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EPRA.L vs. IQSA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

EPRA.L vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EPRA.L:

0.11

IQSA.DE:

0.40

Sortino Ratio

EPRA.L:

0.33

IQSA.DE:

0.64

Omega Ratio

EPRA.L:

1.04

IQSA.DE:

1.09

Calmar Ratio

EPRA.L:

0.11

IQSA.DE:

0.34

Martin Ratio

EPRA.L:

0.44

IQSA.DE:

1.22

Ulcer Index

EPRA.L:

5.38%

IQSA.DE:

5.99%

Daily Std Dev

EPRA.L:

13.23%

IQSA.DE:

18.29%

Max Drawdown

EPRA.L:

-35.65%

IQSA.DE:

-34.11%

Current Drawdown

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

YTD

-4.61%

1M

-0.47%

6M

-10.25%

1Y

2.38%

3Y*

-2.08%

5Y*

3.77%

10Y*

N/A

IQSA.DE

YTD

-3.46%

1M

8.22%

6M

-6.37%

1Y

7.28%

3Y*

15.04%

5Y*

16.30%

10Y*

N/A

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

EPRA.L vs. IQSA.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EPRA.L
The Risk-Adjusted Performance Rank of EPRA.L is 2626
Overall Rank
The Sharpe Ratio Rank of EPRA.L is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of EPRA.L is 2626
Sortino Ratio Rank
The Omega Ratio Rank of EPRA.L is 2626
Omega Ratio Rank
The Calmar Ratio Rank of EPRA.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EPRA.L is 2727
Martin Ratio Rank

IQSA.DE
The Risk-Adjusted Performance Rank of IQSA.DE is 4545
Overall Rank
The Sharpe Ratio Rank of IQSA.DE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IQSA.DE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of IQSA.DE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of IQSA.DE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of IQSA.DE is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current EPRA.L Sharpe Ratio is 0.11, which is lower than the IQSA.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of EPRA.L and IQSA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

EPRA.L vs. IQSA.DE - Dividend Comparison

Neither EPRA.L nor IQSA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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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