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IQSA.DE vs. IQDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQSA.DE vs. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). The values are adjusted to include any dividend payments, if applicable.

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IQSA.DE vs. IQDG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
1.26%9.64%29.92%20.24%-9.32%35.68%0.13%13.13%
IQDG
WisdomTree International Quality Dividend Growth Fund
0.37%9.45%3.00%17.14%-15.01%20.68%6.97%15.81%
Different Trading Currencies

IQSA.DE is traded in EUR, while IQDG is traded in USD. To make them comparable, the IQDG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQSA.DE achieves a 1.26% return, which is significantly higher than IQDG's 0.37% return.


IQSA.DE

1D
2.65%
1M
-2.44%
YTD
1.26%
6M
6.65%
1Y
16.20%
3Y*
18.40%
5Y*
13.25%
10Y*

IQDG

1D
1.94%
1M
-4.37%
YTD
0.37%
6M
3.81%
1Y
9.55%
3Y*
6.45%
5Y*
4.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

IQSA.DE vs. IQDG — 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: 5959
Overall Rank
IQSA.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

IQDG
IQDG Risk / Return Rank: 5050
Overall Rank
IQDG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 5151
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4848
Omega Ratio Rank
IQDG Calmar Ratio Rank: 5252
Calmar Ratio Rank
IQDG Martin Ratio Rank: 5050
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. IQDG - 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 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.


IQSA.DEIQDGDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.53

+0.43

Sortino ratio

Return per unit of downside risk

1.38

0.85

+0.53

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

1.97

0.85

+1.12

Martin ratio

Return relative to average drawdown

8.44

3.10

+5.34

IQSA.DE vs. IQDG - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 0.96, which is higher than the IQDG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of IQSA.DE and IQDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IQSA.DEIQDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.53

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.32

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.46

+0.38

Correlation

The correlation between IQSA.DE and IQDG is 0.57, 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.


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 2.24%.


TTM2025202420232022202120202019201820172016
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
0.00%0.00%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
2.24%2.28%2.60%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%, which is greater than IQDG's maximum drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and IQDG.


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Drawdown Indicators


IQSA.DEIQDGDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-34.97%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-12.35%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

-34.97%

+13.62%

Current Drawdown

Current decline from peak

-3.17%

-7.74%

+4.57%

Average Drawdown

Average peak-to-trough decline

-4.47%

-7.57%

+3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

3.44%

-1.50%

Volatility

IQSA.DE vs. IQDG - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 5.04%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 6.61%. 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.


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Volatility by Period


IQSA.DEIQDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

6.61%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

10.79%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

18.08%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

15.05%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

16.23%

+0.60%