EQQJ.DE vs. IQSA.DE
EQQJ.DE (Invesco Nasdaq Next Generation 100 UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - EQQJ.DE is a Mid Cap Growth Equities fund tracking the Nasdaq Next Generation 100 Index, while IQSA.DE is a Global Equities fund actively managed by Invesco. EQQJ.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, EQQJ.DE returned 8.58%/yr vs 15.45%/yr for IQSA.DE. A 0.80 correlation means they provide meaningful diversification when combined. EQQJ.DE charges 0.25%/yr vs 0.30%/yr for IQSA.DE.
Performance
EQQJ.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQJ.DE achieves a 23.54% return, which is significantly higher than IQSA.DE's 14.81% return.
EQQJ.DE
- 1D
- 0.05%
- 1M
- 10.11%
- YTD
- 23.54%
- 6M
- 22.51%
- 1Y
- 43.33%
- 3Y*
- 19.06%
- 5Y*
- 8.58%
- 10Y*
- —
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
EQQJ.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQJ.DE Invesco Nasdaq Next Generation 100 UCITS ETF Acc | 23.54% | 7.46% | 21.88% | 10.68% | -24.39% | 12.20% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 21.40% |
Correlation
The correlation between EQQJ.DE and IQSA.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.80 |
The correlation between EQQJ.DE and IQSA.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
EQQJ.DE vs. IQSA.DE — Risk / Return Rank
EQQJ.DE
IQSA.DE
EQQJ.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.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.
| EQQJ.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | 4.60 | -0.01 |
| Martin ratioReturn relative to average drawdown | 15.54 | 18.23 | -2.69 |
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
| EQQJ.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.61 | 2.34 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 1.04 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.94 | -0.52 |
Drawdowns
EQQJ.DE vs. IQSA.DE - Drawdown Comparison
The maximum EQQJ.DE drawdown since its inception was -32.64%, roughly equal to the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for EQQJ.DE and IQSA.DE.
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Drawdown Indicators
| EQQJ.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.64% | -34.11% | +1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -6.20% | -3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -21.35% | -6.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | -21.35% | -11.29% |
Current DrawdownCurrent decline from peak | -0.12% | -0.33% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -4.38% | -9.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.57% | +1.24% |
Volatility
EQQJ.DE vs. IQSA.DE - Volatility Comparison
Invesco Nasdaq Next Generation 100 UCITS ETF Acc (EQQJ.DE) has a higher volatility of 5.98% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that EQQJ.DE's price experiences larger fluctuations and is considered to be riskier 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
| EQQJ.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 3.32% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 8.85% | +3.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 12.17% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 14.71% | +5.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 16.74% | +3.11% |
EQQJ.DE vs. IQSA.DE - Expense Ratio Comparison
EQQJ.DE has a 0.25% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
EQQJ.DE vs. IQSA.DE - Dividend Comparison
Neither EQQJ.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
EQQJ.DE and IQSA.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQJ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQJ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQSA.DE.
EQQJ.DE is categorized as Mid Cap Growth Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.25% for EQQJ.DE and 0.30% for IQSA.DE.
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