OMF vs. IQSA.L
OMF (OneMain Holdings, Inc.) is a stock, while IQSA.L (Invesco Global Active ESG Equity UCITS ETF USD Acc) is Global Equities fund actively managed by Invesco. Over the past 5 years, OMF returned 10.72%/yr vs 14.53%/yr for IQSA.L. At a 0.40 correlation, their price movements are largely independent.
Performance
OMF vs. IQSA.L - Performance Comparison
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Returns By Period
In the year-to-date period, OMF achieves a -4.17% return, which is significantly lower than IQSA.L's 14.47% return.
OMF
- 1D
- 3.16%
- 1M
- 12.73%
- YTD
- -4.17%
- 6M
- -5.66%
- 1Y
- 18.48%
- 3Y*
- 22.17%
- 5Y*
- 10.72%
- 10Y*
- 19.71%
IQSA.L
- 1D
- 0.33%
- 1M
- 0.94%
- YTD
- 14.47%
- 6M
- 14.29%
- 1Y
- 28.97%
- 3Y*
- 23.37%
- 5Y*
- 14.53%
- 10Y*
- —
OMF vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OMF OneMain Holdings, Inc. | -4.17% | 39.77% | 15.14% | 63.03% | -27.20% | 23.56% | 34.53% | 25.96% |
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.47% | 22.67% | 22.82% | 24.38% | -14.00% | 24.95% | 10.20% | 8.32% |
Correlation
The correlation between OMF and IQSA.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.40 |
The correlation between OMF and IQSA.L shifts across timeframes, from 0.25 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
OMF vs. IQSA.L — Risk / Return Rank
OMF
IQSA.L
OMF vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for OneMain Holdings, Inc. (OMF) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.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.
| OMF | IQSA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.33 | -2.71 |
| Martin ratioReturn relative to average drawdown | 1.37 | 14.21 | -12.84 |
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Drawdowns
OMF vs. IQSA.L - Drawdown Comparison
The maximum OMF drawdown since its inception was -68.66%, which is greater than IQSA.L's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for OMF and IQSA.L.
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Drawdown Indicators
| OMF | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.66% | -34.64% | -34.02% |
Max Drawdown (1Y)Largest decline over 1 year | -29.68% | -8.65% | -21.03% |
Max Drawdown (3Y)Largest decline over 3 years | -29.94% | -16.99% | -12.95% |
Max Drawdown (5Y)Largest decline over 5 years | -47.93% | -25.67% | -22.26% |
Max Drawdown (10Y)Largest decline over 10 years | -68.66% | — | — |
Current DrawdownCurrent decline from peak | -9.30% | -1.18% | -8.12% |
Average DrawdownAverage peak-to-trough decline | -24.25% | -4.88% | -19.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.57% | 2.03% | +11.54% |
Volatility
OMF vs. IQSA.L - Volatility Comparison
OneMain Holdings, Inc. (OMF) has a higher volatility of 8.55% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) at 4.06%. This indicates that OMF's price experiences larger fluctuations and is considered to be riskier than IQSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OMF | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.55% | 4.06% | +4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 21.59% | 10.68% | +10.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.08% | 13.30% | +15.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.59% | 16.56% | +19.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.86% | 18.03% | +27.83% |
Dividends
OMF vs. IQSA.L - Dividend Comparison
OMF's dividend yield for the trailing twelve months is around 6.72%, while IQSA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMF OneMain Holdings, Inc. | 6.72% | 6.17% | 7.90% | 8.13% | 11.41% | 19.08% | 12.33% | 7.12% |
Frequently Asked Questions
OMF and IQSA.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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