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VIST vs. IQSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIST vs. IQSE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vista Oil & Gas, S.A.B. de C.V. (VIST) and Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VIST is traded in USD, while IQSE.DE is traded in EUR. To make them comparable, the IQSE.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIST achieves a 31.34% return, which is significantly higher than IQSE.DE's 10.81% return.


VIST

1D
-0.17%
1M
-6.77%
6M
30.32%
YTD
31.34%
1Y
43.42%
3Y*
34.65%
5Y*
73.54%
10Y*
ALL TIME*
34.06%

IQSE.DE

1D
-0.00%
1M
-1.17%
6M
10.77%
YTD
10.81%
1Y
25.32%
3Y*
22.32%
5Y*
12.68%
10Y*
ALL TIME*
14.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIST vs. IQSE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VIST
Vista Oil & Gas, S.A.B. de C.V.
31.34%-10.07%83.36%88.44%193.81%108.20%-67.39%-21.50%
IQSE.DE
Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc
10.81%34.37%17.03%26.28%-19.50%16.84%16.69%7.12%

Correlation

The correlation between VIST and IQSE.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2019

0.20

The correlation between VIST and IQSE.DE shifts across timeframes, from -0.11 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VIST vs. IQSE.DE — Risk / Return Rank

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

VIST
VIST Risk / Return Rank: 7272
Overall Rank
VIST Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VIST Sortino Ratio Rank: 7272
Sortino Ratio Rank
VIST Omega Ratio Rank: 6969
Omega Ratio Rank
VIST Calmar Ratio Rank: 7575
Calmar Ratio Rank
VIST Martin Ratio Rank: 7474
Martin Ratio Rank

IQSE.DE
IQSE.DE Risk / Return Rank: 8787
Overall Rank
IQSE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IQSE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQSE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IQSE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQSE.DE Martin Ratio Rank: 8989
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.

VIST vs. IQSE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vista Oil & Gas, S.A.B. de C.V. (VIST) and Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.

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.


VISTIQSE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

1.62

2.26

-0.64

Martin ratioReturn relative to average drawdown

3.57

9.06

-5.50

VIST vs. IQSE.DE - Sharpe Ratio Comparison

The current VIST Sharpe Ratio is 0.88, which is lower than the IQSE.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of VIST and IQSE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VIST vs. IQSE.DE - Drawdown Comparison

The maximum VIST drawdown since its inception was -81.19%, which is greater than IQSE.DE's maximum drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for VIST and IQSE.DE.


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Drawdown Indicators


VISTIQSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.19%

-35.60%

-45.59%

Max Drawdown (1Y)

Largest decline over 1 year

-26.95%

-11.16%

-15.79%

Max Drawdown (3Y)

Largest decline over 3 years

-43.36%

-15.26%

-28.10%

Max Drawdown (5Y)

Largest decline over 5 years

-43.36%

-35.60%

-7.76%

Current Drawdown

Current decline from peak

-19.36%

-2.09%

-17.27%

Average Drawdown

Average peak-to-trough decline

-28.08%

-6.82%

-21.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.22%

2.79%

+9.43%

Volatility

VIST vs. IQSE.DE - Volatility Comparison

Vista Oil & Gas, S.A.B. de C.V. (VIST) has a higher volatility of 10.46% compared to Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) at 3.86%. This indicates that VIST's price experiences larger fluctuations and is considered to be riskier than IQSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISTIQSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.46%

3.86%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

32.88%

12.30%

+20.58%

Volatility (1Y)

Calculated over the trailing 1-year period

49.96%

15.12%

+34.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.88%

18.94%

+32.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.86%

20.42%

+40.44%

Dividends

VIST vs. IQSE.DE - Dividend Comparison

Neither VIST nor IQSE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VIST and IQSE.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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