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IQSZ vs. IVRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQSZ vs. IVRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Equity Net Zero ETF (IQSZ) and Invesco Real Assets ESG ETF (IVRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IQSZ having a 11.32% return and IVRA slightly higher at 11.70%.


IQSZ

1D
-2.92%
1M
-0.13%
YTD
11.32%
6M
12.89%
1Y
3Y*
5Y*
10Y*

IVRA

1D
0.00%
1M
0.00%
YTD
11.70%
6M
11.90%
1Y
16.22%
3Y*
15.44%
5Y*
7.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQSZ vs. IVRA - Yearly Performance Comparison


2026 (YTD)2025
IQSZ
Invesco Global Equity Net Zero ETF
11.32%13.36%
IVRA
Invesco Real Assets ESG ETF
11.70%3.36%

Correlation

The correlation between IQSZ and IVRA is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 17, 2025

0.22

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Return for Risk

IQSZ vs. IVRA — Risk / Return Rank

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

IQSZ

IVRA
IVRA Risk / Return Rank: 6464
Overall Rank
IVRA Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IVRA Sortino Ratio Rank: 5757
Sortino Ratio Rank
IVRA Omega Ratio Rank: 6464
Omega Ratio Rank
IVRA Calmar Ratio Rank: 7474
Calmar Ratio Rank
IVRA Martin Ratio Rank: 7070
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.

IQSZ vs. IVRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Equity Net Zero ETF (IQSZ) and Invesco Real Assets ESG ETF (IVRA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IQSZ vs. IVRA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IQSZIVRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.73

+1.41

Drawdowns

IQSZ vs. IVRA - Drawdown Comparison

The maximum IQSZ drawdown since its inception was -9.12%, smaller than the maximum IVRA drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for IQSZ and IVRA.


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Drawdown Indicators


IQSZIVRADifference

Max Drawdown

Largest peak-to-trough decline

-9.12%

-25.99%

+16.87%

Max Drawdown (1Y)

Largest decline over 1 year

-4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.99%

Current Drawdown

Current decline from peak

-3.05%

-0.92%

-2.13%

Average Drawdown

Average peak-to-trough decline

-1.22%

-7.26%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

Volatility

IQSZ vs. IVRA - Volatility Comparison


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Volatility by Period


IQSZIVRADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

9.26%

+4.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

16.58%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

16.38%

-2.36%

IQSZ vs. IVRA - Expense Ratio Comparison

IQSZ has a 0.19% expense ratio, which is lower than IVRA's 0.59% expense ratio.


Dividends

IQSZ vs. IVRA - Dividend Comparison

IQSZ's dividend yield for the trailing twelve months is around 1.32%, less than IVRA's 16.99% yield.


PositionTTM20252024202320222021
IQSZ
Invesco Global Equity Net Zero ETF
1.32%1.03%0.00%0.00%0.00%0.00%
IVRA
Invesco Real Assets ESG ETF
16.99%5.68%3.71%2.47%2.30%3.01%

Frequently Asked Questions


IQSZ and IVRA have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSZ is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSZ is cheaper with a 0.19% expense ratio, compared with 0.59% for IVRA.

IVRA has the higher dividend yield at 16.99%, compared with 1.32% for IQSZ.

Their fees differ too: 0.19% for IQSZ and 0.59% for IVRA.

Portfolio Optimizer

Find the right allocation for IQSZ and IVRA

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