ESGU.DE vs. IQSA.DE
ESGU.DE (Invesco MSCI USA ESG Universal Screened UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - ESGU.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Universal Select Business Screens, while IQSA.DE is a Global Equities fund actively managed by Invesco. ESGU.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, ESGU.DE returned 13.90%/yr vs 15.45%/yr for IQSA.DE. Their correlation of 0.93 suggests significant overlap in exposure. ESGU.DE charges 0.09%/yr vs 0.30%/yr for IQSA.DE.
Performance
ESGU.DE vs. IQSA.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 IQSA.DE's 14.81% 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*
- —
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
ESGU.DE vs. IQSA.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% | 14.29% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between ESGU.DE and IQSA.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.93 |
The correlation between ESGU.DE and IQSA.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
ESGU.DE vs. IQSA.DE — Risk / Return Rank
ESGU.DE
IQSA.DE
ESGU.DE vs. IQSA.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 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.
| ESGU.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 4.60 | -1.49 |
| Martin ratioReturn relative to average drawdown | 10.84 | 18.23 | -7.39 |
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 | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.09 | 2.34 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 1.04 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.94 | -0.05 |
Drawdowns
ESGU.DE vs. IQSA.DE - Drawdown Comparison
The maximum ESGU.DE drawdown since its inception was -32.63%, roughly equal to the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for ESGU.DE and IQSA.DE.
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Drawdown Indicators
| ESGU.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -34.11% | +1.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -6.20% | -1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -23.69% | -21.35% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -21.35% | -2.34% |
Current DrawdownCurrent decline from peak | -0.53% | -0.33% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -4.38% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 1.57% | +0.74% |
Volatility
ESGU.DE vs. IQSA.DE - Volatility Comparison
The current volatility for Invesco MSCI USA ESG Universal Screened UCITS ETF Acc (ESGU.DE) is 2.90%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a volatility of 3.32%. This indicates that ESGU.DE 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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Volatility by Period
| ESGU.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.32% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 8.14% | 8.85% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.01% | 12.17% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 14.71% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.47% | 16.74% | +0.73% |
ESGU.DE vs. IQSA.DE - Expense Ratio Comparison
ESGU.DE has a 0.09% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
ESGU.DE vs. IQSA.DE - Dividend Comparison
Neither ESGU.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, ESGU.DE and IQSA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.30% for IQSA.DE.
ESGU.DE is categorized as Large Cap Blend Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.09% for ESGU.DE and 0.30% for IQSA.DE.
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