IQSA.DE vs. LYBK.DE
IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - IQSA.DE is a Global Equities fund actively managed by Invesco, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. IQSA.DE is actively managed, while LYBK.DE is passively managed. Over the past 5 years, IQSA.DE returned 15.18%/yr vs 29.46%/yr for LYBK.DE. A 0.55 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IQSA.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSA.DE achieves a 13.87% return, which is significantly higher than LYBK.DE's 6.06% return.
IQSA.DE
- 1D
- 0.23%
- 1M
- 4.03%
- YTD
- 13.87%
- 6M
- 15.17%
- 1Y
- 26.79%
- 3Y*
- 21.45%
- 5Y*
- 15.18%
- 10Y*
- —
LYBK.DE
- 1D
- 1.90%
- 1M
- 4.48%
- YTD
- 6.06%
- 6M
- 12.72%
- 1Y
- 39.31%
- 3Y*
- 45.69%
- 5Y*
- 29.46%
- 10Y*
- 15.90%
IQSA.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 13.87% | 9.64% | 29.92% | 20.23% | -9.31% | 35.68% | 0.13% | -2.66% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 6.06% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 10.35% |
Correlation
The correlation between IQSA.DE and LYBK.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.55 |
The correlation between IQSA.DE and LYBK.DE shifts across timeframes, from 0.47 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IQSA.DE vs. LYBK.DE — Risk / Return Rank
IQSA.DE
LYBK.DE
IQSA.DE vs. LYBK.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 Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.27 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 2.28 | +2.05 |
| Martin ratioReturn relative to average drawdown | 17.29 | 7.16 | +10.13 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 1.62 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.14 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.36 | +0.40 |
Drawdowns
IQSA.DE vs. LYBK.DE - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.12%, smaller than the maximum LYBK.DE drawdown of -63.98%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and LYBK.DE.
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Drawdown Indicators
| IQSA.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -63.98% | +29.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -17.12% | +10.92% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -19.90% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -34.32% | +12.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.22% | — |
Current DrawdownCurrent decline from peak | -1.14% | -1.17% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -20.24% | +15.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 5.45% | -3.92% |
Volatility
IQSA.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 3.42%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 6.09%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 6.09% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.02% | 19.28% | -10.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 23.99% | -11.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 25.46% | -10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 28.41% | -11.15% |
IQSA.DE vs. LYBK.DE - Expense Ratio Comparison
Both IQSA.DE and LYBK.DE have an expense ratio of 0.30%.
Dividends
IQSA.DE vs. LYBK.DE - Dividend Comparison
Neither IQSA.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSA.DE and LYBK.DE have a correlation of 0.58, 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 LYBK.DE have the same expense ratio: 0.30% per year.
IQSA.DE is categorized as Global Equities, while LYBK.DE is Financials Equities. They also come from different issuers: Invesco and Amundi.
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