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ARES vs. IQSA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARES vs. IQSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ares Management Corporation (ARES) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARES achieves a -31.41% return, which is significantly lower than IQSA.L's 14.47% return.


ARES

1D
-1.40%
1M
-14.89%
YTD
-31.41%
6M
-34.42%
1Y
-34.85%
3Y*
7.32%
5Y*
14.87%
10Y*
27.74%

IQSA.L

1D
0.33%
1M
0.94%
YTD
14.47%
6M
14.29%
1Y
28.97%
3Y*
23.37%
5Y*
14.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARES vs. IQSA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARES
Ares Management Corporation
-31.41%-5.72%52.68%79.52%-12.75%77.75%37.37%24.99%
IQSA.L
Invesco Global Active ESG Equity UCITS ETF USD Acc
14.47%22.67%22.82%24.38%-14.00%24.95%10.20%8.32%

Correlation

The correlation between ARES and IQSA.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.39

The correlation between ARES and IQSA.L shifts across timeframes, from 0.25 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

ARES vs. IQSA.L — Risk / Return Rank

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

ARES
ARES Risk / Return Rank: 1212
Overall Rank
ARES Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ARES Sortino Ratio Rank: 1212
Sortino Ratio Rank
ARES Omega Ratio Rank: 1313
Omega Ratio Rank
ARES Calmar Ratio Rank: 1717
Calmar Ratio Rank
ARES Martin Ratio Rank: 1111
Martin Ratio Rank

IQSA.L
IQSA.L Risk / Return Rank: 8181
Overall Rank
IQSA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQSA.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IQSA.L Omega Ratio Rank: 7979
Omega Ratio Rank
IQSA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IQSA.L Martin Ratio Rank: 8383
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.

ARES vs. IQSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ares Management Corporation (ARES) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L). 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.

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.


ARESIQSA.LDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.34

Omega ratioGain probability vs. loss probability

0.87

1.39

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.71

3.33

-4.05

Martin ratioReturn relative to average drawdown

-1.35

14.21

-15.56

ARES vs. IQSA.L - Sharpe Ratio Comparison

The current ARES Sharpe Ratio is -0.83, which is lower than the IQSA.L Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of ARES and IQSA.L, 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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Drawdowns

ARES vs. IQSA.L - Drawdown Comparison

The maximum ARES drawdown since its inception was -49.73%, which is greater than IQSA.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for ARES and IQSA.L.


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Drawdown Indicators


ARESIQSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.73%

-34.64%

-15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-49.05%

-8.65%

-40.40%

Max Drawdown (3Y)

Largest decline over 3 years

-49.73%

-16.99%

-32.74%

Max Drawdown (5Y)

Largest decline over 5 years

-49.73%

-25.67%

-24.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

-42.25%

-1.18%

-41.07%

Average Drawdown

Average peak-to-trough decline

-11.40%

-4.88%

-6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.91%

2.03%

+23.88%

Volatility

ARES vs. IQSA.L - Volatility Comparison

Ares Management Corporation (ARES) has a higher volatility of 13.98% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.06%. This indicates that ARES's price experiences larger fluctuations and is considered to be riskier than IQSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARESIQSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.98%

4.06%

+9.92%

Volatility (6M)

Calculated over the trailing 6-month period

36.10%

10.68%

+25.42%

Volatility (1Y)

Calculated over the trailing 1-year period

42.24%

13.30%

+28.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.59%

16.56%

+21.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.53%

18.03%

+18.50%

Dividends

ARES vs. IQSA.L - Dividend Comparison

ARES's dividend yield for the trailing twelve months is around 6.16%, while IQSA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARES
Ares Management Corporation
6.16%3.29%2.10%2.59%3.57%2.31%3.40%3.59%7.50%5.65%4.32%6.81%
IQSA.L
Invesco Global Active ESG Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ARES and IQSA.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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