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AYEP.DE vs. IQQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEP.DE vs. IQQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and iShares Asia Property Yield UCITS ETF (IQQ4.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 AYEP.DE having a -5.35% return and IQQ4.DE slightly lower at -5.43%.


AYEP.DE

1D
-0.02%
1M
-6.11%
YTD
-5.35%
6M
-4.80%
1Y
4.48%
3Y*
0.62%
5Y*
-1.21%
10Y*

IQQ4.DE

1D
-0.01%
1M
-6.27%
YTD
-5.43%
6M
-4.59%
1Y
4.47%
3Y*
0.64%
5Y*
-1.23%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEP.DE vs. IQQ4.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
-5.35%15.89%-4.24%-5.46%-7.48%13.37%-16.64%19.27%-2.92%
IQQ4.DE
iShares Asia Property Yield UCITS ETF
-5.43%15.95%-4.23%-5.70%-6.92%13.08%-16.71%18.57%-2.11%

Correlation

The correlation between AYEP.DE and IQQ4.DE is 0.94, 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

0.94

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2018

0.94

The correlation between AYEP.DE and IQQ4.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

AYEP.DE vs. IQQ4.DE — Risk / Return Rank

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

AYEP.DE
AYEP.DE Risk / Return Rank: 1515
Overall Rank
AYEP.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AYEP.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
AYEP.DE Omega Ratio Rank: 1414
Omega Ratio Rank
AYEP.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
AYEP.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IQQ4.DE
IQQ4.DE Risk / Return Rank: 1515
Overall Rank
IQQ4.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IQQ4.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IQQ4.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IQQ4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IQQ4.DE Martin Ratio Rank: 1414
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.

AYEP.DE vs. IQQ4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and iShares Asia Property Yield UCITS ETF (IQQ4.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.


AYEP.DEIQQ4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.08

1.08

0.00

Calmar ratioReturn relative to maximum drawdown

0.36

0.36

0.00

Martin ratioReturn relative to average drawdown

1.10

1.10

0.00

AYEP.DE vs. IQQ4.DE - Sharpe Ratio Comparison

The current AYEP.DE Sharpe Ratio is 0.41, which is comparable to the IQQ4.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AYEP.DE and IQQ4.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


AYEP.DEIQQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.40

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.10

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.06

-0.06

Drawdowns

AYEP.DE vs. IQQ4.DE - Drawdown Comparison

The maximum AYEP.DE drawdown since its inception was -38.46%, smaller than the maximum IQQ4.DE drawdown of -66.50%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and IQQ4.DE.


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Drawdown Indicators


AYEP.DEIQQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-66.50%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-12.27%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-12.74%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-22.58%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-16.71%

-16.46%

-0.25%

Average Drawdown

Average peak-to-trough decline

-15.03%

-20.21%

+5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.06%

+0.01%

Volatility

AYEP.DE vs. IQQ4.DE - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) is 2.79%, while iShares Asia Property Yield UCITS ETF (IQQ4.DE) has a volatility of 2.96%. This indicates that AYEP.DE experiences smaller price fluctuations and is considered to be less risky than IQQ4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEP.DEIQQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.96%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

8.48%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

11.27%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

11.94%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

14.73%

+0.70%

AYEP.DE vs. IQQ4.DE - Expense Ratio Comparison

Both AYEP.DE and IQQ4.DE have an expense ratio of 0.59%.


Dividends

AYEP.DE vs. IQQ4.DE - Dividend Comparison

AYEP.DE has not paid dividends to shareholders, while IQQ4.DE's dividend yield for the trailing twelve months is around 3.74%.


PositionTTM20252024202320222021202020192018201720162015
AYEP.DE
iShares Asia Property Yield 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%
IQQ4.DE
iShares Asia Property Yield UCITS ETF
3.74%3.52%4.07%3.83%3.77%2.92%3.50%2.93%3.32%3.19%2.92%3.48%

Frequently Asked Questions


With a correlation of 0.94, AYEP.DE and IQQ4.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AYEP.DE and IQQ4.DE have the same expense ratio: 0.59% per year.

Both ETFs track FTSE EPRA/NAREIT Developed Asia Dividend+.

Portfolio Optimizer

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