PortfoliosLab logoPortfoliosLab logo
APJX.DE vs. IQQX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

APJX.DE vs. IQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, APJX.DE achieves a 5.20% return, which is significantly lower than IQQX.DE's 13.33% return.


APJX.DE

1D
-0.66%
1M
-1.60%
YTD
5.20%
6M
6.14%
1Y
8.80%
3Y*
7.63%
5Y*
10Y*

IQQX.DE

1D
-0.33%
1M
-1.88%
YTD
13.33%
6M
13.65%
1Y
33.64%
3Y*
17.75%
5Y*
10.09%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

APJX.DE vs. IQQX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
APJX.DE
iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc
5.20%5.91%11.45%0.12%-6.30%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
13.33%14.78%12.48%8.98%-2.76%

Correlation

The correlation between APJX.DE and IQQX.DE is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.78

The correlation between APJX.DE and IQQX.DE has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

APJX.DE vs. IQQX.DE — Risk / Return Rank

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

APJX.DE
APJX.DE Risk / Return Rank: 2222
Overall Rank
APJX.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
APJX.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
APJX.DE Omega Ratio Rank: 2121
Omega Ratio Rank
APJX.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
APJX.DE Martin Ratio Rank: 2323
Martin Ratio Rank

IQQX.DE
IQQX.DE Risk / Return Rank: 9191
Overall Rank
IQQX.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQX.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
IQQX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IQQX.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
IQQX.DE Martin Ratio Rank: 9090
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.

APJX.DE vs. IQQX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.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.


APJX.DEIQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.40

Sortino ratioReturn per unit of downside risk

-3.21

Omega ratioGain probability vs. loss probability

1.13

1.57

-0.44

Calmar ratioReturn relative to maximum drawdown

1.04

5.55

-4.51

Martin ratioReturn relative to average drawdown

2.88

20.94

-18.07

APJX.DE vs. IQQX.DE - Sharpe Ratio Comparison

The current APJX.DE Sharpe Ratio is 0.70, which is lower than the IQQX.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of APJX.DE and IQQX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


APJX.DEIQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

3.10

-2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.21

+0.03

Drawdowns

APJX.DE vs. IQQX.DE - Drawdown Comparison

The maximum APJX.DE drawdown since its inception was -19.95%, smaller than the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for APJX.DE and IQQX.DE.


Loading charts...

Drawdown Indicators


APJX.DEIQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.95%

-69.45%

+49.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

-6.18%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-20.28%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

Current Drawdown

Current decline from peak

-5.71%

-2.62%

-3.09%

Average Drawdown

Average peak-to-trough decline

-6.34%

-14.55%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

1.64%

+1.41%

Volatility

APJX.DE vs. IQQX.DE - Volatility Comparison

iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc (APJX.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) have volatilities of 2.92% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


APJX.DEIQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.93%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

8.61%

+1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

11.06%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

13.01%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

15.75%

-0.86%

APJX.DE vs. IQQX.DE - Expense Ratio Comparison

APJX.DE has a 0.20% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.


Dividends

APJX.DE vs. IQQX.DE - Dividend Comparison

APJX.DE has not paid dividends to shareholders, while IQQX.DE's dividend yield for the trailing twelve months is around 3.12%.


PositionTTM20252024202320222021202020192018201720162015
APJX.DE
iShares MSCI Pacific ex-Japan ESG Enhanced UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
3.12%3.64%4.84%5.36%6.66%4.62%3.16%4.85%5.09%4.16%4.03%4.88%

Frequently Asked Questions


APJX.DE and IQQX.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, APJX.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

APJX.DE is cheaper with a 0.20% expense ratio, compared with 0.59% for IQQX.DE.

APJX.DE tracks MSCI Pacific ex Japan ESG Enhanced Focus, while IQQX.DE tracks Dow Jones Asia/Pacific Select Dividend 50. Their fees differ too: 0.20% for APJX.DE and 0.59% for IQQX.DE.

Portfolio Optimizer

Find the right allocation for APJX.DE and IQQX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer