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

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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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 16.60% return, which is significantly higher than IQDG's 7.44% return.


IQSA.DE

1D
-1.13%
1M
3.42%
YTD
16.60%
6M
17.28%
1Y
34.39%
3Y*
22.39%
5Y*
15.42%
10Y*

IQDG

1D
-1.22%
1M
3.39%
YTD
7.44%
6M
7.90%
1Y
15.71%
3Y*
8.92%
5Y*
5.05%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSA.DE vs. IQDG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
16.60%9.64%29.92%20.23%-9.31%35.68%0.13%-2.66%
IQDG
WisdomTree International Quality Dividend Growth Fund
7.44%9.45%3.00%17.14%-15.01%20.68%6.97%9.25%

Correlation

The correlation between IQSA.DE and IQDG is 0.56, 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

0.56

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

0.52

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

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.57

The correlation between IQSA.DE and IQDG has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

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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: 9090
Overall Rank
IQSA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 9393
Martin Ratio Rank

IQDG
IQDG Risk / Return Rank: 2525
Overall Rank
IQDG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQDG Omega Ratio Rank: 2323
Omega Ratio Rank
IQDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
IQDG Martin Ratio Rank: 2727
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.

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.


IQSA.DEIQDGDifference
Sharpe ratioReturn per unit of total volatility

+1.69

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.50

1.20

+0.30

Calmar ratioReturn relative to maximum drawdown

5.52

1.48

+4.05

Martin ratioReturn relative to average drawdown

22.82

5.21

+17.61

IQSA.DE vs. IQDG - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 2.76, which is higher than the IQDG Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IQSA.DE and IQDG, 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

IQSA.DE vs. IQDG - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.12%, 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

-34.12%

-30.91%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-10.69%

+4.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

-19.31%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

-21.31%

-0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

Current Drawdown

Current decline from peak

-1.19%

-1.30%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.78%

-4.98%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

3.02%

-1.52%

Volatility

IQSA.DE vs. IQDG - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 3.15%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 4.44%. 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

3.15%

4.44%

-1.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

12.30%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.44%

14.77%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

15.33%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

16.16%

+1.08%

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.


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 2.13%.


PositionTTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.13%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%
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%

Frequently Asked Questions


IQSA.DE and IQDG have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.42% for IQDG.

IQSA.DE is categorized as Global Equities, while IQDG is Foreign Large Cap Equities. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for IQSA.DE and 0.42% for IQDG.

Portfolio Optimizer

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