IQSA.DE vs. IQDG
Compare and contrast key facts about Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) and WisdomTree International Quality Dividend Growth Fund (IQDG).
IQSA.DE and IQDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQSA.DE is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 30, 2019. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. Both IQSA.DE and IQDG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQSA.DE or IQDG.
Key characteristics
| IQSA.DE | IQDG | |
|---|---|---|
| YTD Return | 31.39% | -0.36% |
| 1Y Return | 40.40% | 12.12% |
| 3Y Return (Ann) | 13.47% | -1.26% |
| 5Y Return (Ann) | 14.73% | 5.88% |
| Sharpe Ratio | 3.32 | 0.88 |
| Sortino Ratio | 4.35 | 1.33 |
| Omega Ratio | 1.67 | 1.16 |
| Calmar Ratio | 3.88 | 0.72 |
| Martin Ratio | 20.60 | 4.00 |
| Ulcer Index | 1.97% | 3.08% |
| Daily Std Dev | 12.21% | 14.06% |
| Max Drawdown | -34.11% | -34.97% |
| Current Drawdown | -0.49% | -9.95% |
Correlation
The correlation between IQSA.DE and IQDG is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IQSA.DE vs. IQDG - Performance Comparison
In the year-to-date period, IQSA.DE achieves a 31.39% return, which is significantly higher than IQDG's -0.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQSA.DE vs. IQDG - Expense Ratio Comparison
IQSA.DE has a 0.30% expense ratio, which is lower than IQDG's 0.42% expense ratio.
Risk-Adjusted Performance
IQSA.DE vs. IQDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) and WisdomTree International Quality Dividend Growth Fund (IQDG). 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.
Dividends
IQSA.DE vs. IQDG - Dividend Comparison
IQSA.DE has not paid dividends to shareholders, while IQDG's dividend yield for the trailing twelve months is around 2.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
IQSA.DE Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQDG WisdomTree International Quality Dividend Growth Fund | 2.08% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% |
Drawdowns
IQSA.DE vs. IQDG - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.11%, roughly equal to the maximum IQDG drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and IQDG. For additional features, visit the drawdowns tool.
Volatility
IQSA.DE vs. IQDG - Volatility Comparison
The current volatility for Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) is 3.39%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 4.76%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.