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ARAW.DE vs. IQSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARAW.DE vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Raw Materials UCITS ETF (ARAW.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARAW.DE achieves a 26.31% return, which is significantly higher than IQSA.DE's 14.81% return.


ARAW.DE

1D
-2.07%
1M
2.74%
YTD
26.31%
6M
36.73%
1Y
137.40%
3Y*
5Y*
10Y*

IQSA.DE

1D
-0.11%
1M
6.18%
YTD
14.81%
6M
16.74%
1Y
28.62%
3Y*
22.03%
5Y*
15.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARAW.DE vs. IQSA.DE - Yearly Performance Comparison


Correlation

The correlation between ARAW.DE and IQSA.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (All Time)
Calculated using the full available price history since May 14, 2025

0.47

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Return for Risk

ARAW.DE vs. IQSA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARAW.DE
ARAW.DE Risk / Return Rank: 9494
Overall Rank
ARAW.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ARAW.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ARAW.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ARAW.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
ARAW.DE Martin Ratio Rank: 9494
Martin Ratio Rank

IQSA.DE
IQSA.DE Risk / Return Rank: 7979
Overall Rank
IQSA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQSA.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.

ARAW.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Raw Materials UCITS ETF (ARAW.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ARAW.DEIQSA.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.02

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.60

1.43

+0.17

Calmar ratioReturn relative to maximum drawdown

6.69

4.60

+2.10

Martin ratioReturn relative to average drawdown

25.81

18.23

+7.57

ARAW.DE vs. IQSA.DE - Sharpe Ratio Comparison

The current ARAW.DE Sharpe Ratio is 4.36, which is higher than the IQSA.DE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ARAW.DE and IQSA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ARAW.DEIQSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.36

2.34

+2.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

4.33

0.94

+3.38

Drawdowns

ARAW.DE vs. IQSA.DE - Drawdown Comparison

The maximum ARAW.DE drawdown since its inception was -20.41%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for ARAW.DE and IQSA.DE.


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Drawdown Indicators


ARAW.DEIQSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.41%

-34.11%

+13.70%

Max Drawdown (1Y)

Largest decline over 1 year

-20.41%

-6.20%

-14.21%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-4.46%

-0.33%

-4.13%

Average Drawdown

Average peak-to-trough decline

-3.15%

-4.38%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.30%

1.57%

+3.73%

Volatility

ARAW.DE vs. IQSA.DE - Volatility Comparison

abrdn Future Raw Materials UCITS ETF (ARAW.DE) has a higher volatility of 11.01% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that ARAW.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARAW.DEIQSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.01%

3.32%

+7.69%

Volatility (6M)

Calculated over the trailing 6-month period

25.93%

8.85%

+17.08%

Volatility (1Y)

Calculated over the trailing 1-year period

31.38%

12.17%

+19.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.66%

14.71%

+15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.66%

16.74%

+13.92%

ARAW.DE vs. IQSA.DE - Expense Ratio Comparison

ARAW.DE has a 0.45% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.


Dividends

ARAW.DE vs. IQSA.DE - Dividend Comparison

Neither ARAW.DE nor IQSA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ARAW.DE and IQSA.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for ARAW.DE.

ARAW.DE is categorized as Materials, while IQSA.DE is Global Equities. They also come from different issuers: abrdn and Invesco. Their fees differ too: 0.45% for ARAW.DE and 0.30% for IQSA.DE.

Portfolio Optimizer

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