IQSS.L vs. IGDA.L
Compare and contrast key facts about Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) and Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L).
IQSS.L and IGDA.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. IGDA.L is a passively managed fund by Invesco that tracks the performance of the Dow Jones Islamic Market Developed Markets Index. It was launched on Jan 7, 2022.
Performance
IQSS.L vs. IGDA.L - Performance Comparison
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IQSS.L vs. IGDA.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% |
IGDA.L Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc | -4.10% | 10.28% | 4.14% |
Different Trading Currencies
IQSS.L is traded in GBp, while IGDA.L is traded in USD. To make them comparable, the IGDA.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 IGDA.L's -4.78% return.
IQSS.L
- 1D
- 0.56%
- 1M
- -5.88%
- YTD
- -1.12%
- 6M
- 4.37%
- 1Y
- 19.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGDA.L
- 1D
- 0.00%
- 1M
- -7.00%
- YTD
- -4.78%
- 6M
- 0.10%
- 1Y
- 17.23%
- 3Y*
- 12.84%
- 5Y*
- —
- 10Y*
- —
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IQSS.L vs. IGDA.L - Expense Ratio Comparison
IQSS.L has a 0.60% expense ratio, which is higher than IGDA.L's 0.40% expense ratio.
Return for Risk
IQSS.L vs. IGDA.L — Risk / Return Rank
IQSS.L
IGDA.L
IQSS.L vs. IGDA.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 Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.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 | IGDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 1.04 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.50 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.56 | +0.18 |
Martin ratioReturn relative to average drawdown | 7.50 | 6.03 | +1.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQSS.L | IGDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 1.04 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.62 | +0.18 |
Correlation
The correlation between IQSS.L and IGDA.L is 0.84, 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. IGDA.L - Dividend Comparison
Neither IQSS.L nor IGDA.L has paid dividends to shareholders.
Drawdowns
IQSS.L vs. IGDA.L - Drawdown Comparison
The maximum IQSS.L drawdown since its inception was -18.91%, smaller than the maximum IGDA.L drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for IQSS.L and IGDA.L.
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Drawdown Indicators
| IQSS.L | IGDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.91% | -24.18% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -11.73% | +1.46% |
Current DrawdownCurrent decline from peak | -5.88% | -8.98% | +3.10% |
Average DrawdownAverage peak-to-trough decline | -3.08% | -5.37% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 2.61% | -0.23% |
Volatility
IQSS.L vs. IGDA.L - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) is 4.48%, while Invesco Dow Jones Islamic Global Developed Markets UCITS ETF USD Acc (IGDA.L) has a volatility of 5.00%. This indicates that IQSS.L experiences smaller price fluctuations and is considered to be less risky than IGDA.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 | IGDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 5.00% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 8.45% | 9.81% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 16.51% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.22% | 17.32% | -3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.22% | 17.32% | -3.10% |