Correlation
The correlation between EPRA.L and IQSA.DE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
EPRA.L vs. IQSA.DE
Compare and contrast key facts about Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE).
EPRA.L and IQSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016. IQSA.DE is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 30, 2019. Both EPRA.L and IQSA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPRA.L or IQSA.DE.
Performance
EPRA.L vs. IQSA.DE - Performance Comparison
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Key characteristics
EPRA.L:
0.11
IQSA.DE:
0.40
EPRA.L:
0.33
IQSA.DE:
0.64
EPRA.L:
1.04
IQSA.DE:
1.09
EPRA.L:
0.11
IQSA.DE:
0.34
EPRA.L:
0.44
IQSA.DE:
1.22
EPRA.L:
5.38%
IQSA.DE:
5.99%
EPRA.L:
13.23%
IQSA.DE:
18.29%
EPRA.L:
-35.65%
IQSA.DE:
-34.11%
EPRA.L:
-15.94%
IQSA.DE:
-8.36%
Returns By Period
In the year-to-date period, EPRA.L achieves a -4.61% return, which is significantly lower than IQSA.DE's -3.46% return.
EPRA.L
-4.61%
-0.47%
-10.25%
2.38%
-2.08%
3.77%
N/A
IQSA.DE
-3.46%
8.22%
-6.37%
7.28%
15.04%
16.30%
N/A
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EPRA.L vs. IQSA.DE - Expense Ratio Comparison
EPRA.L has a 0.10% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Risk-Adjusted Performance
EPRA.L vs. IQSA.DE — Risk-Adjusted Performance Rank
EPRA.L
IQSA.DE
EPRA.L vs. IQSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF 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.
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Dividends
EPRA.L vs. IQSA.DE - Dividend Comparison
Neither EPRA.L nor IQSA.DE has paid dividends to shareholders.
Drawdowns
EPRA.L vs. IQSA.DE - Drawdown Comparison
The maximum EPRA.L drawdown since its inception was -35.65%, roughly equal to the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for EPRA.L and IQSA.DE.
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Volatility
EPRA.L vs. IQSA.DE - Volatility Comparison
The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 4.00%, while Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) has a volatility of 4.76%. This indicates that EPRA.L 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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