DX vs. IQSE.DE
DX (Dynex Capital, Inc.) 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, DX returned 6.74%/yr vs 12.68%/yr for IQSE.DE. At a 0.35 correlation, their price movements are largely independent.
Performance
DX vs. IQSE.DE - Performance Comparison
Loading charts...
Different Trading Currencies
DX is traded in USD, while IQSE.DE is traded in EUR. To make them comparable, the IQSE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DX achieves a 2.33% return, which is significantly lower than IQSE.DE's 10.81% return.
DX
- 1D
- -1.58%
- 1M
- 1.78%
- 6M
- -3.33%
- YTD
- 2.33%
- 1Y
- 22.32%
- 3Y*
- 16.57%
- 5Y*
- 6.74%
- 10Y*
- 7.71%
- ALL TIME*
- 8.26%
IQSE.DE
- 1D
- -0.00%
- 1M
- -1.17%
- 6M
- 10.77%
- YTD
- 10.81%
- 1Y
- 25.32%
- 3Y*
- 22.32%
- 5Y*
- 12.68%
- 10Y*
- —
- ALL TIME*
- 14.60%
DX vs. IQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 2.33% | 29.48% | 13.64% | 11.91% | -15.39% | 2.25% | 17.09% | 4.50% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 10.81% | 34.37% | 17.03% | 26.28% | -19.50% | 16.84% | 16.69% | 7.12% |
Correlation
The correlation between DX and IQSE.DE 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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
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
DX vs. IQSE.DE — Risk / Return Rank
DX
IQSE.DE
DX vs. IQSE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) 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.
| DX | IQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.47 | 2.26 | -0.79 |
| Martin ratioReturn relative to average drawdown | 4.28 | 9.06 | -4.79 |
Loading charts...
Drawdowns
DX vs. IQSE.DE - Drawdown Comparison
The maximum DX drawdown since its inception was -99.12%, which is greater than IQSE.DE's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for DX and IQSE.DE.
Loading charts...
Drawdown Indicators
| DX | IQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.12% | -35.60% | -63.52% |
Max Drawdown (1Y)Largest decline over 1 year | -15.27% | -11.16% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -25.81% | -15.26% | -10.55% |
Max Drawdown (5Y)Largest decline over 5 years | -33.44% | -35.60% | +2.16% |
Max Drawdown (10Y)Largest decline over 10 years | -56.76% | — | — |
Current DrawdownCurrent decline from peak | -29.96% | -2.09% | -27.87% |
Average DrawdownAverage peak-to-trough decline | -56.72% | -6.82% | -49.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 2.79% | +2.44% |
Volatility
DX vs. IQSE.DE - Volatility Comparison
Dynex Capital, Inc. (DX) has a higher volatility of 4.77% compared to Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) at 3.86%. This indicates that DX'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.
Loading charts...
Volatility by Period
| DX | IQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 3.86% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 14.22% | 12.30% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.71% | 15.12% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.84% | 18.94% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.91% | 20.42% | +9.49% |
Dividends
DX vs. IQSE.DE - Dividend Comparison
DX's dividend yield for the trailing twelve months is around 15.55%, while IQSE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX Dynex Capital, Inc. | 15.55% | 14.13% | 11.46% | 12.46% | 12.26% | 9.34% | 9.33% | 11.87% | 12.59% | 10.27% | 12.32% | 15.12% |
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
DX and IQSE.DE 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 DX and IQSE.DE
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