BNP.DE vs. IQSA.L
BNP.DE (BNP Paribas SA) is a stock, while IQSA.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) is Global Equities fund actively managed by Invesco. Over the past 5 years, BNP.DE returned 22.06%/yr vs 15.40%/yr for IQSA.L. At a 0.46 correlation, their price movements are largely independent.
Performance
BNP.DE vs. IQSA.L - Performance Comparison
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Different Trading Currencies
BNP.DE is traded in EUR, while IQSA.L is traded in USD. To make them comparable, the IQSA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, BNP.DE achieves a 27.24% return, which is significantly higher than IQSA.L's 17.72% return.
BNP.DE
- 1D
- -0.79%
- 1M
- 7.86%
- YTD
- 27.24%
- 6M
- 28.75%
- 1Y
- 39.18%
- 3Y*
- 27.97%
- 5Y*
- 22.06%
- 10Y*
- 15.53%
IQSA.L
- 1D
- 0.00%
- 1M
- 3.00%
- YTD
- 17.72%
- 6M
- 17.80%
- 1Y
- 32.28%
- 3Y*
- 21.50%
- 5Y*
- 15.40%
- 10Y*
- —
BNP.DE vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BNP.DE BNP Paribas SA | 27.24% | 51.68% | 0.14% | 25.22% | -5.20% | 43.70% | -18.15% | 24.30% |
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 17.84% | 8.12% | 30.93% | 20.65% | -8.67% | 34.29% | 1.11% | 7.78% |
Correlation
The correlation between BNP.DE and IQSA.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.46 |
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Return for Risk
BNP.DE vs. IQSA.L — Risk / Return Rank
BNP.DE
IQSA.L
BNP.DE vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.DE) 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.
| BNP.DE | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.44 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 5.33 | -3.34 |
| Martin ratioReturn relative to average drawdown | 5.09 | 20.47 | -15.38 |
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Drawdowns
BNP.DE vs. IQSA.L - Drawdown Comparison
The maximum BNP.DE drawdown since its inception was -77.21%, which is greater than IQSA.L's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for BNP.DE and IQSA.L.
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Drawdown Indicators
| BNP.DE | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.21% | -33.75% | -43.46% |
Max Drawdown (1Y)Largest decline over 1 year | -19.63% | -6.03% | -13.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.74% | -20.52% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -34.15% | -20.52% | -13.63% |
Max Drawdown (10Y)Largest decline over 10 years | -59.32% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -0.69% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -25.02% | -4.37% | -20.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 1.57% | +6.10% |
Volatility
BNP.DE vs. IQSA.L - Volatility Comparison
BNP Paribas SA (BNP.DE) has a higher volatility of 6.88% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.03%. This indicates that BNP.DE'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
| BNP.DE | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 4.03% | +2.85% |
Volatility (6M)Calculated over the trailing 6-month period | 20.89% | 10.23% | +10.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.90% | 13.44% | +14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.54% | 15.89% | +12.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 17.57% | +13.53% |
Dividends
BNP.DE vs. IQSA.L - Dividend Comparison
BNP.DE's dividend yield for the trailing twelve months is around 5.14%, while IQSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.DE BNP Paribas SA | 5.14% | 9.08% | 7.80% | 6.21% | 6.84% | 2.55% | 0.00% | 5.69% | 7.67% | 4.33% | 3.85% | 2.84% |
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
BNP.DE and IQSA.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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