D500.DE vs. IQSA.DE
D500.DE (Invesco S&P 500 UCITS ETF Dist) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - D500.DE is a S&P 500 fund tracking the S&P 500 Index, while IQSA.DE is a Global Equities fund actively managed by Invesco. D500.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, D500.DE returned 15.48%/yr vs 15.45%/yr for IQSA.DE. Their correlation of 0.92 suggests significant overlap in exposure. D500.DE charges 0.05%/yr vs 0.30%/yr for IQSA.DE.
Performance
D500.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D500.DE achieves a 11.58% return, which is significantly lower than IQSA.DE's 14.81% return.
D500.DE
- 1D
- -0.31%
- 1M
- 4.52%
- YTD
- 11.58%
- 6M
- 11.08%
- 1Y
- 25.86%
- 3Y*
- 19.34%
- 5Y*
- 15.48%
- 10Y*
- 15.85%
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
D500.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 11.58% | 4.86% | 32.62% | 22.70% | -13.34% | 43.50% | 9.36% | 14.40% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between D500.DE and IQSA.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.92 |
The correlation between D500.DE and IQSA.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
D500.DE vs. IQSA.DE — Risk / Return Rank
D500.DE
IQSA.DE
D500.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF Dist (D500.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.
| D500.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.43 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.60 | -1.00 |
| Martin ratioReturn relative to average drawdown | 12.88 | 18.23 | -5.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D500.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | 2.34 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 1.04 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.94 | -0.06 |
Drawdowns
D500.DE vs. IQSA.DE - Drawdown Comparison
The maximum D500.DE drawdown since its inception was -33.57%, roughly equal to the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for D500.DE and IQSA.DE.
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Drawdown Indicators
| D500.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -34.11% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.20% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -23.29% | -21.35% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -23.29% | -21.35% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | — | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.33% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -4.38% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 1.57% | +0.43% |
Volatility
D500.DE vs. IQSA.DE - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF Dist (D500.DE) is 2.66%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a volatility of 3.32%. This indicates that D500.DE experiences smaller price fluctuations and is considered to be less risky 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
| D500.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 3.32% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.85% | -1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.59% | 12.17% | -0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 14.71% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.74% | -0.66% |
D500.DE vs. IQSA.DE - Expense Ratio Comparison
D500.DE has a 0.05% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
D500.DE vs. IQSA.DE - Dividend Comparison
D500.DE's dividend yield for the trailing twelve months is around 1.08%, while IQSA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.08% | 1.18% | 1.27% | 1.54% | 2.63% | 2.72% | 3.53% | 2.34% | 2.08% | 1.67% | 1.70% | 0.29% |
IQSA.DE 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
D500.DE and IQSA.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IQSA.DE.
D500.DE is categorized as S&P 500, while IQSA.DE is Global Equities. Their fees differ too: 0.05% for D500.DE and 0.30% for IQSA.DE.
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