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

Performance

IQSS.L vs. VWRP.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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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 VWRP.L is traded in GBP. To make them comparable, the VWRP.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 16.70% return, which is significantly higher than VWRP.L's 10.99% return.


IQSS.L

1D
0.00%
1M
0.91%
6M
14.90%
YTD
16.70%
1Y
30.85%
3Y*
5Y*
10Y*

VWRP.L

1D
-0.64%
1M
-1.11%
6M
9.25%
YTD
10.99%
1Y
22.63%
3Y*
17.86%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between IQSS.L and VWRP.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

The correlation between IQSS.L and VWRP.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

IQSS.L vs. VWRP.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: 9292
Overall Rank
IQSS.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IQSS.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
IQSS.L Omega Ratio Rank: 9292
Omega Ratio Rank
IQSS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IQSS.L Martin Ratio Rank: 9393
Martin Ratio Rank

VWRP.L
VWRP.L Risk / Return Rank: 8080
Overall Rank
VWRP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VWRP.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
VWRP.L Omega Ratio Rank: 8282
Omega Ratio Rank
VWRP.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VWRP.L Martin Ratio Rank: 8181
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. VWRP.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 Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.LVWRP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.49

1.39

+0.11

Calmar ratioReturn relative to maximum drawdown

4.55

3.17

+1.38

Martin ratioReturn relative to average drawdown

18.75

12.32

+6.43

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

The current IQSS.L Sharpe Ratio is 2.60, which is comparable to the VWRP.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of IQSS.L and VWRP.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. VWRP.L - Drawdown Comparison

The maximum IQSS.L drawdown since its inception was -18.91%, smaller than the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for IQSS.L and VWRP.L.


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Drawdown Indicators


IQSS.LVWRP.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.91%

-25.10%

+6.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.81%

-7.10%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-17.64%

Current Drawdown

Current decline from peak

-0.63%

-2.03%

+1.40%

Average Drawdown

Average peak-to-trough decline

-2.74%

-3.35%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.83%

-0.18%

Volatility

IQSS.L vs. VWRP.L - Volatility Comparison

Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSS.L) has a higher volatility of 3.72% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 3.06%. This indicates that IQSS.L's price experiences larger fluctuations and is considered to be riskier than VWRP.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.LVWRP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.06%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

8.48%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

10.95%

+0.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

12.97%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.11%

14.91%

-0.80%

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

IQSS.L has a 0.60% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.


Dividends

IQSS.L vs. VWRP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, IQSS.L and VWRP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.60% for IQSS.L.

IQSS.L is categorized as ESG, while VWRP.L is Global Equities. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.60% for IQSS.L and 0.22% for VWRP.L.

Portfolio Optimizer

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