IQSE.DE vs. F50A.DE
IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds. IQSE.DE is actively managed, while F50A.DE is passively managed. Over the past year, IQSE.DE returned 28.52% vs 24.10% for F50A.DE. Their correlation of 0.81 suggests significant overlap in exposure. IQSE.DE charges 0.30%/yr vs 0.05%/yr for F50A.DE.
Performance
IQSE.DE vs. F50A.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 F50A.DE's 12.09% 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*
- —
F50A.DE
- 1D
- 0.00%
- 1M
- 1.12%
- 6M
- 12.69%
- YTD
- 12.09%
- 1Y
- 24.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQSE.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 15.26% | 19.02% | -2.32% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 12.09% | 8.58% | -1.22% |
Correlation
The correlation between IQSE.DE and F50A.DE is 0.81, 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 | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.81 |
The correlation between IQSE.DE and F50A.DE has been stable across timeframes, ranging from 0.81 to 0.81 - a consistent structural relationship.
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Return for Risk
IQSE.DE vs. F50A.DE — Risk / Return Rank
IQSE.DE
F50A.DE
IQSE.DE vs. F50A.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 Amundi Prime Global UCITS ETF Accumulating (F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 1.47 | +2.03 |
| Martin ratioReturn relative to average drawdown | 14.74 | 2.61 | +12.13 |
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Drawdowns
IQSE.DE vs. F50A.DE - Drawdown Comparison
The maximum IQSE.DE drawdown since its inception was -33.78%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for IQSE.DE and F50A.DE.
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Drawdown Indicators
| IQSE.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -21.49% | -12.29% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -16.39% | +8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | — | — |
Current DrawdownCurrent decline from peak | -0.20% | -2.28% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -7.44% | +2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 9.23% | -7.30% |
Volatility
IQSE.DE vs. F50A.DE - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) has a higher volatility of 3.87% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 3.24%. This indicates that IQSE.DE's price experiences larger fluctuations and is considered to be riskier than F50A.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 | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 3.24% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 8.31% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 24.40% | -11.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 22.54% | -6.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 22.54% | -4.96% |
IQSE.DE vs. F50A.DE - Expense Ratio Comparison
IQSE.DE has a 0.30% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.
Dividends
IQSE.DE vs. F50A.DE - Dividend Comparison
Neither IQSE.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSE.DE and F50A.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IQSE.DE.
They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.30% for IQSE.DE and 0.05% for F50A.DE.
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