EXV1.DE vs. IQSA.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while IQSA.DE is a Global Equities fund actively managed by Invesco. EXV1.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, EXV1.DE returned 32.07%/yr vs 15.33%/yr for IQSA.DE. A 0.59 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.30%/yr for IQSA.DE.
Performance
EXV1.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with EXV1.DE having a 18.61% return and IQSA.DE slightly lower at 18.53%.
EXV1.DE
- 1D
- 0.75%
- 1M
- 12.55%
- 6M
- 16.66%
- YTD
- 18.61%
- 1Y
- 53.82%
- 3Y*
- 45.58%
- 5Y*
- 32.07%
- 10Y*
- 16.75%
IQSA.DE
- 1D
- 0.30%
- 1M
- 4.84%
- 6M
- 15.77%
- YTD
- 18.53%
- 1Y
- 33.36%
- 3Y*
- 22.24%
- 5Y*
- 15.33%
- 10Y*
- —
EXV1.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 18.61% | 77.00% | 33.00% | 26.31% | 1.67% | 38.22% | -24.56% | 9.14% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 18.53% | 9.64% | 29.92% | 20.23% | -9.31% | 35.68% | 0.13% | -2.66% |
Correlation
The correlation between EXV1.DE and IQSA.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.59 |
The correlation between EXV1.DE and IQSA.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
EXV1.DE vs. IQSA.DE — Risk / Return Rank
EXV1.DE
IQSA.DE
EXV1.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EXV1.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.46 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 5.12 | -1.96 |
| Martin ratioReturn relative to average drawdown | 10.88 | 21.09 | -10.21 |
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Drawdowns
EXV1.DE vs. IQSA.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than IQSA.DE's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and IQSA.DE.
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Drawdown Indicators
| EXV1.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.12% | -34.12% | -49.00% |
Max Drawdown (1Y)Largest decline over 1 year | -16.02% | -6.20% | -9.82% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -21.35% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -21.35% | -6.73% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | — | — |
Current DrawdownCurrent decline from peak | -1.07% | -0.35% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -53.23% | -4.75% | -48.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 1.51% | +3.16% |
Volatility
EXV1.DE vs. IQSA.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 6.72% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.78%. This indicates that EXV1.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
| EXV1.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 3.78% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 18.75% | 9.27% | +9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.19% | 12.57% | +9.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 14.76% | +8.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.28% | 17.21% | +7.07% |
EXV1.DE vs. IQSA.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.
Dividends
EXV1.DE vs. IQSA.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.25%, while IQSA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 3.25% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD 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% |
Frequently Asked Questions
EXV1.DE and IQSA.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE is categorized as Financials Equities, while IQSA.DE is Global Equities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.47% for EXV1.DE and 0.30% for IQSA.DE.
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