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

Performance

IQSA.DE vs. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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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 VWCE.DE's 12.64% 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*

VWCE.DE

1D
-0.21%
1M
5.01%
YTD
12.64%
6M
13.33%
1Y
26.41%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSA.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
12.64%9.16%24.41%18.18%-13.47%28.62%5.36%13.73%

Correlation

The correlation between IQSA.DE and VWCE.DE is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2019

0.95

The correlation between IQSA.DE and VWCE.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

IQSA.DE vs. VWCE.DE — 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: 7979
Overall Rank
IQSA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 8787
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 7676
Overall Rank
VWCE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8383
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.DEVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.43

1.43

-0.01

Calmar ratioReturn relative to maximum drawdown

4.60

4.01

+0.58

Martin ratioReturn relative to average drawdown

18.23

16.55

+1.68

IQSA.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current IQSA.DE Sharpe Ratio is 2.34, which is comparable to the VWCE.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IQSA.DE and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IQSA.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.31

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.88

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.79

+0.15

Drawdowns

IQSA.DE vs. VWCE.DE - Drawdown Comparison

The maximum IQSA.DE drawdown since its inception was -34.11%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and VWCE.DE.


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Drawdown Indicators


IQSA.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-33.43%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.20%

-6.55%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

-21.07%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

-21.07%

-0.28%

Current Drawdown

Current decline from peak

-0.33%

-0.66%

+0.33%

Average Drawdown

Average peak-to-trough decline

-4.38%

-4.69%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

1.59%

-0.02%

Volatility

IQSA.DE vs. VWCE.DE - Volatility Comparison

Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a higher volatility of 3.32% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that IQSA.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.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.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

3.06%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.85%

8.18%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

11.37%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

13.75%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

16.16%

+0.58%

IQSA.DE vs. VWCE.DE - Expense Ratio Comparison

IQSA.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

IQSA.DE vs. VWCE.DE - Dividend Comparison

Neither IQSA.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, IQSA.DE and VWCE.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, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IQSA.DE.

They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.30% for IQSA.DE and 0.19% for VWCE.DE.

Portfolio Optimizer

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