IVRA vs. QCON

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Real Assets ESG ETF (IVRA) and American Century Quality Convertible Securities ETF (QCON).

IVRA and QCON are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVRA is an actively managed fund by Invesco. It was launched on Dec 22, 2020. QCON is an actively managed fund by American Century. It was launched on Feb 16, 2021.

Performance

IVRA vs. QCON - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Assets ESG ETF (IVRA) and American Century Quality Convertible Securities ETF (QCON). The values are adjusted to include any dividend payments, if applicable.

IVRA vs. QCON - Yearly Performance Comparison

	2026 (YTD)
IVRA Invesco Real Assets ESG ETF	4.87%
QCON American Century Quality Convertible Securities ETF	0.00%

Returns By Period

IVRA

• 1D: 0.00%
• 1M: 0.00%
• YTD: 11.70%
• 6M: 10.98%
• 1Y: 16.21%
• 3Y*: 14.07%
• 5Y*: 9.85%
• 10Y*: —

QCON

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IVRA vs. QCON - Expense Ratio Comparison

IVRA has a 0.59% expense ratio, which is higher than QCON's 0.32% expense ratio.

IVRA

Invesco Real Assets ESG ETF

QCON

American Century Quality Convertible Securities ETF

Return for Risk

IVRA vs. QCON — Risk / Return Rank

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

IVRA

IVRA Risk / Return Rank: 66
IVRA Sharpe Ratio Rank: 67
IVRA Sortino Ratio Rank: 66
IVRA Omega Ratio Rank: 68
IVRA Calmar Ratio Rank: 54
IVRA Martin Ratio Rank: 74

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.

IVRA vs. QCON - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Assets ESG ETF (IVRA) and American Century Quality Convertible Securities ETF (QCON). 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.

	IVRA	QCON	Difference
Sharpe ratio Return per unit of total volatility	1.16	—	—
Sortino ratio Return per unit of downside risk	1.65	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	1.36	—	—
Martin ratio Return relative to average drawdown	7.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IVRA	QCON	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	—	—

Dividends

IVRA vs. QCON - Dividend Comparison

IVRA's dividend yield for the trailing twelve months is around 17.39%, while QCON has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
IVRA Invesco Real Assets ESG ETF	17.39%	5.68%	3.71%	2.47%	2.30%	3.01%
QCON American Century Quality Convertible Securities ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IVRA vs. QCON - Drawdown Comparison

The maximum IVRA drawdown since its inception was -25.99%, which is greater than QCON's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IVRA and QCON.

Drawdown Indicators

	IVRA	QCON	Difference
Max Drawdown Largest peak-to-trough decline	-25.99%	0.00%	-25.99%
Max Drawdown (1Y) Largest decline over 1 year	-12.39%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.99%	—	—
Current Drawdown Current decline from peak	-0.92%	0.00%	-0.92%
Average Drawdown Average peak-to-trough decline	-7.48%	0.00%	-7.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	—	—

Volatility

Volatility by Period

	IVRA	QCON	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.14%	0.00%	+14.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	0.00%	+16.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.66%	0.00%	+16.66%