PortfoliosLab logoPortfoliosLab logo
IQSA.DE vs. EQQB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSA.DE vs. EQQB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) and Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IQSA.DE achieves a 14.81% return, which is significantly lower than EQQB.DE's 20.54% 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*

EQQB.DE

1D
-0.82%
1M
9.26%
YTD
20.54%
6M
19.36%
1Y
37.75%
3Y*
24.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSA.DE vs. EQQB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
14.81%9.64%29.92%20.24%-4.87%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
20.54%6.93%33.67%51.27%-17.63%

Correlation

The correlation between IQSA.DE and EQQB.DE is 0.80, 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

0.80

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.81

The correlation between IQSA.DE and EQQB.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQSA.DE vs. EQQB.DE — Risk / Return Rank

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

IQSA.DE
IQSA.DE Risk / Return Rank: 7979
Overall Rank
IQSA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 8787
Martin Ratio Rank

EQQB.DE
EQQB.DE Risk / Return Rank: 7171
Overall Rank
EQQB.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EQQB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EQQB.DE Omega Ratio Rank: 7171
Omega Ratio Rank
EQQB.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
EQQB.DE Martin Ratio Rank: 6363
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.

IQSA.DE vs. EQQB.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 EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.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.DEEQQB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

4.60

3.73

+0.87

Martin ratioReturn relative to average drawdown

18.23

11.10

+7.14

IQSA.DE vs. EQQB.DE - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 2.34, which is comparable to the EQQB.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IQSA.DE and EQQB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IQSA.DEEQQB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.39

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.97

-0.03

Drawdowns

IQSA.DE vs. EQQB.DE - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than EQQB.DE's maximum drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and EQQB.DE.


Loading charts...

Drawdown Indicators


IQSA.DEEQQB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-26.59%

-7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-10.08%

+3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

-26.59%

+5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-0.33%

-0.82%

+0.49%

Average Drawdown

Average peak-to-trough decline

-4.38%

-6.77%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

3.39%

-1.82%

Volatility

IQSA.DE vs. EQQB.DE - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 3.32%, while Invesco EQQQ Nasdaq-100 UCITS ETF Acc (EQQB.DE) has a volatility of 4.38%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than EQQB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IQSA.DEEQQB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

4.38%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

10.99%

-2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

15.73%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

19.97%

-5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

19.97%

-3.23%

IQSA.DE vs. EQQB.DE - Expense Ratio Comparison

Both IQSA.DE and EQQB.DE have an expense ratio of 0.30%.


Dividends

IQSA.DE vs. EQQB.DE - Dividend Comparison

Neither IQSA.DE nor EQQB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IQSA.DE and EQQB.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IQSA.DE and EQQB.DE have the same expense ratio: 0.30% per year.

IQSA.DE is categorized as Global Equities, while EQQB.DE is Nasdaq-100.

Portfolio Optimizer

Find the right allocation for IQSA.DE and EQQB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer