IQSE.DE vs. D500.DE
IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) and D500.DE (Invesco S&P 500 UCITS ETF Dist) are both exchange-traded funds - IQSE.DE is a Global Equities fund actively managed by Invesco, while D500.DE is a S&P 500 fund tracking the S&P 500 Index. IQSE.DE is actively managed, while D500.DE is passively managed. Over the past 5 years, IQSE.DE returned 13.68%/yr vs 13.91%/yr for D500.DE. A 0.80 correlation means they provide meaningful diversification when combined. IQSE.DE charges 0.30%/yr vs 0.05%/yr for D500.DE.
Performance
IQSE.DE vs. D500.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSE.DE achieves a 15.26% return, which is significantly higher than D500.DE's 12.32% return.
IQSE.DE
- 1D
- 0.51%
- 1M
- 1.73%
- 6M
- 15.25%
- YTD
- 15.26%
- 1Y
- 28.52%
- 3Y*
- 22.25%
- 5Y*
- 13.68%
- 10Y*
- —
D500.DE
- 1D
- 0.25%
- 1M
- 0.66%
- 6M
- 13.11%
- YTD
- 12.32%
- 1Y
- 24.23%
- 3Y*
- 18.56%
- 5Y*
- 13.91%
- 10Y*
- 15.08%
IQSE.DE vs. D500.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 15.26% | 19.02% | 24.13% | 22.41% | -14.80% | 26.85% | 6.30% | 6.70% |
D500.DE Invesco S&P 500 UCITS ETF Dist | 12.32% | 4.86% | 32.60% | 22.69% | -14.08% | 41.07% | 7.00% | 7.66% |
Correlation
The correlation between IQSE.DE and D500.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.80 |
The correlation between IQSE.DE and D500.DE has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.
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Return for Risk
IQSE.DE vs. D500.DE — Risk / Return Rank
IQSE.DE
D500.DE
IQSE.DE vs. D500.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) and Invesco S&P 500 UCITS ETF Dist (D500.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.
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.
| IQSE.DE | D500.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 3.38 | +0.12 |
| Martin ratioReturn relative to average drawdown | 14.74 | 11.93 | +2.81 |
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Drawdowns
IQSE.DE vs. D500.DE - Drawdown Comparison
The maximum IQSE.DE drawdown since its inception was -33.78%, roughly equal to the maximum D500.DE drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IQSE.DE and D500.DE.
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Drawdown Indicators
| IQSE.DE | D500.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -33.62% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -7.14% | -0.97% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -23.28% | +5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -23.28% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.62% | — |
Current DrawdownCurrent decline from peak | -0.20% | -0.64% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -4.87% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.02% | -0.09% |
Volatility
IQSE.DE vs. D500.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) has a higher volatility of 3.87% compared to Invesco S&P 500 UCITS ETF Dist (D500.DE) at 3.67%. This indicates that IQSE.DE's price experiences larger fluctuations and is considered to be riskier than D500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQSE.DE | D500.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.67% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.00% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 11.88% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 15.22% | +0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.92% | +0.66% |
IQSE.DE vs. D500.DE - Expense Ratio Comparison
IQSE.DE has a 0.30% expense ratio, which is higher than D500.DE's 0.05% expense ratio.
Dividends
IQSE.DE vs. D500.DE - Dividend Comparison
IQSE.DE has not paid dividends to shareholders, while D500.DE's dividend yield for the trailing twelve months is around 1.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D500.DE Invesco S&P 500 UCITS ETF Dist | 1.10% | 1.18% | 1.27% | 1.54% | 1.70% | 1.25% | 1.62% | 1.85% | 2.08% | 1.67% | 1.69% | 0.29% |
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQSE.DE and D500.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D500.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IQSE.DE.
IQSE.DE is categorized as Global Equities, while D500.DE is S&P 500. Their fees differ too: 0.30% for IQSE.DE and 0.05% for D500.DE.
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