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

Performance

IQSE.DE vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.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, IQSE.DE achieves a 15.26% return, which is significantly lower than IQSA.DE's 18.17% 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*

IQSA.DE

1D
0.41%
1M
2.82%
6M
18.46%
YTD
18.17%
1Y
32.16%
3Y*
21.64%
5Y*
15.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
18.17%9.64%29.92%20.23%-9.31%35.68%0.13%-2.66%

Correlation

The correlation between IQSE.DE and IQSA.DE is 0.90, 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

0.90

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

0.88

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

0.90

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

0.90

The correlation between IQSE.DE and IQSA.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

IQSE.DE vs. IQSA.DE — Risk / Return Rank

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

IQSE.DE
IQSE.DE Risk / Return Rank: 8585
Overall Rank
IQSE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IQSE.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
IQSE.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IQSE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IQSE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

IQSA.DE
IQSA.DE Risk / Return Rank: 9292
Overall Rank
IQSA.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 9494
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.

IQSE.DE vs. IQSA.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 Global Active ESG Equity UCITS ETF USD Acc (IQSA.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.DEIQSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.40

1.47

-0.06

Calmar ratioReturn relative to maximum drawdown

3.50

5.16

-1.66

Martin ratioReturn relative to average drawdown

14.74

21.31

-6.57

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

The current IQSE.DE Sharpe Ratio is 2.21, which is comparable to the IQSA.DE Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of IQSE.DE and IQSA.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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Drawdowns

IQSE.DE vs. IQSA.DE - Drawdown Comparison

The maximum IQSE.DE drawdown since its inception was -33.78%, roughly equal to the maximum IQSA.DE drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for IQSE.DE and IQSA.DE.


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Drawdown Indicators


IQSE.DEIQSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.78%

-34.12%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.11%

-6.20%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-21.35%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

-21.35%

-2.11%

Current Drawdown

Current decline from peak

-0.20%

-0.65%

+0.45%

Average Drawdown

Average peak-to-trough decline

-5.03%

-4.76%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

1.51%

+0.42%

Volatility

IQSE.DE vs. IQSA.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 Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.46%. This indicates that IQSE.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.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.DEIQSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.46%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

9.12%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

12.47%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

14.76%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

17.21%

+0.37%

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

Both IQSE.DE and IQSA.DE have an expense ratio of 0.30%.


Dividends

IQSE.DE vs. IQSA.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, IQSE.DE and IQSA.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.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IQSE.DE and IQSA.DE have the same expense ratio: 0.30% per year.

Portfolio Optimizer

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