DEGC.DE vs. IQQ0.DE
DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds. DEGC.DE is actively managed, while IQQ0.DE is passively managed. At a 0.38 correlation, their price movements are largely independent. DEGC.DE charges 0.26%/yr vs 0.30%/yr for IQQ0.DE.
Performance
DEGC.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEGC.DE achieves a 11.44% return, which is significantly higher than IQQ0.DE's 1.59% return.
DEGC.DE
- 1D
- 0.20%
- 1M
- 4.27%
- YTD
- 11.44%
- 6M
- 11.54%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
DEGC.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc) | 11.44% | 2.00% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -0.48% |
Correlation
The correlation between DEGC.DE and IQQ0.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.38 |
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Return for Risk
DEGC.DE vs. IQQ0.DE — Risk / Return Rank
DEGC.DE
IQQ0.DE
DEGC.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| DEGC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.04 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.82 | 0.76 | +2.06 |
Drawdowns
DEGC.DE vs. IQQ0.DE - Drawdown Comparison
The maximum DEGC.DE drawdown since its inception was -5.49%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for DEGC.DE and IQQ0.DE.
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Drawdown Indicators
| DEGC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.49% | -28.65% | +23.16% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.22% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.82% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.65% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -4.54% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.44% | — |
Volatility
DEGC.DE vs. IQQ0.DE - Volatility Comparison
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Volatility by Period
| DEGC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.53% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 5.36% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.55% | 7.78% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.55% | 10.08% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 11.62% | -2.07% |
DEGC.DE vs. IQQ0.DE - Expense Ratio Comparison
DEGC.DE has a 0.26% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
DEGC.DE vs. IQQ0.DE - Dividend Comparison
Neither DEGC.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
DEGC.DE and IQQ0.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEGC.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEGC.DE is cheaper with a 0.26% expense ratio, compared with 0.30% for IQQ0.DE.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.26% for DEGC.DE and 0.30% for IQQ0.DE.
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