S6X0.DE vs. IQSA.DE
S6X0.DE (Invesco EURO STOXX 50 UCITS ETF Dist) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - S6X0.DE is a Europe Equities fund tracking the EURO STOXX 50, while IQSA.DE is a Global Equities fund actively managed by Invesco. S6X0.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, S6X0.DE returned 11.36%/yr vs 15.45%/yr for IQSA.DE. A 0.74 correlation means they provide meaningful diversification when combined. S6X0.DE charges 0.05%/yr vs 0.30%/yr for IQSA.DE.
Performance
S6X0.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6X0.DE achieves a 7.30% return, which is significantly lower than IQSA.DE's 14.81% return.
S6X0.DE
- 1D
- 0.75%
- 1M
- 1.98%
- YTD
- 7.30%
- 6M
- 8.70%
- 1Y
- 15.59%
- 3Y*
- 15.53%
- 5Y*
- 11.36%
- 10Y*
- 10.39%
IQSA.DE
- 1D
- -0.11%
- 1M
- 4.49%
- YTD
- 14.81%
- 6M
- 16.12%
- 1Y
- 28.39%
- 3Y*
- 22.03%
- 5Y*
- 15.45%
- 10Y*
- —
S6X0.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 7.30% | 22.02% | 10.94% | 22.42% | -8.98% | 23.10% | -3.21% | 14.44% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 14.81% | 9.64% | 29.92% | 20.24% | -9.32% | 35.68% | 0.13% | 13.13% |
Correlation
The correlation between S6X0.DE and IQSA.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 6, 2019 | 0.74 |
The correlation between S6X0.DE and IQSA.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
S6X0.DE vs. IQSA.DE — Risk / Return Rank
S6X0.DE
IQSA.DE
S6X0.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.
| S6X0.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.43 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 4.60 | -3.16 |
| Martin ratioReturn relative to average drawdown | 4.89 | 18.23 | -13.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S6X0.DE | IQSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.34 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.04 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.94 | -0.43 |
Drawdowns
S6X0.DE vs. IQSA.DE - Drawdown Comparison
The maximum S6X0.DE drawdown since its inception was -38.54%, which is greater than IQSA.DE's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for S6X0.DE and IQSA.DE.
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Drawdown Indicators
| S6X0.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.54% | -34.11% | -4.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -6.20% | -4.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -21.35% | +4.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.41% | -21.35% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -38.54% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -0.33% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -4.38% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.21% | 1.57% | +1.64% |
Volatility
S6X0.DE vs. IQSA.DE - Volatility Comparison
Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) has a higher volatility of 4.96% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.32%. This indicates that S6X0.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
| S6X0.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 3.32% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 8.85% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 12.17% | +3.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 14.71% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 16.74% | +3.86% |
S6X0.DE vs. IQSA.DE - Expense Ratio Comparison
S6X0.DE has a 0.05% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.
Dividends
S6X0.DE vs. IQSA.DE - Dividend Comparison
S6X0.DE's dividend yield for the trailing twelve months is around 2.78%, while IQSA.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQSA.DE 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% | 0.00% | 0.00% | 0.00% | 0.00% |
S6X0.DE Invesco EURO STOXX 50 UCITS ETF Dist | 2.78% | 2.99% | 3.38% | 3.17% | 3.10% | 2.47% | 2.53% | 3.48% | 3.69% | 2.92% | 3.18% | 3.05% |
Frequently Asked Questions
S6X0.DE and IQSA.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IQSA.DE.
S6X0.DE is categorized as Europe Equities, while IQSA.DE is Global Equities. Their fees differ too: 0.05% for S6X0.DE and 0.30% for IQSA.DE.
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