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XAT1.DE vs. IQSA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XAT1.DE vs. IQSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.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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XAT1.DE vs. IQSA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
-0.82%8.61%8.34%-0.02%-12.08%2.58%5.80%5.95%
IQSA.DE
Invesco Global Active ESG Equity UCITS ETF USD Acc
1.26%9.64%29.92%20.24%-9.32%35.68%0.13%13.13%

Returns By Period

In the year-to-date period, XAT1.DE achieves a -0.82% return, which is significantly lower than IQSA.DE's 1.26% return.


XAT1.DE

1D
1.12%
1M
-0.98%
YTD
-0.82%
6M
0.67%
1Y
5.93%
3Y*
9.23%
5Y*
0.84%
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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XAT1.DE vs. IQSA.DE - Expense Ratio Comparison

XAT1.DE has a 0.39% expense ratio, which is higher than IQSA.DE's 0.30% expense ratio.


Return for Risk

XAT1.DE vs. IQSA.DE — Risk / Return Rank

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

XAT1.DE
XAT1.DE Risk / Return Rank: 5757
Overall Rank
XAT1.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XAT1.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XAT1.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XAT1.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XAT1.DE Martin Ratio Rank: 5858
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.

XAT1.DE vs. IQSA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.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.


XAT1.DEIQSA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.96

+0.15

Sortino ratio

Return per unit of downside risk

1.51

1.38

+0.13

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.54

1.97

-0.43

Martin ratio

Return relative to average drawdown

6.56

8.44

-1.88

XAT1.DE vs. IQSA.DE - Sharpe Ratio Comparison

The current XAT1.DE Sharpe Ratio is 1.11, which is comparable to the IQSA.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XAT1.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


XAT1.DEIQSA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.96

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.89

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.83

-0.53

Correlation

The correlation between XAT1.DE and IQSA.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XAT1.DE vs. IQSA.DE - Dividend Comparison

XAT1.DE's dividend yield for the trailing twelve months is around 6.01%, while IQSA.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
XAT1.DE
Invesco AT1 Capital Bond ETF EUR Hedged Dist
6.01%5.95%6.40%6.17%6.02%4.42%5.23%5.59%2.63%
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%

Drawdowns

XAT1.DE vs. IQSA.DE - Drawdown Comparison

The maximum XAT1.DE drawdown since its inception was -28.95%, smaller than the maximum IQSA.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XAT1.DE and IQSA.DE.


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Drawdown Indicators


XAT1.DEIQSA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-34.11%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-13.18%

+8.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.74%

-21.35%

-6.39%

Current Drawdown

Current decline from peak

-2.00%

-3.17%

+1.17%

Average Drawdown

Average peak-to-trough decline

-6.50%

-4.47%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.94%

-1.04%

Volatility

XAT1.DE vs. IQSA.DE - Volatility Comparison

The current volatility for Invesco AT1 Capital Bond ETF EUR Hedged Dist (XAT1.DE) is 2.80%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.DE) has a volatility of 5.04%. This indicates that XAT1.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


XAT1.DEIQSA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

5.04%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

8.93%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

16.77%

-11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

14.68%

-6.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.30%

16.83%

-6.53%