IQSS.L vs. TAHY.L
IQSS.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) and TAHY.L (Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)) are both exchange-traded funds - IQSS.L is a ESG fund actively managed by Invesco, while TAHY.L is a High Yield Bonds fund tracking the iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. IQSS.L is actively managed, while TAHY.L is passively managed. Over the past year, IQSS.L returned 29.03% vs 5.75% for TAHY.L. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.
Performance
IQSS.L vs. TAHY.L - Performance Comparison
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Different Trading Currencies
IQSS.L is traded in GBp, while TAHY.L is traded in USD. To make them comparable, the TAHY.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 TAHY.L's 3.40% return.
IQSS.L
- 1D
- 0.00%
- 1M
- -1.03%
- 6M
- 12.19%
- YTD
- 15.17%
- 1Y
- 29.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TAHY.L
- 1D
- -1.09%
- 1M
- -1.59%
- 6M
- 1.64%
- YTD
- 3.40%
- 1Y
- 5.75%
- 3Y*
- 6.97%
- 5Y*
- —
- 10Y*
- —
IQSS.L vs. TAHY.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IQSS.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 15.17% | 14.30% | 6.63% |
TAHY.L Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) | 3.40% | -0.38% | 5.30% |
Correlation
The correlation between IQSS.L and TAHY.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2024 | 0.18 |
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Return for Risk
IQSS.L vs. TAHY.L — Risk / Return Rank
IQSS.L
TAHY.L
IQSS.L vs. TAHY.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 Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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 | TAHY.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.13 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 0.92 | +3.36 |
| Martin ratioReturn relative to average drawdown | 17.51 | 2.26 | +15.25 |
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Drawdowns
IQSS.L vs. TAHY.L - Drawdown Comparison
The maximum IQSS.L drawdown since its inception was -18.91%, smaller than the maximum TAHY.L drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for IQSS.L and TAHY.L.
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Drawdown Indicators
| IQSS.L | TAHY.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.91% | -40.62% | +21.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -5.98% | -0.83% |
Max Drawdown (3Y)Largest decline over 3 years | — | -7.70% | — |
Current DrawdownCurrent decline from peak | -1.93% | -15.32% | +13.39% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -21.35% | +18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 2.43% | -0.77% |
Volatility
IQSS.L vs. TAHY.L - Volatility Comparison
Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) has a higher volatility of 3.77% compared to Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) at 2.17%. This indicates that IQSS.L's price experiences larger fluctuations and is considered to be riskier than TAHY.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 | TAHY.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 2.17% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 5.89% | +3.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.93% | 7.52% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 14.73% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.11% | 14.73% | -0.62% |
IQSS.L vs. TAHY.L - Expense Ratio Comparison
Both IQSS.L and TAHY.L have an expense ratio of 0.60%.
Dividends
IQSS.L vs. TAHY.L - Dividend Comparison
Neither IQSS.L nor TAHY.L has paid dividends to shareholders.
Frequently Asked Questions
IQSS.L and TAHY.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IQSS.L and TAHY.L have the same expense ratio: 0.60% per year.
IQSS.L is categorized as ESG, while TAHY.L is High Yield Bonds. They also come from different issuers: Invesco and Janus Henderson.
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