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DXS6.DE vs. IQQK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXS6.DE vs. IQQK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.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, DXS6.DE achieves a 8.66% return, which is significantly lower than IQQK.DE's 76.68% return. Over the past 10 years, DXS6.DE has underperformed IQQK.DE with an annualized return of 6.48%, while IQQK.DE has yielded a comparatively higher 14.05% annualized return.


DXS6.DE

1D
1.61%
1M
3.90%
6M
6.17%
YTD
8.66%
1Y
13.34%
3Y*
10.04%
5Y*
5.49%
10Y*
6.48%

IQQK.DE

1D
-3.11%
1M
-17.96%
6M
57.63%
YTD
76.68%
1Y
146.35%
3Y*
37.87%
5Y*
15.71%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXS6.DE vs. IQQK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)
8.66%6.37%13.01%1.46%-1.97%12.85%-3.11%21.25%-6.24%10.26%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
76.68%77.57%-18.00%15.63%-24.03%-0.92%30.76%14.54%-18.10%28.00%

Correlation

The correlation between DXS6.DE and IQQK.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.40

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

0.49

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2009

0.63

Over the past year, the correlation between DXS6.DE and IQQK.DE has dropped to 0.30 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

DXS6.DE vs. IQQK.DE — Risk / Return Rank

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

DXS6.DE
DXS6.DE Risk / Return Rank: 2929
Overall Rank
DXS6.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DXS6.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXS6.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DXS6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
DXS6.DE Martin Ratio Rank: 3030
Martin Ratio Rank

IQQK.DE
IQQK.DE Risk / Return Rank: 9393
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9191
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9494
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.

DXS6.DE vs. IQQK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) and iShares MSCI Korea UCITS ETF (Dist) (IQQK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXS6.DEIQQK.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.47

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.16

1.48

-0.32

Calmar ratioReturn relative to maximum drawdown

1.44

6.54

-5.09

Martin ratioReturn relative to average drawdown

3.64

20.16

-16.52

DXS6.DE vs. IQQK.DE - Sharpe Ratio Comparison

The current DXS6.DE Sharpe Ratio is 0.87, which is lower than the IQQK.DE Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of DXS6.DE and IQQK.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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Drawdowns

DXS6.DE vs. IQQK.DE - Drawdown Comparison

The maximum DXS6.DE drawdown since its inception was -36.97%, smaller than the maximum IQQK.DE drawdown of -68.01%. Use the drawdown chart below to compare losses from any high point for DXS6.DE and IQQK.DE.


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Drawdown Indicators


DXS6.DEIQQK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-68.01%

+31.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-22.26%

+13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-30.43%

+10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-19.92%

-40.34%

+20.42%

Max Drawdown (10Y)

Largest decline over 10 years

-36.97%

-42.03%

+5.06%

Current Drawdown

Current decline from peak

-2.12%

-22.26%

+20.14%

Average Drawdown

Average peak-to-trough decline

-7.77%

-16.79%

+9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

7.23%

-3.57%

Volatility

DXS6.DE vs. IQQK.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) is 4.68%, while iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a volatility of 19.75%. This indicates that DXS6.DE experiences smaller price fluctuations and is considered to be less risky than IQQK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXS6.DEIQQK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

19.75%

-15.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

39.26%

-27.14%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

43.60%

-28.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

27.50%

-12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.75%

25.74%

-8.99%

DXS6.DE vs. IQQK.DE - Expense Ratio Comparison

DXS6.DE has a 0.25% expense ratio, which is lower than IQQK.DE's 0.74% expense ratio.


Dividends

DXS6.DE vs. IQQK.DE - Dividend Comparison

DXS6.DE has not paid dividends to shareholders, while IQQK.DE's dividend yield for the trailing twelve months is around 0.49%.


PositionTTM20252024202320222021202020192018201720162015
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (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%
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.49%0.85%1.28%1.14%1.41%1.33%0.77%1.26%1.09%0.74%0.63%0.44%

Frequently Asked Questions


DXS6.DE and IQQK.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXS6.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXS6.DE is cheaper with a 0.25% expense ratio, compared with 0.74% for IQQK.DE.

DXS6.DE is categorized as Asia Pacific Equities, while IQQK.DE is South Korea Equities. DXS6.DE tracks MSCI Pacific ex Japan Select Screened Index, while IQQK.DE tracks MSCI Korea 20/35. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for DXS6.DE and 0.74% for IQQK.DE.

Portfolio Optimizer

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