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AXQT.DE vs. 84X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQT.DE vs. 84X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AXQT.DE having a 40.98% return and 84X0.DE slightly lower at 40.37%.


AXQT.DE

1D
-0.87%
1M
7.44%
YTD
40.98%
6M
44.68%
1Y
69.43%
3Y*
5Y*
10Y*

84X0.DE

1D
-1.73%
1M
8.33%
YTD
40.37%
6M
44.02%
1Y
68.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQT.DE vs. 84X0.DE - Yearly Performance Comparison


Correlation

The correlation between AXQT.DE and 84X0.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2025

0.91

The correlation between AXQT.DE and 84X0.DE has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

AXQT.DE vs. 84X0.DE — Risk / Return Rank

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

AXQT.DE
AXQT.DE Risk / Return Rank: 9393
Overall Rank
AXQT.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AXQT.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
AXQT.DE Omega Ratio Rank: 9393
Omega Ratio Rank
AXQT.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
AXQT.DE Martin Ratio Rank: 9191
Martin Ratio Rank

84X0.DE
84X0.DE Risk / Return Rank: 9393
Overall Rank
84X0.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
84X0.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
84X0.DE Omega Ratio Rank: 9393
Omega Ratio Rank
84X0.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
84X0.DE Martin Ratio Rank: 9191
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.

AXQT.DE vs. 84X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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.


AXQT.DE84X0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.64

1.64

0.00

Calmar ratioReturn relative to maximum drawdown

6.01

5.88

+0.13

Martin ratioReturn relative to average drawdown

22.04

21.92

+0.12

AXQT.DE vs. 84X0.DE - Sharpe Ratio Comparison

The current AXQT.DE Sharpe Ratio is 3.62, which is comparable to the 84X0.DE Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of AXQT.DE and 84X0.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.


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Sharpe Ratios by Period


AXQT.DE84X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.62

3.52

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

2.20

1.77

+0.44

Drawdowns

AXQT.DE vs. 84X0.DE - Drawdown Comparison

The maximum AXQT.DE drawdown since its inception was -18.65%, smaller than the maximum 84X0.DE drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for AXQT.DE and 84X0.DE.


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Drawdown Indicators


AXQT.DE84X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-19.72%

+1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.49%

-11.66%

+0.17%

Current Drawdown

Current decline from peak

-2.23%

-2.49%

+0.26%

Average Drawdown

Average peak-to-trough decline

-3.07%

-2.70%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.13%

+0.01%

Volatility

AXQT.DE vs. 84X0.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc (AXQT.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) have volatilities of 8.70% and 8.41%, 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.


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Volatility by Period


AXQT.DE84X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

8.41%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.43%

16.93%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

19.11%

19.46%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.01%

17.11%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.01%

17.11%

+2.90%

AXQT.DE vs. 84X0.DE - Expense Ratio Comparison

AXQT.DE has a 0.27% expense ratio, which is higher than 84X0.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AXQT.DE vs. 84X0.DE - Dividend Comparison

Neither AXQT.DE nor 84X0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AXQT.DE and 84X0.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.27% for AXQT.DE.

AXQT.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned, while 84X0.DE tracks MSCI Emerging Markets ex China Index (Net). They also come from different issuers: AXA IM and iShares. Their fees differ too: 0.27% for AXQT.DE and 0.18% for 84X0.DE.

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