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

Performance

IQSA.DE vs. QGRW - 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 U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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IQSA.DE vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
1.26%9.64%29.92%20.24%-1.46%
QGRW
WisdomTree U.S. Quality Growth Fund
-6.38%5.06%43.75%51.37%-4.02%
Different Trading Currencies

IQSA.DE is traded in EUR, while QGRW is traded in USD. To make them comparable, the QGRW 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 QGRW's -7.49% 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*

QGRW

1D
0.00%
1M
-4.98%
YTD
-7.49%
6M
-5.85%
1Y
12.50%
3Y*
20.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQSA.DE vs. QGRW - Expense Ratio Comparison

IQSA.DE has a 0.30% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Return for Risk

IQSA.DE vs. QGRW — 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

QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
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. QGRW - 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 U.S. Quality Growth Fund (QGRW). 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.DEQGRWDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.48

+0.49

Sortino ratio

Return per unit of downside risk

1.38

0.84

+0.54

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

1.97

0.93

+1.03

Martin ratio

Return relative to average drawdown

8.44

2.79

+5.66

IQSA.DE vs. QGRW - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 0.96, which is higher than the QGRW Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of IQSA.DE and QGRW, 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.DEQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.48

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.10

-0.27

Correlation

The correlation between IQSA.DE and QGRW is 0.52, 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. QGRW - Dividend Comparison

IQSA.DE has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.09%.


TTM202520242023
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.09%0.09%0.14%0.11%

Drawdowns

IQSA.DE vs. QGRW - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than QGRW's maximum drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and QGRW.


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Drawdown Indicators


IQSA.DEQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-24.40%

-9.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-15.44%

+2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-3.17%

-10.67%

+7.50%

Average Drawdown

Average peak-to-trough decline

-4.47%

-3.33%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

4.12%

-2.18%

Volatility

IQSA.DE vs. QGRW - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 5.04%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 6.78%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQSA.DEQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

6.78%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

14.01%

-5.08%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

26.26%

-9.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

21.98%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

21.98%

-5.15%