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iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) Sharpe Ratio: 2.38

IQQE.DE's Sharpe Ratio of 2.38 indicates that for each unit of volatility, it generates 2.38 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 8, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

IQQE.DE Sharpe Ratio Rank

IQQE.DE Sharpe Ratio Rank: 78.879
Above Average

IQQE.DE ranks above 78.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

IQQE.DE Sharpe Ratio Market Positioning

The chart shows IQQE.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.08 or lower
  • Yellow zone (middle 50%): 1.08 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 6.47+
  • Median: 1.83 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI EM UCITS ETF (Dist)'s Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how IQQE.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 8, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
5MVL.DEiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)3.32
H41E.DEHSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)3.05
EUNY.DEiShares Emerging Markets Dividend UCITS ETF2.98
EMXC.DELyxor MSCI Emerging Markets Ex China UCITS ETF - Acc2.72
AXQT.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc2.70
AXQE.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating2.65
UEF5.DEUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis2.63
UIMI.DEUBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis2.46
XMME.DEXtrackers MSCI Emerging Markets UCITS ETF 1C2.45
JREM.DEJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.44
IQQE.DEiShares MSCI EM UCITS ETF (Dist)2.38

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows IQQE.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IQQE.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore IQQE.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

IQQE.DE Sortino Ratio