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IVAI.DE vs. IQSA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVAI.DE vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IVAI.DE achieves a 38.56% return, which is significantly higher than IQSA.DE's 14.81% return.


IVAI.DE

1D
-0.91%
1M
19.08%
YTD
38.56%
6M
34.01%
1Y
71.74%
3Y*
5Y*
10Y*

IQSA.DE

1D
-0.11%
1M
4.49%
YTD
14.81%
6M
16.12%
1Y
28.39%
3Y*
22.03%
5Y*
15.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVAI.DE vs. IQSA.DE - Yearly Performance Comparison


Correlation

The correlation between IVAI.DE and IQSA.DE is 0.71, 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

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 30, 2024

0.73

The correlation between IVAI.DE and IQSA.DE has been stable across timeframes, ranging from 0.71 to 0.73 - a consistent structural relationship.

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Return for Risk

IVAI.DE vs. IQSA.DE — Risk / Return Rank

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

IVAI.DE
IVAI.DE Risk / Return Rank: 5959
Overall Rank
IVAI.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IVAI.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
IVAI.DE Omega Ratio Rank: 6767
Omega Ratio Rank
IVAI.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IVAI.DE Martin Ratio Rank: 3939
Martin Ratio Rank

IQSA.DE
IQSA.DE Risk / Return Rank: 7979
Overall Rank
IQSA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 8787
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.

IVAI.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE). 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.


IVAI.DEIQSA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.39

1.43

-0.03

Calmar ratioReturn relative to maximum drawdown

3.09

4.60

-1.50

Martin ratioReturn relative to average drawdown

5.91

18.23

-12.32

IVAI.DE vs. IQSA.DE - Sharpe Ratio Comparison

The current IVAI.DE Sharpe Ratio is 2.08, which is comparable to the IQSA.DE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of IVAI.DE and IQSA.DE, 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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Sharpe Ratios by Period


IVAI.DEIQSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

2.34

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

0.94

+0.16

Drawdowns

IVAI.DE vs. IQSA.DE - Drawdown Comparison

The maximum IVAI.DE drawdown since its inception was -34.16%, roughly equal to the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for IVAI.DE and IQSA.DE.


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Drawdown Indicators


IVAI.DEIQSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.16%

-34.11%

-0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-23.74%

-6.20%

-17.54%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-3.53%

-0.33%

-3.20%

Average Drawdown

Average peak-to-trough decline

-11.30%

-4.38%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.45%

1.57%

+10.88%

Volatility

IVAI.DE vs. IQSA.DE - Volatility Comparison

Invesco Artificial Intelligence Enablers UCITS ETF (IVAI.DE) has a higher volatility of 11.14% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that IVAI.DE's price experiences larger fluctuations and is considered to be riskier than IQSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVAI.DEIQSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.14%

3.32%

+7.82%

Volatility (6M)

Calculated over the trailing 6-month period

20.25%

8.85%

+11.40%

Volatility (1Y)

Calculated over the trailing 1-year period

35.34%

12.17%

+23.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

14.71%

+21.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.39%

16.74%

+19.65%

IVAI.DE vs. IQSA.DE - Expense Ratio Comparison

IVAI.DE has a 0.35% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.


Dividends

IVAI.DE vs. IQSA.DE - Dividend Comparison

Neither IVAI.DE nor IQSA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IVAI.DE and IQSA.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IVAI.DE.

IVAI.DE is categorized as Technology Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.35% for IVAI.DE and 0.30% for IQSA.DE.

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