IQSS.L vs. EEJD.L
IQSS.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) and EEJD.L (iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist)) are both exchange-traded funds - IQSS.L is a ESG fund actively managed by Invesco, while EEJD.L is a Japan Equities fund tracking the MSCI Japan ESG Enhanced CTB Index. IQSS.L is actively managed, while EEJD.L is passively managed. Over the past year, IQSS.L returned 30.85% vs 36.00% for EEJD.L. A 0.64 correlation means they provide meaningful diversification when combined. IQSS.L charges 0.60%/yr vs 0.15%/yr for EEJD.L.
Performance
IQSS.L vs. EEJD.L - Performance Comparison
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Different Trading Currencies
IQSS.L is traded in GBp, while EEJD.L is traded in USD. To make them comparable, the EEJD.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with IQSS.L having a 16.70% return and EEJD.L slightly higher at 17.01%.
IQSS.L
- 1D
- 0.00%
- 1M
- 0.91%
- 6M
- 14.90%
- YTD
- 16.70%
- 1Y
- 30.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EEJD.L
- 1D
- 0.00%
- 1M
- -0.45%
- 6M
- 10.43%
- YTD
- 17.01%
- 1Y
- 36.00%
- 3Y*
- 16.12%
- 5Y*
- 9.38%
- 10Y*
- —
IQSS.L vs. EEJD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 16.70% | 14.30% | 6.63% |
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 17.01% | 17.12% | -0.14% |
Correlation
The correlation between IQSS.L and EEJD.L is 0.64, 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 | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024 | 0.64 |
The correlation between IQSS.L and EEJD.L has been stable across timeframes, ranging from 0.64 to 0.64 - a consistent structural relationship.
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Return for Risk
IQSS.L vs. EEJD.L — Risk / Return Rank
IQSS.L
EEJD.L
IQSS.L vs. EEJD.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 iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.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.L | EEJD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.32 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 4.55 | 3.21 | +1.34 |
| Martin ratioReturn relative to average drawdown | 18.75 | 10.18 | +8.57 |
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Drawdowns
IQSS.L vs. EEJD.L - Drawdown Comparison
The maximum IQSS.L drawdown since its inception was -18.91%, smaller than the maximum EEJD.L drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for IQSS.L and EEJD.L.
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Drawdown Indicators
| IQSS.L | EEJD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.91% | -24.87% | +5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -11.33% | +4.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.99% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.37% | — |
Current DrawdownCurrent decline from peak | -0.63% | -4.80% | +4.17% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -5.44% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.58% | -1.93% |
Volatility
IQSS.L vs. EEJD.L - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) is 3.72%, while iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) (EEJD.L) has a volatility of 6.64%. This indicates that IQSS.L experiences smaller price fluctuations and is considered to be less risky than EEJD.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.L | EEJD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 6.64% | -2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 17.59% | -8.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 21.03% | -9.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 17.14% | -3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.11% | 17.83% | -3.72% |
IQSS.L vs. EEJD.L - Expense Ratio Comparison
IQSS.L has a 0.60% expense ratio, which is higher than EEJD.L's 0.15% expense ratio.
Dividends
IQSS.L vs. EEJD.L - Dividend Comparison
IQSS.L has not paid dividends to shareholders, while EEJD.L's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
EEJD.L iShares MSCI Japan CTB Enhanced ESG UCITS ETF USD (Dist) | 1.45% | 1.58% | 1.83% | 1.74% | 2.13% | 1.71% | 1.55% | 1.73% |
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQSS.L and EEJD.L have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EEJD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EEJD.L is cheaper with a 0.15% expense ratio, compared with 0.60% for IQSS.L.
IQSS.L is categorized as ESG, while EEJD.L is Japan Equities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.60% for IQSS.L and 0.15% for EEJD.L.
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