BNP.PA vs. IQSE.DE
BNP.PA (BNP Paribas SA) is a stock, while IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) is Global Equities fund actively managed by Invesco. Over the past 5 years, BNP.PA returned 24.04%/yr vs 13.42%/yr for IQSE.DE. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
BNP.PA vs. IQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BNP.PA achieves a 31.65% return, which is significantly higher than IQSE.DE's 14.06% return.
BNP.PA
- 1D
- 1.33%
- 1M
- 1.69%
- 6M
- 22.47%
- YTD
- 31.65%
- 1Y
- 41.31%
- 3Y*
- 29.14%
- 5Y*
- 24.04%
- 10Y*
- 15.14%
- ALL TIME*
- 6.14%
IQSE.DE
- 1D
- 0.22%
- 1M
- -0.67%
- 6M
- 13.03%
- YTD
- 14.06%
- 1Y
- 27.65%
- 3Y*
- 21.28%
- 5Y*
- 13.42%
- 10Y*
- —
- ALL TIME*
- 14.23%
BNP.PA vs. IQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 31.65% | 50.14% | 0.99% | 25.73% | -5.95% | 47.86% | -18.40% | 23.87% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 14.06% | 19.02% | 24.13% | 22.41% | -14.80% | 26.85% | 6.30% | 6.70% |
Correlation
The correlation between BNP.PA and IQSE.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.54 |
The correlation between BNP.PA and IQSE.DE has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
BNP.PA vs. IQSE.DE — Risk / Return Rank
BNP.PA
IQSE.DE
BNP.PA vs. IQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas SA (BNP.PA) and Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.
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.PA | IQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.39 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.39 | -1.31 |
| Martin ratioReturn relative to average drawdown | 5.36 | 14.27 | -8.91 |
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Drawdowns
BNP.PA vs. IQSE.DE - Drawdown Comparison
The maximum BNP.PA drawdown since its inception was -75.39%, which is greater than IQSE.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for BNP.PA and IQSE.DE.
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Drawdown Indicators
| BNP.PA | IQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.39% | -33.78% | -41.61% |
Max Drawdown (1Y)Largest decline over 1 year | -19.50% | -8.11% | -11.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.82% | -18.04% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -34.10% | -23.46% | -10.64% |
Max Drawdown (10Y)Largest decline over 10 years | -59.43% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -1.29% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -23.60% | -5.00% | -18.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.65% | 1.93% | +5.72% |
Volatility
BNP.PA vs. IQSE.DE - Volatility Comparison
BNP Paribas SA (BNP.PA) has a higher volatility of 6.15% compared to Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) at 3.50%. This indicates that BNP.PA's price experiences larger fluctuations and is considered to be riskier than IQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNP.PA | IQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 3.50% | +2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 10.32% | +10.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.09% | 12.89% | +15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.31% | 15.65% | +12.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.49% | 17.55% | +12.94% |
Dividends
BNP.PA vs. IQSE.DE - Dividend Comparison
BNP.PA's dividend yield for the trailing twelve months is around 5.00%, while IQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.PA BNP Paribas SA | 5.00% | 9.13% | 7.77% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged 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.PA and IQSE.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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