IQSS.L vs. ACWI.L
Compare and contrast key facts about Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L).
IQSS.L and ACWI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQSS.L is an actively managed fund by Invesco. It was launched on Sep 7, 2022. ACWI.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011.
Performance
IQSS.L vs. ACWI.L - Performance Comparison
Loading graphics...
IQSS.L vs. ACWI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | -1.12% | 14.30% | 6.63% |
ACWI.L SPDR MSCI ACWI UCITS ETF | -2.48% | 14.32% | 5.99% |
Different Trading Currencies
IQSS.L is traded in GBp, while ACWI.L is traded in GBP. To make them comparable, the ACWI.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IQSS.L achieves a -1.12% return, which is significantly higher than ACWI.L's -2.48% return.
IQSS.L
- 1D
- 0.56%
- 1M
- -5.88%
- YTD
- -1.12%
- 6M
- 4.37%
- 1Y
- 19.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ACWI.L
- 1D
- 0.41%
- 1M
- -5.97%
- YTD
- -2.48%
- 6M
- 1.68%
- 1Y
- 17.75%
- 3Y*
- 14.00%
- 5Y*
- 10.17%
- 10Y*
- 12.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IQSS.L vs. ACWI.L - Expense Ratio Comparison
IQSS.L has a 0.60% expense ratio, which is higher than ACWI.L's 0.40% expense ratio.
Return for Risk
IQSS.L vs. ACWI.L — Risk / Return Rank
IQSS.L
ACWI.L
IQSS.L vs. ACWI.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 (IQSS.L) and SPDR MSCI ACWI UCITS ETF (ACWI.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.
| IQSS.L | ACWI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.26 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.74 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.55 | +0.20 |
Martin ratioReturn relative to average drawdown | 7.50 | 6.71 | +0.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IQSS.L | ACWI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.26 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.74 | +0.06 |
Correlation
The correlation between IQSS.L and ACWI.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IQSS.L vs. ACWI.L - Dividend Comparison
Neither IQSS.L nor ACWI.L has paid dividends to shareholders.
Drawdowns
IQSS.L vs. ACWI.L - Drawdown Comparison
The maximum IQSS.L drawdown since its inception was -18.91%, smaller than the maximum ACWI.L drawdown of -25.44%. Use the drawdown chart below to compare losses from any high point for IQSS.L and ACWI.L.
Loading graphics...
Drawdown Indicators
| IQSS.L | ACWI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.91% | -25.44% | +6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -10.51% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -5.88% | -5.97% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -3.70% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.42% | -0.04% |
Volatility
IQSS.L vs. ACWI.L - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) and SPDR MSCI ACWI UCITS ETF (ACWI.L) have volatilities of 4.48% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IQSS.L | ACWI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 4.35% | +0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 8.12% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 14.03% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 13.05% | +1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 14.38% | -0.16% |