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IQSA.DE vs. QWLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQSA.DEQWLD
YTD Return19.74%16.90%
1Y Return26.94%24.12%
3Y Return (Ann)12.06%8.27%
5Y Return (Ann)13.43%11.69%
Sharpe Ratio2.212.29
Daily Std Dev12.19%10.09%
Max Drawdown-34.11%-31.89%
Current Drawdown-1.62%-0.37%

Correlation

-0.50.00.51.00.7

The correlation between IQSA.DE and QWLD is 0.65, 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.

Performance

IQSA.DE vs. QWLD - Performance Comparison

In the year-to-date period, IQSA.DE achieves a 19.74% return, which is significantly higher than QWLD's 16.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.47%
9.28%
IQSA.DE
QWLD

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQSA.DE vs. QWLD - Expense Ratio Comparison

Both IQSA.DE and QWLD have an expense ratio of 0.30%.


IQSA.DE
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc
Expense ratio chart for IQSA.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for QWLD: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

IQSA.DE vs. QWLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) and SPDR MSCI World StrategicFactors ETF (QWLD). 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
Sharpe ratio
The chart of Sharpe ratio for IQSA.DE, currently valued at 2.77, compared to the broader market0.002.004.006.002.77
Sortino ratio
The chart of Sortino ratio for IQSA.DE, currently valued at 3.86, compared to the broader market-2.000.002.004.006.008.0010.0012.003.86
Omega ratio
The chart of Omega ratio for IQSA.DE, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for IQSA.DE, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.60
Martin ratio
The chart of Martin ratio for IQSA.DE, currently valued at 16.12, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.12
QWLD
Sharpe ratio
The chart of Sharpe ratio for QWLD, currently valued at 2.68, compared to the broader market0.002.004.006.002.68
Sortino ratio
The chart of Sortino ratio for QWLD, currently valued at 3.78, compared to the broader market-2.000.002.004.006.008.0010.0012.003.78
Omega ratio
The chart of Omega ratio for QWLD, currently valued at 1.50, compared to the broader market0.501.001.502.002.503.003.501.50
Calmar ratio
The chart of Calmar ratio for QWLD, currently valued at 2.94, compared to the broader market0.005.0010.0015.002.95
Martin ratio
The chart of Martin ratio for QWLD, currently valued at 17.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.45

IQSA.DE vs. QWLD - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 2.21, which roughly equals the QWLD Sharpe Ratio of 2.29. The chart below compares the 12-month rolling Sharpe Ratio of IQSA.DE and QWLD.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.77
2.68
IQSA.DE
QWLD

Dividends

IQSA.DE vs. QWLD - Dividend Comparison

IQSA.DE has not paid dividends to shareholders, while QWLD's dividend yield for the trailing twelve months is around 1.49%.


TTM2023202220212020201920182017201620152014
IQSA.DE
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QWLD
SPDR MSCI World StrategicFactors ETF
1.49%1.78%2.02%1.77%1.77%2.13%2.33%2.73%2.22%3.42%1.02%

Drawdowns

IQSA.DE vs. QWLD - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than QWLD's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and QWLD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.65%
-0.37%
IQSA.DE
QWLD

Volatility

IQSA.DE vs. QWLD - Volatility Comparison

Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc (IQSA.DE) has a higher volatility of 3.96% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 3.23%. This indicates that IQSA.DE's price experiences larger fluctuations and is considered to be riskier than QWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.96%
3.23%
IQSA.DE
QWLD