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Invesco Global Equity Net Zero ETF (IQSZ) Sharpe Ratio: 2.05

ETF · Currency in USD · Last updated Jul 17, 2026

The Invesco Global Equity Net Zero ETF (IQSZ) is an actively managed fund that invests in global companies with current or planned efforts to reduce greenhouse gas emissions and align with the transition to a net zero economy. It provides diversified global equity exposure while integrating climate and net-zero considerations into security selection.

IQSZ's Sharpe Ratio of 2.05 indicates that for each unit of volatility, it generates 2.05 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 17, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IQSZ Sharpe Ratio Rank

IQSZ Sharpe Ratio Rank: 80.180
Exceptional

IQSZ ranks above 80.1% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

IQSZ Sharpe Ratio Market Positioning

The chart shows IQSZ's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.92
  • Green zone (top 25%): 1.92 or higher
  • Top 1%: 6.44+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares Invesco Global Equity Net Zero ETF's Sharpe Ratio with other ETFs in the ESG category across multiple time periods, showing how IQSZ's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
PRVSParnassus Value Select ETF2.39
ETHOAmplify Etho Climate Leadership U.S. ETF2.11
IQSZInvesco Global Equity Net Zero ETF2.05
RSPEInvesco ESG S&P 500 Equal Weight ETF2.04
NUMVNuveen ESG Mid-Cap Value ETF2.02
YLDEClearBridge Dividend Strategy ESG ETF1.92
EFIVState Street SPDR S&P 500 ESG ETF1.89
SNPEXtrackers S&P 500 ESG ETF1.86
ESGUiShares ESG Aware MSCI USA ETF1.74
KLMNInvesco MSCI North America Climate ETF1.69

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IQSZ's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IQSZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does IQSZ fit in your portfolio?

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