IQSA.DE vs. SC04.DE
IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) and SC04.DE (Invesco European Household Sector UCITS ETF) are both exchange-traded funds - IQSA.DE is a Global Equities fund actively managed by Invesco, while SC04.DE is a Consumer Staples Equities fund tracking the STOXX® Europe 600 Optimised Personal & Household Goods. IQSA.DE is actively managed, while SC04.DE is passively managed. Over the past 5 years, IQSA.DE returned 15.45%/yr vs 0.82%/yr for SC04.DE. A 0.63 correlation means they provide meaningful diversification when combined. IQSA.DE charges 0.30%/yr vs 0.20%/yr for SC04.DE.
Performance
IQSA.DE vs. SC04.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 SC04.DE's -10.69% return.
IQSA.DE
- 1D
- -0.11%
- 1M
- 6.18%
- YTD
- 14.81%
- 6M
- 16.74%
- 1Y
- 28.62%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
SC04.DE
- 1D
- -0.09%
- 1M
- 2.35%
- YTD
- -10.69%
- 6M
- -10.49%
- 1Y
- -4.17%
- 3Y*
- -0.12%
- 5Y*
- 0.82%
- 10Y*
- 4.39%
IQSA.DE vs. SC04.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% |
SC04.DE Invesco European Household Sector UCITS ETF | -10.69% | 7.57% | 7.08% | 8.48% | -10.95% | 19.37% | 6.54% | 11.67% |
Correlation
The correlation between IQSA.DE and SC04.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.63 |
The correlation between IQSA.DE and SC04.DE shifts across timeframes, from 0.44 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQSA.DE vs. SC04.DE — Risk / Return Rank
IQSA.DE
SC04.DE
IQSA.DE vs. SC04.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 Invesco European Household Sector UCITS ETF (SC04.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 | SC04.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.67 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.97 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | -0.27 | +4.87 |
| Martin ratioReturn relative to average drawdown | 18.23 | -0.63 | +18.86 |
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 | SC04.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | -0.25 | +2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 0.05 | +0.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.58 | +0.37 |
Drawdowns
IQSA.DE vs. SC04.DE - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than SC04.DE's maximum drawdown of -29.42%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and SC04.DE.
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Drawdown Indicators
| IQSA.DE | SC04.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -29.42% | -4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -15.34% | +9.14% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -17.60% | -3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | -22.04% | +0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.42% | — |
Current DrawdownCurrent decline from peak | -0.33% | -12.83% | +12.50% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -5.57% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 6.64% | -5.07% |
Volatility
IQSA.DE vs. SC04.DE - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 3.32%, while Invesco European Household Sector UCITS ETF (SC04.DE) has a volatility of 5.37%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than SC04.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 | SC04.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 5.37% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 13.25% | -4.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 16.34% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 17.15% | -2.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 16.97% | -0.23% |
IQSA.DE vs. SC04.DE - Expense Ratio Comparison
IQSA.DE has a 0.30% expense ratio, which is higher than SC04.DE's 0.20% expense ratio.
Dividends
IQSA.DE vs. SC04.DE - Dividend Comparison
Neither IQSA.DE nor SC04.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSA.DE and SC04.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC04.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC04.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQSA.DE.
IQSA.DE is categorized as Global Equities, while SC04.DE is Consumer Staples Equities. Their fees differ too: 0.30% for IQSA.DE and 0.20% for SC04.DE.
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