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UCLA.DE vs. IQSA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UCLA.DE vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco USD AAA CLO UCITS ETF Acc (UCLA.DE) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE). The values are adjusted to include any dividend payments, if applicable.

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UCLA.DE vs. IQSA.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, UCLA.DE achieves a 2.36% return, which is significantly higher than IQSA.DE's 1.26% return.


UCLA.DE

1D
-0.69%
1M
0.81%
YTD
2.36%
6M
3.20%
1Y
-2.33%
3Y*
5Y*
10Y*

IQSA.DE

1D
2.65%
1M
-2.44%
YTD
1.26%
6M
6.65%
1Y
16.20%
3Y*
18.40%
5Y*
13.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UCLA.DE vs. IQSA.DE - Expense Ratio Comparison

UCLA.DE has a 0.25% expense ratio, which is lower than IQSA.DE's 0.30% expense ratio.


Return for Risk

UCLA.DE vs. IQSA.DE — Risk / Return Rank

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

UCLA.DE
UCLA.DE Risk / Return Rank: 66
Overall Rank
UCLA.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UCLA.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
UCLA.DE Omega Ratio Rank: 55
Omega Ratio Rank
UCLA.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
UCLA.DE Martin Ratio Rank: 77
Martin Ratio Rank

IQSA.DE
IQSA.DE Risk / Return Rank: 5959
Overall Rank
IQSA.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IQSA.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
IQSA.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IQSA.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQSA.DE Martin Ratio Rank: 7474
Martin Ratio Rank
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.

UCLA.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD AAA CLO UCITS ETF Acc (UCLA.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.


UCLA.DEIQSA.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.32

0.96

-1.29

Sortino ratio

Return per unit of downside risk

-0.39

1.38

-1.77

Omega ratio

Gain probability vs. loss probability

0.95

1.20

-0.25

Calmar ratio

Return relative to maximum drawdown

-0.31

1.97

-2.28

Martin ratio

Return relative to average drawdown

-0.52

8.44

-8.96

UCLA.DE vs. IQSA.DE - Sharpe Ratio Comparison

The current UCLA.DE Sharpe Ratio is -0.32, which is lower than the IQSA.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of UCLA.DE and IQSA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UCLA.DEIQSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

0.96

-1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

0.83

-1.49

Correlation

The correlation between UCLA.DE and IQSA.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

UCLA.DE vs. IQSA.DE - Dividend Comparison

Neither UCLA.DE nor IQSA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UCLA.DE vs. IQSA.DE - Drawdown Comparison

The maximum UCLA.DE drawdown since its inception was -10.36%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for UCLA.DE and IQSA.DE.


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Drawdown Indicators


UCLA.DEIQSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.36%

-34.11%

+23.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-13.18%

+6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

Current Drawdown

Current decline from peak

-5.80%

-3.17%

-2.63%

Average Drawdown

Average peak-to-trough decline

-7.24%

-4.47%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

1.94%

+1.63%

Volatility

UCLA.DE vs. IQSA.DE - Volatility Comparison

The current volatility for Invesco USD AAA CLO UCITS ETF Acc (UCLA.DE) is 2.22%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a volatility of 5.04%. This indicates that UCLA.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.


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Volatility by Period


UCLA.DEIQSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

5.04%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

8.93%

-4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

7.15%

16.77%

-9.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.38%

14.68%

-7.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.38%

16.83%

-9.45%