EQQX.DE vs. IQSA.DE
EQQX.DE (Invesco Nasdaq-100 Swap UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - EQQX.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while IQSA.DE is a Global Equities fund actively managed by Invesco. EQQX.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, EQQX.DE returned 19.11%/yr vs 15.45%/yr for IQSA.DE. Their correlation of 0.80 suggests significant overlap in exposure. EQQX.DE charges 0.20%/yr vs 0.30%/yr for IQSA.DE.
Performance
EQQX.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EQQX.DE achieves a 21.61% return, which is significantly higher than IQSA.DE's 14.81% return.
EQQX.DE
- 1D
- 0.11%
- 1M
- 8.86%
- YTD
- 21.61%
- 6M
- 19.72%
- 1Y
- 38.41%
- 3Y*
- 25.43%
- 5Y*
- 19.11%
- 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*
- —
EQQX.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EQQX.DE Invesco Nasdaq-100 Swap UCITS ETF Acc | 21.61% | 7.13% | 33.88% | 51.62% | -29.90% | 26.11% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 17.24% |
Correlation
The correlation between EQQX.DE and IQSA.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2021 | 0.80 |
The correlation between EQQX.DE and IQSA.DE has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
EQQX.DE vs. IQSA.DE — Risk / Return Rank
EQQX.DE
IQSA.DE
EQQX.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.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.
| EQQX.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | 4.60 | -0.68 |
| Martin ratioReturn relative to average drawdown | 11.64 | 18.23 | -6.59 |
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
| EQQX.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.34 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 1.04 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.94 | -0.04 |
Drawdowns
EQQX.DE vs. IQSA.DE - Drawdown Comparison
The maximum EQQX.DE drawdown since its inception was -31.17%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for EQQX.DE and IQSA.DE.
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Drawdown Indicators
| EQQX.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.17% | -34.11% | +2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.97% | -6.20% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -26.80% | -21.35% | -5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -31.17% | -21.35% | -9.82% |
Current DrawdownCurrent decline from peak | 0.00% | -0.33% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -7.99% | -4.38% | -3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 1.57% | +1.79% |
Volatility
EQQX.DE vs. IQSA.DE - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Acc (EQQX.DE) has a higher volatility of 4.15% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that EQQX.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
| EQQX.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 3.32% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.89% | 8.85% | +2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 12.17% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 14.71% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.79% | 16.74% | +3.05% |
EQQX.DE vs. IQSA.DE - Expense Ratio Comparison
EQQX.DE has a 0.20% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
EQQX.DE vs. IQSA.DE - Dividend Comparison
Neither EQQX.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
EQQX.DE and IQSA.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EQQX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EQQX.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQSA.DE.
EQQX.DE is categorized as Nasdaq-100, while IQSA.DE is Global Equities. Their fees differ too: 0.20% for EQQX.DE and 0.30% for IQSA.DE.
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