IQSA.DE vs. MWOL.DE
IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds. IQSA.DE is actively managed, while MWOL.DE is passively managed. Over the past 5 years, IQSA.DE returned 15.45%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.93 suggests significant overlap in exposure. IQSA.DE charges 0.30%/yr vs 0.05%/yr for MWOL.DE.
Performance
IQSA.DE vs. MWOL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSA.DE achieves a 14.81% return, which is significantly higher than MWOL.DE's 10.87% return.
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
IQSA.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 11.71% |
Correlation
The correlation between IQSA.DE and MWOL.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.93 |
The correlation between IQSA.DE and MWOL.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
IQSA.DE vs. MWOL.DE — Risk / Return Rank
IQSA.DE
MWOL.DE
IQSA.DE vs. MWOL.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 Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 3.67 | +0.93 |
| Martin ratioReturn relative to average drawdown | 18.23 | 14.63 | +3.60 |
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 | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 2.17 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.83 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.77 | +0.17 |
Drawdowns
IQSA.DE vs. MWOL.DE - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.11%, roughly equal to the maximum MWOL.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and MWOL.DE.
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Drawdown Indicators
| IQSA.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -33.56% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -6.58% | +0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -21.64% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -21.64% | +0.29% |
Current DrawdownCurrent decline from peak | -0.33% | -0.37% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -4.89% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.65% | -0.08% |
Volatility
IQSA.DE vs. MWOL.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a higher volatility of 3.32% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that IQSA.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 2.63% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 7.71% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 11.12% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 14.20% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.46% | +0.28% |
IQSA.DE vs. MWOL.DE - Expense Ratio Comparison
IQSA.DE has a 0.30% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
IQSA.DE vs. MWOL.DE - Dividend Comparison
IQSA.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
With a correlation of 0.93, IQSA.DE and MWOL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IQSA.DE.
They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.30% for IQSA.DE and 0.05% for MWOL.DE.
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