EXV1.DE vs. IQSE.DE
EXV1.DE (iShares STOXX Europe 600 Banks UCITS ETF (DE)) and IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) are both exchange-traded funds - EXV1.DE is a Financials Equities fund tracking the STOXX® Europe 600 Banks, while IQSE.DE is a Global Equities fund actively managed by Invesco. EXV1.DE is passively managed, while IQSE.DE is actively managed. Over the past 5 years, EXV1.DE returned 32.49%/yr vs 13.42%/yr for IQSE.DE. A 0.64 correlation means they provide meaningful diversification when combined. EXV1.DE charges 0.47%/yr vs 0.30%/yr for IQSE.DE.
Performance
EXV1.DE vs. IQSE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV1.DE achieves a 17.98% return, which is significantly higher than IQSE.DE's 14.06% return.
EXV1.DE
- 1D
- -0.05%
- 1M
- 1.98%
- 6M
- 15.04%
- YTD
- 17.98%
- 1Y
- 52.01%
- 3Y*
- 43.19%
- 5Y*
- 32.49%
- 10Y*
- 16.39%
- ALL TIME*
- 2.20%
IQSE.DE
- 1D
- 0.22%
- 1M
- -0.67%
- 6M
- 13.03%
- YTD
- 14.06%
- 1Y
- 27.65%
- 3Y*
- 21.28%
- 5Y*
- 13.42%
- 10Y*
- —
- ALL TIME*
- 14.23%
EXV1.DE vs. IQSE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 17.98% | 77.00% | 33.00% | 26.31% | 1.67% | 38.22% | -24.56% | 9.14% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 14.06% | 19.02% | 24.13% | 22.41% | -14.80% | 26.85% | 6.30% | 6.70% |
Correlation
The correlation between EXV1.DE and IQSE.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.64 |
The correlation between EXV1.DE and IQSE.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
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Return for Risk
EXV1.DE vs. IQSE.DE — Risk / Return Rank
EXV1.DE
IQSE.DE
EXV1.DE vs. IQSE.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 EUR PfHedged Acc (IQSE.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 | IQSE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 3.39 | -0.16 |
| Martin ratioReturn relative to average drawdown | 11.10 | 14.27 | -3.17 |
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Drawdowns
EXV1.DE vs. IQSE.DE - Drawdown Comparison
The maximum EXV1.DE drawdown since its inception was -83.12%, which is greater than IQSE.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for EXV1.DE and IQSE.DE.
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Drawdown Indicators
| EXV1.DE | IQSE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.12% | -33.78% | -49.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.02% | -8.11% | -7.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -18.04% | -2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | -23.46% | -4.62% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -1.29% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -53.23% | -5.00% | -48.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.67% | 1.93% | +2.74% |
Volatility
EXV1.DE vs. IQSE.DE - Volatility Comparison
iShares STOXX Europe 600 Banks UCITS ETF (DE) (EXV1.DE) has a higher volatility of 5.15% compared to Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) at 3.50%. This indicates that EXV1.DE's price experiences larger fluctuations and is considered to be riskier than IQSE.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 | IQSE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.50% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.75% | 10.32% | +8.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.12% | 12.89% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 15.65% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.25% | 17.55% | +6.70% |
EXV1.DE vs. IQSE.DE - Expense Ratio Comparison
EXV1.DE has a 0.47% expense ratio, which is higher than IQSE.DE's 0.30% expense ratio.
Dividends
EXV1.DE vs. IQSE.DE - Dividend Comparison
EXV1.DE's dividend yield for the trailing twelve months is around 3.58%, while IQSE.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) | 3.58% | 3.63% | 5.51% | 4.53% | 6.37% | 1.06% | 1.52% | 4.31% | 4.03% | 6.01% | 3.49% | 3.41% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged 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 IQSE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQSE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQSE.DE is cheaper with a 0.30% expense ratio, compared with 0.47% for EXV1.DE.
EXV1.DE is categorized as Financials Equities, while IQSE.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 IQSE.DE.
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