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IPKW vs. NZAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IPKW vs. NZAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International BuyBack Achievers™ ETF (IPKW) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IPKW achieves a 3.20% return, which is significantly lower than NZAC's 6.02% return. Both investments have delivered pretty close results over the past 10 years, with IPKW having a 11.86% annualized return and NZAC not far ahead at 12.17%.


IPKW

1D
-1.58%
1M
-3.12%
YTD
3.20%
6M
3.35%
1Y
21.92%
3Y*
22.84%
5Y*
9.02%
10Y*
11.86%

NZAC

1D
-1.70%
1M
-1.26%
YTD
6.02%
6M
5.37%
1Y
20.66%
3Y*
17.81%
5Y*
9.25%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IPKW vs. NZAC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPKW
Invesco International BuyBack Achievers™ ETF
3.20%45.50%10.56%15.12%-12.81%11.41%16.18%20.26%-21.59%34.21%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
6.02%20.55%16.67%23.22%-19.77%18.35%17.21%28.24%-9.80%22.93%

Correlation

The correlation between IPKW and NZAC is 0.73, 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

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2014

0.72

The correlation between IPKW and NZAC has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

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Return for Risk

IPKW vs. NZAC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPKW
IPKW Risk / Return Rank: 4747
Overall Rank
IPKW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IPKW Sortino Ratio Rank: 4545
Sortino Ratio Rank
IPKW Omega Ratio Rank: 4444
Omega Ratio Rank
IPKW Calmar Ratio Rank: 5252
Calmar Ratio Rank
IPKW Martin Ratio Rank: 4949
Martin Ratio Rank

NZAC
NZAC Risk / Return Rank: 4747
Overall Rank
NZAC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
NZAC Sortino Ratio Rank: 4646
Sortino Ratio Rank
NZAC Omega Ratio Rank: 4545
Omega Ratio Rank
NZAC Calmar Ratio Rank: 4444
Calmar Ratio Rank
NZAC Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPKW vs. NZAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) and SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC). 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.


IPKWNZACDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.27

1.27

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

2.05

+0.35

Martin ratioReturn relative to average drawdown

7.94

8.63

-0.69

IPKW vs. NZAC - Sharpe Ratio Comparison

The current IPKW Sharpe Ratio is 1.50, which is comparable to the NZAC Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IPKW and NZAC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IPKW vs. NZAC - Drawdown Comparison

The maximum IPKW drawdown since its inception was -47.24%, which is greater than NZAC's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for IPKW and NZAC.


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Drawdown Indicators


IPKWNZACDifference

Max Drawdown

Largest peak-to-trough decline

-47.24%

-33.72%

-13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-10.10%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-16.19%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-32.56%

-28.31%

-4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-47.24%

-33.72%

-13.52%

Current Drawdown

Current decline from peak

-5.09%

-3.38%

-1.71%

Average Drawdown

Average peak-to-trough decline

-8.97%

-5.31%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.40%

+0.37%

Volatility

IPKW vs. NZAC - Volatility Comparison

The current volatility for Invesco International BuyBack Achievers™ ETF (IPKW) is 4.36%, while SPDR MSCI ACWI Climate Paris Aligned ETF (NZAC) has a volatility of 5.41%. This indicates that IPKW experiences smaller price fluctuations and is considered to be less risky than NZAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPKWNZACDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

5.41%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

11.34%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

13.73%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

16.94%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

17.13%

+0.66%

IPKW vs. NZAC - Expense Ratio Comparison

IPKW has a 0.55% expense ratio, which is higher than NZAC's 0.12% expense ratio.


Dividends

IPKW vs. NZAC - Dividend Comparison

IPKW's dividend yield for the trailing twelve months is around 3.63%, more than NZAC's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
IPKW
Invesco International BuyBack Achievers™ ETF
3.63%3.55%4.12%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%
NZAC
SPDR MSCI ACWI Climate Paris Aligned ETF
2.09%1.90%1.88%1.65%1.81%1.62%1.59%2.17%2.53%2.20%2.00%2.40%

Frequently Asked Questions


IPKW and NZAC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NZAC has higher volatility (5.41%) compared to IPKW (4.36%). In terms of maximum drawdown, IPKW dropped -47.24% vs NZAC's -33.72%.

On 10-year performance, NZAC leads with 12.17% vs 11.86% for IPKW. On fees, NZAC is cheaper at 0.12% per year. On volatility, IPKW has been the lower-risk option at 4.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NZAC has performed better with a 12.17% return vs 11.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NZAC is cheaper with a 0.12% expense ratio, compared with 0.55% for IPKW.

IPKW has the higher dividend yield at 3.63%, compared with 2.09% for NZAC.

IPKW tracks NASDAQ International BuyBack Achievers Index, while NZAC tracks MSCI ACWI Climate Paris Aligned Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.55% for IPKW and 0.12% for NZAC.

NZAC currently has the higher Sharpe Ratio (1.52 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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