Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF
Ticker
IQSA.L
ISIN
IE00BJQRDN1
Price
USD 78.76
Change Today
-0.89 / -1.117 %
Price 1 year ago
58.65 / 34.288 %
Morningstar
5
52 Week Low
58.57
52 Week High
80.22
200 Day Moving Average 73.29
73.29
50-day Moving Average
77.57
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.17 |
| Sortino Ratio | 0.82 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -32.23 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 2.38 |
| Volatility | 3.294% |
| Alpha | +5.88 |
| Beta | -- |
| R Squared | +96.65 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 14.881% |
| Average Annual Volatility | 18.64% |
| Sharpe Ratio | 0.80 |
| Sortino Ratio | 0.84 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.43 |
Company information
Summary
The investment objective of the Fund is to achieve a long-term return in excess of the MSCI World Index (the “Benchmark”) by investing in an actively-managed portfolio of global equities that meet environmental, social, and corporate governance criteria (the “ESG Criteria”). In order to achieve the investment objective, the Fund will invest primarily in a portfolio of equity and equity-related securities of companies from developed markets worldwide. Securities are selected by the Sub-Investment Manager based on three criteria: 1) compliance with the Fund’s ESG Criteria, 2) attractiveness determined in accordance with the Sub-Investment Manager’s quantitative investment model, and 3) consistency between the portfolio’s expected risk characteristics and the Fund’s investment objectives.
Market
GB
Category
Global Large-Cap Blend Equity
Expense Ratio
0.60%
Fund family
Invesco Investment Management Limited
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 20.20% |
| Financial services | 18.61% |
| Healthcare | 13.06% |
| Industrials | 11.81% |
| Consumer defensive | 10.40% |
| Consumer cyclical | 10.06% |
| Communication services | 7.76% |
| Basic materials | 5.88% |
| Realestate | 1.64% |
| Utilities | 0.82% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MSFT | Microsoft Corp | 4.52% |
| AAPL | Apple Inc | 4.44% |
| NESN | Nestle SA | 1.8% |
| DPW.DE | Deutsche Post AG | 1.68% |
| DAI.DE | Daimler AG | 1.57% |
| ORCL | Oracle Corp | 1.49% |
| FB | Facebook Inc A | 1.35% |
| ADBE | Adobe Inc | 1.34% |
| PG | Procter & Gamble Co | 1.33% |
| AMAT | Applied Materials Inc | 1.3% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IQSA.L | Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF | IE00BJQRDN1 | LSE | 0.60% | 5 | +5.88 | -- |
| JPGL.L | JPM Global Equity Multi-Factor UCITS ETF | IE00BJRCLL9 | LSE | 0.19% | 4 | -- | -- |
| JPLG.L | JPM Global Equity Multi-Factor UCITS ETF | IE00BJRCLL9 | LSE | 0.19% | 4 | -- | -- |
| MFDX | PIMCO RAFI Dynamic Multi-Factor International Equity ETF | PCX | 0.39% | 4 | +3.06 | ||
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | PCX | 0.29% | 4 | +8.69 | ||
| VGIAX | Vanguard Quantitative Funds - Vanguard Growth and Income Fund | US037833100 | NAS | 4 | |||
| VSMV | VictoryShares US Multi-Factor Minimum Volatility ETF | US92647N691 | NGM | 0.35% | 4 | +4.09 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.