LVLC.DE vs. IQSA.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both Global Equities funds from Invesco. LVLC.DE is passively managed, while IQSA.DE is actively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 22.03%/yr for IQSA.DE. Their correlation of 0.86 suggests significant overlap in exposure. LVLC.DE charges 0.25%/yr vs 0.30%/yr for IQSA.DE.
Performance
LVLC.DE vs. IQSA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than IQSA.DE's 14.81% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 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*
- —
LVLC.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -2.01% |
Correlation
The correlation between LVLC.DE and IQSA.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.86 |
The correlation between LVLC.DE and IQSA.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LVLC.DE vs. IQSA.DE — Risk / Return Rank
LVLC.DE
IQSA.DE
LVLC.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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.
| LVLC.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.60 | -2.80 |
| Martin ratioReturn relative to average drawdown | 6.55 | 18.23 | -11.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LVLC.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.34 | -1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.94 | +0.02 |
Drawdowns
LVLC.DE vs. IQSA.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and IQSA.DE.
Loading charts...
Drawdown Indicators
| LVLC.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -34.11% | +18.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -6.20% | +0.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -21.35% | +5.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.35% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.33% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -4.38% | +1.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.57% | -0.01% |
Volatility
LVLC.DE vs. IQSA.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a volatility of 3.32%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than IQSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LVLC.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.32% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 8.85% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 12.17% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 14.71% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 16.74% | -6.17% |
LVLC.DE vs. IQSA.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
LVLC.DE vs. IQSA.DE - Dividend Comparison
Neither LVLC.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and IQSA.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQSA.DE.
Their fees differ too: 0.25% for LVLC.DE and 0.30% for IQSA.DE.
Find the right allocation for LVLC.DE and IQSA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer