IQSA.DE vs. WDEE.DE
IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) and WDEE.DE (Invesco S&P World Energy ESG UCITS ETF Acc) are both exchange-traded funds - IQSA.DE is a Global Equities fund actively managed by Invesco, while WDEE.DE is a Energy Equities fund tracking the S&P Developed Ex-Korea LargeMidCap ESG Enhanced Energy. IQSA.DE is actively managed, while WDEE.DE is passively managed. Over the past 3 years, IQSA.DE returned 22.03%/yr vs 16.13%/yr for WDEE.DE. At a 0.27 correlation, their price movements are largely independent. IQSA.DE charges 0.30%/yr vs 0.18%/yr for WDEE.DE.
Performance
IQSA.DE vs. WDEE.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 lower than WDEE.DE's 33.31% 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*
- —
WDEE.DE
- 1D
- 2.19%
- 1M
- -0.24%
- YTD
- 33.31%
- 6M
- 28.72%
- 1Y
- 38.58%
- 3Y*
- 16.13%
- 5Y*
- —
- 10Y*
- —
IQSA.DE vs. WDEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 14.87% |
WDEE.DE Invesco S&P World Energy ESG UCITS ETF Acc | 33.31% | -2.96% | 9.29% | 6.37% |
Correlation
The correlation between IQSA.DE and WDEE.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023 | 0.27 |
The correlation between IQSA.DE and WDEE.DE shifts across timeframes, from -0.02 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQSA.DE vs. WDEE.DE — Risk / Return Rank
IQSA.DE
WDEE.DE
IQSA.DE vs. WDEE.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 S&P World Energy ESG UCITS ETF Acc (WDEE.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 | WDEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.31 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 2.94 | +1.66 |
| Martin ratioReturn relative to average drawdown | 18.23 | 9.51 | +8.73 |
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 | WDEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 1.75 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.69 | +0.25 |
Drawdowns
IQSA.DE vs. WDEE.DE - Drawdown Comparison
The maximum IQSA.DE drawdown since its inception was -34.11%, which is greater than WDEE.DE's maximum drawdown of -23.77%. Use the drawdown chart below to compare losses from any high point for IQSA.DE and WDEE.DE.
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Drawdown Indicators
| IQSA.DE | WDEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -23.77% | -10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.20% | -12.42% | +6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -23.77% | +2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.35% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -4.37% | +4.04% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -7.19% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 3.85% | -2.28% |
Volatility
IQSA.DE vs. WDEE.DE - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) is 3.32%, while Invesco S&P World Energy ESG UCITS ETF Acc (WDEE.DE) has a volatility of 7.54%. This indicates that IQSA.DE experiences smaller price fluctuations and is considered to be less risky than WDEE.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 | WDEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 7.54% | -4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 17.53% | -8.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 20.89% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 19.94% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.74% | 19.94% | -3.20% |
IQSA.DE vs. WDEE.DE - Expense Ratio Comparison
IQSA.DE has a 0.30% expense ratio, which is higher than WDEE.DE's 0.18% expense ratio.
Dividends
IQSA.DE vs. WDEE.DE - Dividend Comparison
Neither IQSA.DE nor WDEE.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSA.DE and WDEE.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDEE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDEE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IQSA.DE.
IQSA.DE is categorized as Global Equities, while WDEE.DE is Energy Equities. Their fees differ too: 0.30% for IQSA.DE and 0.18% for WDEE.DE.
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