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DBX5.DE vs. IQQT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX5.DE vs. IQQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.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 investments are quite close, with DBX5.DE having a 69.45% return and IQQT.DE slightly higher at 70.08%. Both investments have delivered pretty close results over the past 10 years, with DBX5.DE having a 22.04% annualized return and IQQT.DE not far behind at 21.81%.


DBX5.DE

1D
-1.95%
1M
14.40%
YTD
69.45%
6M
74.72%
1Y
112.23%
3Y*
40.65%
5Y*
22.99%
10Y*
22.04%

IQQT.DE

1D
-1.61%
1M
14.31%
YTD
70.08%
6M
75.07%
1Y
111.86%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX5.DE vs. IQQT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
69.45%18.33%31.08%24.15%-25.19%37.79%24.51%39.18%-5.55%12.67%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-25.21%38.46%22.44%39.61%-5.81%12.48%

Correlation

The correlation between DBX5.DE and IQQT.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.94

The correlation between DBX5.DE and IQQT.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

DBX5.DE vs. IQQT.DE — Risk / Return Rank

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

DBX5.DE
DBX5.DE Risk / Return Rank: 9696
Overall Rank
DBX5.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBX5.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
DBX5.DE Omega Ratio Rank: 9595
Omega Ratio Rank
DBX5.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX5.DE Martin Ratio Rank: 9696
Martin Ratio Rank

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
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.

DBX5.DE vs. IQQT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.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.


DBX5.DEIQQT.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.74

1.72

+0.01

Calmar ratioReturn relative to maximum drawdown

12.09

12.46

-0.36

Martin ratioReturn relative to average drawdown

35.84

35.53

+0.31

DBX5.DE vs. IQQT.DE - Sharpe Ratio Comparison

The current DBX5.DE Sharpe Ratio is 4.62, which is comparable to the IQQT.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of DBX5.DE and IQQT.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


DBX5.DEIQQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.62

4.62

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

1.03

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

1.04

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.48

+0.06

Drawdowns

DBX5.DE vs. IQQT.DE - Drawdown Comparison

The maximum DBX5.DE drawdown since its inception was -55.28%, roughly equal to the maximum IQQT.DE drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and IQQT.DE.


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Drawdown Indicators


DBX5.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-57.60%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-8.93%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-31.65%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-32.51%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-32.62%

-32.51%

-0.11%

Current Drawdown

Current decline from peak

-1.97%

-1.61%

-0.36%

Average Drawdown

Average peak-to-trough decline

-11.61%

-12.71%

+1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

3.14%

-0.02%

Volatility

DBX5.DE vs. IQQT.DE - Volatility Comparison

Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.DE) have volatilities of 10.28% and 10.13%, 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


DBX5.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.28%

10.13%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

19.53%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

24.10%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

21.89%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

20.80%

-0.25%

DBX5.DE vs. IQQT.DE - Expense Ratio Comparison

DBX5.DE has a 0.65% expense ratio, which is lower than IQQT.DE's 0.74% expense ratio.


Dividends

DBX5.DE vs. IQQT.DE - Dividend Comparison

DBX5.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%

Frequently Asked Questions


With a correlation of 0.99, DBX5.DE and IQQT.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.

On fees, DBX5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBX5.DE is cheaper with a 0.65% expense ratio, compared with 0.74% for IQQT.DE.

DBX5.DE tracks MSCI Taiwan 20/35 Custom, while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.65% for DBX5.DE and 0.74% for IQQT.DE.

Portfolio Optimizer

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