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AYEP.DE vs. IQQ6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEP.DE vs. IQQ6.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 Developed Markets Property Yield UCITS ETF (IQQ6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AYEP.DE achieves a -5.35% return, which is significantly lower than IQQ6.DE's 8.43% return.


AYEP.DE

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

IQQ6.DE

1D
0.18%
1M
-0.06%
YTD
8.43%
6M
8.59%
1Y
9.23%
3Y*
6.05%
5Y*
1.95%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEP.DE vs. IQQ6.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%
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
8.43%-2.51%5.91%6.19%-19.35%36.59%-17.05%24.57%-6.34%

Correlation

The correlation between AYEP.DE and IQQ6.DE is 0.56, 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

0.56

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

0.59

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

0.60

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

0.62

The correlation between AYEP.DE and IQQ6.DE has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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Return for Risk

AYEP.DE vs. IQQ6.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

IQQ6.DE
IQQ6.DE Risk / Return Rank: 2525
Overall Rank
IQQ6.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQQ6.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQQ6.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IQQ6.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IQQ6.DE Martin Ratio Rank: 2727
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. IQQ6.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 Developed Markets Property Yield UCITS ETF (IQQ6.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.DEIQQ6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.08

1.15

-0.07

Calmar ratioReturn relative to maximum drawdown

0.36

1.20

-0.84

Martin ratioReturn relative to average drawdown

1.10

3.63

-2.53

AYEP.DE vs. IQQ6.DE - Sharpe Ratio Comparison

The current AYEP.DE Sharpe Ratio is 0.41, which is lower than the IQQ6.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of AYEP.DE and IQQ6.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.DEIQQ6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.83

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.13

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.22

-0.22

Drawdowns

AYEP.DE vs. IQQ6.DE - Drawdown Comparison

The maximum AYEP.DE drawdown since its inception was -38.46%, smaller than the maximum IQQ6.DE drawdown of -66.50%. Use the drawdown chart below to compare losses from any high point for AYEP.DE and IQQ6.DE.


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Drawdown Indicators


AYEP.DEIQQ6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-66.50%

+28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-7.63%

-4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-19.92%

+7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.65%

-29.62%

+6.97%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

Current Drawdown

Current decline from peak

-16.71%

-5.68%

-11.03%

Average Drawdown

Average peak-to-trough decline

-15.03%

-14.00%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

2.54%

+1.53%

Volatility

AYEP.DE vs. IQQ6.DE - Volatility Comparison

iShares Asia Property Yield UCITS ETF USD Acc (AYEP.DE) and iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) have volatilities of 2.79% and 2.78%, 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


AYEP.DEIQQ6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

2.78%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

8.20%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

11.05%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.71%

14.51%

-2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.36%

-0.93%

AYEP.DE vs. IQQ6.DE - Expense Ratio Comparison

Both AYEP.DE and IQQ6.DE have an expense ratio of 0.59%.


Dividends

AYEP.DE vs. IQQ6.DE - Dividend Comparison

AYEP.DE has not paid dividends to shareholders, while IQQ6.DE's dividend yield for the trailing twelve months is around 3.51%.


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%
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
3.51%3.61%3.37%3.39%3.91%2.51%3.58%3.24%4.53%3.49%3.45%3.27%

Frequently Asked Questions


AYEP.DE and IQQ6.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 IQQ6.DE have the same expense ratio: 0.59% per year.

AYEP.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+, while IQQ6.DE tracks FTSE EPRA/NAREIT Developed Dividend+.

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