CSWC vs. IQSA.L
CSWC (Capital Southwest Corporation) 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, CSWC returned 12.18%/yr vs 14.53%/yr for IQSA.L. At a 0.29 correlation, their price movements are largely independent.
Performance
CSWC vs. IQSA.L - Performance Comparison
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Returns By Period
In the year-to-date period, CSWC achieves a 12.25% return, which is significantly lower than IQSA.L's 14.47% return.
CSWC
- 1D
- 1.60%
- 1M
- 2.39%
- YTD
- 12.25%
- 6M
- 13.58%
- 1Y
- 20.53%
- 3Y*
- 18.48%
- 5Y*
- 12.18%
- 10Y*
- 17.25%
IQSA.L
- 1D
- 0.33%
- 1M
- 0.94%
- YTD
- 14.47%
- 6M
- 14.29%
- 1Y
- 28.97%
- 3Y*
- 23.37%
- 5Y*
- 14.53%
- 10Y*
- —
CSWC vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 12.25% | 14.28% | 2.14% | 56.10% | -24.63% | 57.40% | -1.56% | 8.44% |
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 CSWC and IQSA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.29 |
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Return for Risk
CSWC vs. IQSA.L — Risk / Return Rank
CSWC
IQSA.L
CSWC vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Southwest Corporation (CSWC) 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.
| CSWC | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.39 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.33 | -2.02 |
| Martin ratioReturn relative to average drawdown | 4.18 | 14.21 | -10.03 |
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Drawdowns
CSWC vs. IQSA.L - Drawdown Comparison
The maximum CSWC drawdown since its inception was -68.33%, 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 CSWC and IQSA.L.
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Drawdown Indicators
| CSWC | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.33% | -34.64% | -33.69% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -8.65% | -7.10% |
Max Drawdown (3Y)Largest decline over 3 years | -27.74% | -16.99% | -10.75% |
Max Drawdown (5Y)Largest decline over 5 years | -33.66% | -25.67% | -7.99% |
Max Drawdown (10Y)Largest decline over 10 years | -61.15% | — | — |
Current DrawdownCurrent decline from peak | -1.36% | -1.18% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -18.33% | -4.88% | -13.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 2.03% | +2.89% |
Volatility
CSWC vs. IQSA.L - Volatility Comparison
Capital Southwest Corporation (CSWC) has a higher volatility of 5.07% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.06%. This indicates that CSWC'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
| CSWC | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 4.06% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.21% | 10.68% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.93% | 13.30% | +5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.51% | 16.56% | +5.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.42% | 18.03% | +9.39% |
Dividends
CSWC vs. IQSA.L - Dividend Comparison
CSWC's dividend yield for the trailing twelve months is around 10.89%, while IQSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSWC Capital Southwest Corporation | 10.89% | 11.56% | 11.59% | 10.21% | 12.46% | 10.13% | 11.49% | 13.07% | 10.77% | 7.01% | 2.35% | 216.86% |
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
CSWC and IQSA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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