WTIZ.DE vs. IQSA.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and IQSA.DE (Invesco Global Active ESG Equity UCITS ETF USD Acc) are both exchange-traded funds - WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity, while IQSA.DE is a Global Equities fund actively managed by Invesco. WTIZ.DE is passively managed, while IQSA.DE is actively managed. Over the past 5 years, WTIZ.DE returned 14.48%/yr vs 15.57%/yr for IQSA.DE. A 0.64 correlation means they provide meaningful diversification when combined. WTIZ.DE charges 0.40%/yr vs 0.30%/yr for IQSA.DE.
Performance
WTIZ.DE vs. IQSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 19.47% return, which is significantly higher than IQSA.DE's 17.73% return.
WTIZ.DE
- 1D
- 0.18%
- 1M
- 2.40%
- YTD
- 19.47%
- 6M
- 19.73%
- 1Y
- 40.08%
- 3Y*
- 20.41%
- 5Y*
- 14.48%
- 10Y*
- 11.49%
IQSA.DE
- 1D
- 0.13%
- 1M
- 4.18%
- YTD
- 17.73%
- 6M
- 18.41%
- 1Y
- 34.22%
- 3Y*
- 22.76%
- 5Y*
- 15.57%
- 10Y*
- —
WTIZ.DE vs. IQSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 19.47% | 15.18% | 17.99% | 21.50% | -4.75% | 14.56% | -1.18% | 9.98% |
IQSA.DE Invesco Global Active ESG Equity UCITS ETF USD Acc | 17.73% | 9.64% | 29.92% | 20.23% | -9.31% | 35.68% | 0.13% | -2.66% |
Correlation
The correlation between WTIZ.DE and IQSA.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.64 |
The correlation between WTIZ.DE and IQSA.DE has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.
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Return for Risk
WTIZ.DE vs. IQSA.DE — Risk / Return Rank
WTIZ.DE
IQSA.DE
WTIZ.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
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.
| WTIZ.DE | IQSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.79 | 5.50 | -1.70 |
| Martin ratioReturn relative to average drawdown | 12.27 | 22.71 | -10.44 |
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Drawdowns
WTIZ.DE vs. IQSA.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -30.64%, smaller than the maximum IQSA.DE drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and IQSA.DE.
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Drawdown Indicators
| WTIZ.DE | IQSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.64% | -34.12% | +3.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -6.20% | -4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -21.35% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -21.35% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -30.64% | — | — |
Current DrawdownCurrent decline from peak | -2.66% | -0.23% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -4.78% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.50% | +1.76% |
Volatility
WTIZ.DE vs. IQSA.DE - Volatility Comparison
WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 5.31% compared to Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) at 3.12%. This indicates that WTIZ.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
| WTIZ.DE | IQSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 3.12% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 9.06% | +6.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 12.40% | +6.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 14.76% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 17.23% | +0.86% |
WTIZ.DE vs. IQSA.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.
Dividends
WTIZ.DE vs. IQSA.DE - Dividend Comparison
Neither WTIZ.DE nor IQSA.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and IQSA.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQSA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQSA.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for WTIZ.DE.
WTIZ.DE is categorized as Japan Equities, while IQSA.DE is Global Equities. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.40% for WTIZ.DE and 0.30% for IQSA.DE.
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