DBSDY vs. IQSA.L
DBSDY (DBS Group Holdings Ltd ADR) 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, DBSDY returned 26.90%/yr vs 14.53%/yr for IQSA.L. At a 0.35 correlation, their price movements are largely independent.
Performance
DBSDY vs. IQSA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DBSDY achieves a 18.81% return, which is significantly higher than IQSA.L's 14.47% return.
DBSDY
- 1D
- 0.74%
- 1M
- 4.02%
- YTD
- 18.81%
- 6M
- 19.14%
- 1Y
- 52.08%
- 3Y*
- 41.40%
- 5Y*
- 26.90%
- 10Y*
- 23.18%
IQSA.L
- 1D
- 0.33%
- 1M
- 0.94%
- YTD
- 14.47%
- 6M
- 14.29%
- 1Y
- 28.97%
- 3Y*
- 23.37%
- 5Y*
- 14.53%
- 10Y*
- —
DBSDY vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 18.81% | 44.73% | 47.43% | 7.13% | 8.63% | 32.34% | 1.70% | 3.29% |
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 DBSDY and IQSA.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.35 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DBSDY vs. IQSA.L — Risk / Return Rank
DBSDY
IQSA.L
DBSDY vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DBS Group Holdings Ltd ADR (DBSDY) 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.
| DBSDY | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.39 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.53 | 3.33 | +2.20 |
| Martin ratioReturn relative to average drawdown | 16.52 | 14.21 | +2.31 |
Loading charts...
Drawdowns
DBSDY vs. IQSA.L - Drawdown Comparison
The maximum DBSDY drawdown since its inception was -74.39%, 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 DBSDY and IQSA.L.
Loading charts...
Drawdown Indicators
| DBSDY | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.39% | -34.64% | -39.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -8.65% | -0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -16.99% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -22.02% | -25.67% | +3.65% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | — | — |
Current DrawdownCurrent decline from peak | -0.78% | -1.18% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -14.93% | -4.88% | -10.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.03% | +1.13% |
Volatility
DBSDY vs. IQSA.L - Volatility Comparison
DBS Group Holdings Ltd ADR (DBSDY) has a higher volatility of 5.82% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.06%. This indicates that DBSDY'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.
Loading charts...
Volatility by Period
| DBSDY | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 4.06% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 10.68% | +1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 13.30% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.84% | 16.56% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 18.03% | +3.57% |
Dividends
DBSDY vs. IQSA.L - Dividend Comparison
DBSDY's dividend yield for the trailing twelve months is around 4.07%, while IQSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSDY DBS Group Holdings Ltd ADR | 4.07% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
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
DBSDY and IQSA.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for DBSDY and IQSA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer