ESGU.DE vs. IQQH.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and IQQH.DE (iShares Global Clean Energy UCITS ETF USD (Dist)) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while IQQH.DE is a Energy Equities fund tracking the S&P Global Clean Energy. Both are passively managed. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 2.58%/yr for IQQH.DE. A 0.53 correlation means they provide meaningful diversification when combined. ESGU.DE charges 0.09%/yr vs 0.65%/yr for IQQH.DE.
Performance
ESGU.DE vs. IQQH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ESGU.DE achieves a 12.55% return, which is significantly lower than IQQH.DE's 39.28% return.
ESGU.DE
- 1D
- -0.51%
- 1M
- 5.84%
- YTD
- 12.55%
- 6M
- 12.15%
- 1Y
- 25.15%
- 3Y*
- 18.92%
- 5Y*
- 13.90%
- 10Y*
- —
IQQH.DE
- 1D
- -1.81%
- 1M
- 8.24%
- YTD
- 39.28%
- 6M
- 36.90%
- 1Y
- 77.84%
- 3Y*
- 5.37%
- 5Y*
- 2.58%
- 10Y*
- 11.71%
ESGU.DE vs. IQQH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF Acc | 12.55% | 3.01% | 31.66% | 23.96% | -17.68% | 39.98% | 12.25% | 13.25% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 39.28% | 29.83% | -21.49% | -22.15% | 0.84% | -17.65% | 117.65% | 15.40% |
Correlation
The correlation between ESGU.DE and IQQH.DE is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.53 |
The correlation between ESGU.DE and IQQH.DE shifts across timeframes, from 0.41 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESGU.DE vs. IQQH.DE — Risk / Return Rank
ESGU.DE
IQQH.DE
ESGU.DE vs. IQQH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) and iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.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.
| ESGU.DE | IQQH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 6.29 | -3.18 |
| Martin ratioReturn relative to average drawdown | 10.84 | 19.88 | -9.05 |
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
| ESGU.DE | IQQH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 3.18 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.10 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | -0.01 | +0.91 |
Drawdowns
ESGU.DE vs. IQQH.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, smaller than the maximum IQQH.DE drawdown of -86.09%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and IQQH.DE.
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Drawdown Indicators
| ESGU.DE | IQQH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -86.09% | +53.46% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -12.32% | +4.27% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -44.74% | +21.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -57.70% | +34.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -63.78% | — |
Current DrawdownCurrent decline from peak | -0.53% | -24.01% | +23.48% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -59.78% | +54.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 3.90% | -1.59% |
Volatility
ESGU.DE vs. IQQH.DE - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a volatility of 9.79%. This indicates that ESGU.DE experiences smaller price fluctuations and is considered to be less risky than IQQH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU.DE | IQQH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 9.79% | -6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 18.31% | -10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 24.37% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 24.69% | -9.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 25.08% | -7.61% |
ESGU.DE vs. IQQH.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is lower than IQQH.DE's 0.65% expense ratio.
Dividends
ESGU.DE vs. IQQH.DE - Dividend Comparison
ESGU.DE has not paid dividends to shareholders, while IQQH.DE's dividend yield for the trailing twelve months is around 0.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGU.DE Invesco MSCI USA ESG Universal Screened UCITS ETF 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% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 0.94% | 1.53% | 1.32% | 1.23% | 0.83% | 1.23% | 0.56% | 2.89% | 3.30% | 4.82% | 4.72% | 2.86% |
Frequently Asked Questions
ESGU.DE and IQQH.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGU.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for IQQH.DE.
ESGU.DE is categorized as Large Cap Blend Equities, while IQQH.DE is Energy Equities. ESGU.DE tracks MSCI USA ESG Universal Select Business Screens, while IQQH.DE tracks S&P Global Clean Energy. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.09% for ESGU.DE and 0.65% for IQQH.DE.
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