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IQSA.L vs. 3GOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSA.L vs. 3GOL.L - 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.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). 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.L achieves a 14.47% return, which is significantly higher than 3GOL.L's -36.55% return.


IQSA.L

1D
0.33%
1M
0.94%
YTD
14.47%
6M
14.29%
1Y
28.97%
3Y*
23.37%
5Y*
14.53%
10Y*

3GOL.L

1D
-4.45%
1M
-34.28%
YTD
-36.55%
6M
-39.67%
1Y
25.90%
3Y*
57.28%
5Y*
29.93%
10Y*
15.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSA.L vs. 3GOL.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQSA.L
Invesco Global Active ESG Equity UCITS ETF USD Acc
14.47%22.67%22.82%24.38%-14.00%24.95%10.20%8.32%
3GOL.L
WisdomTree Gold 3x Daily Leveraged
-36.55%236.16%60.51%20.28%-13.87%-21.60%50.85%16.46%

Correlation

The correlation between IQSA.L and 3GOL.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.22

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

0.20

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.15

Over the past year, IQSA.L and 3GOL.L have become more correlated (0.36) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

IQSA.L vs. 3GOL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQSA.L
IQSA.L Risk / Return Rank: 8181
Overall Rank
IQSA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQSA.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IQSA.L Omega Ratio Rank: 7979
Omega Ratio Rank
IQSA.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IQSA.L Martin Ratio Rank: 8383
Martin Ratio Rank

3GOL.L
3GOL.L Risk / Return Rank: 1515
Overall Rank
3GOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
3GOL.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
3GOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
3GOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
3GOL.L Martin Ratio Rank: 1313
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.L vs. 3GOL.L - 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.L) and WisdomTree Gold 3x Daily Leveraged (3GOL.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQSA.L3GOL.LDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.39

1.13

+0.27

Calmar ratioReturn relative to maximum drawdown

3.33

0.40

+2.94

Martin ratioReturn relative to average drawdown

14.21

0.94

+13.27

IQSA.L vs. 3GOL.L - Sharpe Ratio Comparison

The current IQSA.L Sharpe Ratio is 2.17, which is higher than the 3GOL.L Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IQSA.L and 3GOL.L, 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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Drawdowns

IQSA.L vs. 3GOL.L - Drawdown Comparison

The maximum IQSA.L drawdown since its inception was -34.64%, smaller than the maximum 3GOL.L drawdown of -83.81%. Use the drawdown chart below to compare losses from any high point for IQSA.L and 3GOL.L.


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Drawdown Indicators


IQSA.L3GOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.64%

-83.81%

+49.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

-64.85%

+56.20%

Max Drawdown (3Y)

Largest decline over 3 years

-16.99%

-64.85%

+47.86%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-64.85%

+39.18%

Max Drawdown (10Y)

Largest decline over 10 years

-64.85%

Current Drawdown

Current decline from peak

-1.18%

-64.57%

+63.39%

Average Drawdown

Average peak-to-trough decline

-4.88%

-60.94%

+56.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

27.34%

-25.31%

Volatility

IQSA.L vs. 3GOL.L - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) is 4.06%, while WisdomTree Gold 3x Daily Leveraged (3GOL.L) has a volatility of 26.74%. This indicates that IQSA.L experiences smaller price fluctuations and is considered to be less risky than 3GOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQSA.L3GOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

26.74%

-22.68%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

70.00%

-59.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

78.22%

-64.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

53.24%

-36.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

47.88%

-29.85%

IQSA.L vs. 3GOL.L - Expense Ratio Comparison

IQSA.L has a 0.30% expense ratio, which is lower than 3GOL.L's 0.99% expense ratio.


Dividends

IQSA.L vs. 3GOL.L - Dividend Comparison

Neither IQSA.L nor 3GOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IQSA.L and 3GOL.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSA.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSA.L is cheaper with a 0.30% expense ratio, compared with 0.99% for 3GOL.L.

IQSA.L is categorized as Global Equities, while 3GOL.L is Leveraged Commodities. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.30% for IQSA.L and 0.99% for 3GOL.L.

Portfolio Optimizer

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