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IQSS.L vs. CESG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSS.L vs. CESG.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 (IQSS.L) and First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IQSS.L is traded in GBp, while CESG.L is traded in USD. To make them comparable, the CESG.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 15.17% return, which is significantly higher than CESG.L's 4.13% return.


IQSS.L

1D
0.00%
1M
-1.03%
6M
12.19%
YTD
15.17%
1Y
29.03%
3Y*
5Y*
10Y*

CESG.L

1D
1.10%
1M
2.26%
6M
3.57%
YTD
4.13%
1Y
6.40%
3Y*
8.70%
5Y*
6.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSS.L vs. CESG.L - Yearly Performance Comparison


Correlation

The correlation between IQSS.L and CESG.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2024

0.48

The correlation between IQSS.L and CESG.L shifts across timeframes, from 0.31 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQSS.L vs. CESG.L — Risk / Return Rank

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

IQSS.L
IQSS.L Risk / Return Rank: 9191
Overall Rank
IQSS.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQSS.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
IQSS.L Omega Ratio Rank: 9191
Omega Ratio Rank
IQSS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
IQSS.L Martin Ratio Rank: 9292
Martin Ratio Rank

CESG.L
CESG.L Risk / Return Rank: 2323
Overall Rank
CESG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CESG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
CESG.L Omega Ratio Rank: 2323
Omega Ratio Rank
CESG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
CESG.L Martin Ratio Rank: 2222
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.

IQSS.L vs. CESG.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 First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.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.


IQSS.LCESG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.55

Omega ratioGain probability vs. loss probability

1.47

1.11

+0.36

Calmar ratioReturn relative to maximum drawdown

4.28

0.82

+3.46

Martin ratioReturn relative to average drawdown

17.51

2.06

+15.44

IQSS.L vs. CESG.L - Sharpe Ratio Comparison

The current IQSS.L Sharpe Ratio is 2.46, which is higher than the CESG.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IQSS.L and CESG.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

IQSS.L vs. CESG.L - Drawdown Comparison

The maximum IQSS.L drawdown since its inception was -18.91%, which is greater than CESG.L's maximum drawdown of -11.53%. Use the drawdown chart below to compare losses from any high point for IQSS.L and CESG.L.


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Drawdown Indicators


IQSS.LCESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.91%

-11.53%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-7.76%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-11.53%

Current Drawdown

Current decline from peak

-1.93%

-1.09%

-0.84%

Average Drawdown

Average peak-to-trough decline

-2.74%

-2.63%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

3.09%

-1.43%

Volatility

IQSS.L vs. CESG.L - Volatility Comparison

The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) is 3.77%, while First Trust Global Capital Strength ESG Leaders UCITS ETF Class A USD Acc (CESG.L) has a volatility of 4.24%. This indicates that IQSS.L experiences smaller price fluctuations and is considered to be less risky than CESG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQSS.LCESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

4.24%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

8.93%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

10.67%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

11.91%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.11%

11.82%

+2.29%

IQSS.L vs. CESG.L - Expense Ratio Comparison

IQSS.L has a 0.60% expense ratio, which is lower than CESG.L's 0.75% expense ratio.


Dividends

IQSS.L vs. CESG.L - Dividend Comparison

Neither IQSS.L nor CESG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IQSS.L and CESG.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSS.L is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSS.L is cheaper with a 0.60% expense ratio, compared with 0.75% for CESG.L.

They also come from different issuers: Invesco and First Trust. Their fees differ too: 0.60% for IQSS.L and 0.75% for CESG.L.

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