SQS vs. KLMT

Last updated Jun 6, 2026

SQS (Sapient Quality Select ETF) and KLMT (Invesco MSCI Global Climate 500 ETF) are both Global Equities funds. SQS is actively managed, while KLMT is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. SQS charges 0.80%/yr vs 0.10%/yr for KLMT.

Performance

SQS vs. KLMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sapient Quality Select ETF (SQS) and Invesco MSCI Global Climate 500 ETF (KLMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SQS

• 1D: -3.19%
• 1M: -1.11%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

KLMT

• 1D: -3.02%
• 1M: 0.26%
• YTD: 9.02%
• 6M: 9.54%
• 1Y: 23.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SQS vs. KLMT - Yearly Performance Comparison

	2026 (YTD)
SQS Sapient Quality Select ETF	8.21%
KLMT Invesco MSCI Global Climate 500 ETF	9.52%

Correlation

The correlation between SQS and KLMT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.94

Return for Risk

SQS vs. KLMT — Risk / Return Rank

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

KLMT

KLMT Risk / Return Rank: 61
KLMT Sharpe Ratio Rank: 61
KLMT Sortino Ratio Rank: 60
KLMT Omega Ratio Rank: 61
KLMT Calmar Ratio Rank: 56
KLMT Martin Ratio Rank: 65

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.

SQS vs. KLMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) and Invesco MSCI Global Climate 500 ETF (KLMT). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SQS	KLMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.24	1.16	+1.08

Drawdowns

SQS vs. KLMT - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.18%, smaller than the maximum KLMT drawdown of -16.87%. Use the drawdown chart below to compare losses from any high point for SQS and KLMT.

Drawdown Indicators

	SQS	KLMT	Difference
Max Drawdown Largest peak-to-trough decline	-7.18%	-16.87%	+9.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.54%	—
Current Drawdown Current decline from peak	-4.14%	-3.45%	-0.69%
Average Drawdown Average peak-to-trough decline	-1.20%	-1.91%	+0.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.20%	—

Volatility

Volatility by Period

	SQS	KLMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.82%	12.99%	+5.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.82%	15.97%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.82%	15.97%	+2.85%

SQS vs. KLMT - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is higher than KLMT's 0.10% expense ratio.

Dividends

SQS vs. KLMT - Dividend Comparison

SQS has not paid dividends to shareholders, while KLMT's dividend yield for the trailing twelve months is around 1.80%.

Position	TTM	2025	2024
KLMT Invesco MSCI Global Climate 500 ETF	1.80%	1.95%	0.85%
SQS Sapient Quality Select ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SQS and KLMT in my portfolio?

With a correlation of 0.94, SQS and KLMT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, SQS or KLMT?

On fees, KLMT is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SQS or KLMT?

KLMT is cheaper with a 0.10% expense ratio, compared with 0.80% for SQS.

Which ETF pays a higher dividend yield, SQS or KLMT?

KLMT has the higher dividend yield at 1.80%, compared with 0.00% for SQS.

What is the main difference between SQS and KLMT?

They also come from different issuers: Sapient and Invesco. Their fees differ too: 0.80% for SQS and 0.10% for KLMT.