XWQS.L vs. IQSA.L
Compare and contrast key facts about Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L).
XWQS.L and IQSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWQS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Quality Low Carbon SRI Screened Select Index. It was launched on Jul 5, 2023. IQSA.L is an actively managed fund by Invesco. It was launched on Sep 7, 2022.
Performance
XWQS.L vs. IQSA.L - Performance Comparison
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XWQS.L vs. IQSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWQS.L Xtrackers MSCI World Quality ESG UCITS ETF 1C | -0.78% | 9.12% | 20.95% | -12.78% |
IQSA.L Invesco Global Active ESG Equity UCITS ETF USD Acc | 1.93% | 13.93% | 24.97% | 8.82% |
Different Trading Currencies
XWQS.L is traded in GBP, while IQSA.L is traded in USD. To make them comparable, the IQSA.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWQS.L achieves a -0.78% return, which is significantly lower than IQSA.L's 1.93% return.
XWQS.L
- 1D
- 2.09%
- 1M
- -4.29%
- YTD
- -0.78%
- 6M
- 4.37%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQSA.L
- 1D
- 3.07%
- 1M
- -2.12%
- YTD
- 1.93%
- 6M
- 7.19%
- 1Y
- 21.44%
- 3Y*
- 18.10%
- 5Y*
- 13.87%
- 10Y*
- —
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XWQS.L vs. IQSA.L - Expense Ratio Comparison
XWQS.L has a 0.25% expense ratio, which is lower than IQSA.L's 0.30% expense ratio.
Return for Risk
XWQS.L vs. IQSA.L — Risk / Return Rank
XWQS.L
IQSA.L
XWQS.L vs. IQSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L). 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.
| XWQS.L | IQSA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 1.33 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.88 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 3.38 | -1.16 |
Martin ratioReturn relative to average drawdown | 8.79 | 12.23 | -3.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWQS.L | IQSA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 1.33 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.78 | -0.52 |
Correlation
The correlation between XWQS.L and IQSA.L is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XWQS.L vs. IQSA.L - Dividend Comparison
Neither XWQS.L nor IQSA.L has paid dividends to shareholders.
Drawdowns
XWQS.L vs. IQSA.L - Drawdown Comparison
The maximum XWQS.L drawdown since its inception was -23.95%, smaller than the maximum IQSA.L drawdown of -26.59%. Use the drawdown chart below to compare losses from any high point for XWQS.L and IQSA.L.
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Drawdown Indicators
| XWQS.L | IQSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.95% | -34.64% | +10.69% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -11.76% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.67% | — |
Current DrawdownCurrent decline from peak | -4.93% | -4.95% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -5.01% | -2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.13% | -0.15% |
Volatility
XWQS.L vs. IQSA.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) is 4.41%, while Invesco Global Active ESG Equity UCITS ETF USD Acc (IQSA.L) has a volatility of 6.14%. This indicates that XWQS.L experiences smaller price fluctuations and is considered to be less risky than IQSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWQS.L | IQSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 6.14% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 9.90% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 16.05% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 15.25% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 17.07% | +1.90% |