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQSE.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

3.50

3.18

+0.32

Martin ratioReturn relative to average drawdown

14.74

11.76

+2.98

Dividends

Dividend History


Invesco Global Active ESG Equity UCITS ETF EUR PfHedged 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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Global Active ESG Equity UCITS ETF EUR PfHedged 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 Global Active ESG Equity UCITS ETF EUR PfHedged Acc was 33.78%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc drawdown is 0.20%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.78%Mar 2020
1mo 9d8mo 6d
9mo 15dFeb 2020 - Nov 2020
Bear market2022
-23.46%Sep 2022
8mo 26d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-18.04%Apr 2025
4mo 4d2mo 19d
6mo 23dDec 2024 - Jun 2025
2024 pullback2024
-9.27%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2026 pullback2026
-8.11%Mar 2026
1mo 2d16d
1mo 18dFeb 2026 - Apr 2026

Drawdown Indicators


IQSE.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-51.62%

+17.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-7.57%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-23.99%

+5.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-23.99%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.20%

-0.43%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.03%

-9.08%

+4.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.04%

-0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with IQSE.DE

Add Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with IQSE.DE