IQSA.DE vs. 5ESG.DE
IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) and 5ESG.DE (Invesco S&P 500 Scored & Screened ETF Acc) are both exchange-traded funds - IQSA.DE is a Global Equities fund actively managed by Invesco, while 5ESG.DE is a S&P 500 fund tracking the S&P 500 ESG Index. IQSA.DE is actively managed, while 5ESG.DE is passively managed. Over the past 5 years, IQSA.DE returned 15.45%/yr vs 15.67%/yr for 5ESG.DE. Their correlation of 0.91 suggests significant overlap in exposure. IQSA.DE charges 0.30%/yr vs 0.17%/yr for 5ESG.DE.
Performance
IQSA.DE vs. 5ESG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSA.DE achieves a 14.81% return, which is significantly higher than 5ESG.DE's 11.18% return.
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
5ESG.DE
- 1D
- 0.62%
- 1M
- 5.50%
- YTD
- 11.18%
- 6M
- 11.70%
- 1Y
- 28.65%
- 3Y*
- 18.63%
- 5Y*
- 15.67%
- 10Y*
- —
IQSA.DE vs. 5ESG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 32.07% |
5ESG.DE Invesco S&P 500 Scored & Screened ETF Acc | 11.18% | 5.31% | 31.42% | 24.24% | -13.76% | 43.86% | 35.05% |
Correlation
The correlation between IQSA.DE and 5ESG.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2020 | 0.91 |
The correlation between IQSA.DE and 5ESG.DE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
IQSA.DE vs. 5ESG.DE — Risk / Return Rank
IQSA.DE
5ESG.DE
IQSA.DE vs. 5ESG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) and Invesco S&P 500 Scored & Screened ETF Acc (5ESG.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.
| IQSA.DE | 5ESG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.46 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 4.12 | +0.48 |
| Martin ratioReturn relative to average drawdown | 18.23 | 15.77 | +2.46 |
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
| IQSA.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.47 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.02 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 1.21 | -0.27 |
Drawdowns
IQSA.DE vs. 5ESG.DE - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than 5ESG.DE's maximum drawdown of -23.40%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and 5ESG.DE.
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Drawdown Indicators
| IQSA.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -23.40% | -10.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -6.93% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -23.40% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -23.40% | +2.05% |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -3.89% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.81% | -0.24% |
Volatility
IQSA.DE vs. 5ESG.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a higher volatility of 3.32% compared to Invesco S&P 500 Scored & Screened ETF Acc (5ESG.DE) at 2.77%. This indicates that IQSA.DE's price experiences larger fluctuations and is considered to be riskier than 5ESG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQSA.DE | 5ESG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.77% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 7.54% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.53% | +0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 15.20% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.81% | -0.07% |
IQSA.DE vs. 5ESG.DE - Expense Ratio Comparison
IQSA.DE has a 0.30% expense ratio, which is higher than 5ESG.DE's 0.17% expense ratio.
Dividends
IQSA.DE vs. 5ESG.DE - Dividend Comparison
Neither IQSA.DE nor 5ESG.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSA.DE and 5ESG.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5ESG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5ESG.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for IQSA.DE.
IQSA.DE is categorized as Global Equities, while 5ESG.DE is S&P 500. Their fees differ too: 0.30% for IQSA.DE and 0.17% for 5ESG.DE.
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