PortfoliosLab logoPortfoliosLab logo
DXS6.DE vs. IQQX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXS6.DE vs. IQQX.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 Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DXS6.DE achieves a 8.45% return, which is significantly lower than IQQX.DE's 16.83% return. Both investments have delivered pretty close results over the past 10 years, with DXS6.DE having a 6.42% annualized return and IQQX.DE not far behind at 6.31%.


DXS6.DE

1D
-0.19%
1M
3.28%
6M
5.71%
YTD
8.45%
1Y
13.32%
3Y*
10.25%
5Y*
5.45%
10Y*
6.42%

IQQX.DE

1D
-0.47%
1M
2.77%
6M
10.23%
YTD
16.83%
1Y
33.62%
3Y*
19.40%
5Y*
11.24%
10Y*
6.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DXS6.DE
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc)
8.45%6.37%13.01%1.46%-1.97%12.85%-3.11%21.25%-6.24%10.26%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
16.83%15.53%12.86%9.57%3.14%12.66%-18.44%17.50%-10.58%2.65%

Correlation

The correlation between DXS6.DE and IQQX.DE is 0.62, 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

0.62

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

0.71

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

0.74

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

0.80

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

0.81

The correlation between DXS6.DE and IQQX.DE shifts across timeframes, from 0.62 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DXS6.DE vs. IQQX.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: 3030
Overall Rank
DXS6.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DXS6.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
DXS6.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DXS6.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
DXS6.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IQQX.DE
IQQX.DE Risk / Return Rank: 9494
Overall Rank
IQQX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IQQX.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
IQQX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
IQQX.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IQQX.DE Martin Ratio Rank: 9292
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. IQQX.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 Asia Pacific Dividend UCITS ETF (IQQX.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.DEIQQX.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

1.16

1.56

-0.40

Calmar ratioReturn relative to maximum drawdown

1.44

5.44

-4.00

Martin ratioReturn relative to average drawdown

3.63

17.70

-14.07

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

The current DXS6.DE Sharpe Ratio is 0.87, which is lower than the IQQX.DE Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of DXS6.DE and IQQX.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.


Loading charts...

Drawdowns

DXS6.DE vs. IQQX.DE - Drawdown Comparison

The maximum DXS6.DE drawdown since its inception was -36.97%, smaller than the maximum IQQX.DE drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for DXS6.DE and IQQX.DE.


Loading charts...

Drawdown Indicators


DXS6.DEIQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.97%

-65.93%

+28.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-6.15%

-3.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-20.22%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.92%

-20.22%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.97%

-42.72%

+5.75%

Current Drawdown

Current decline from peak

-2.31%

-0.47%

-1.84%

Average Drawdown

Average peak-to-trough decline

-7.77%

-11.34%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

1.89%

+1.77%

Volatility

DXS6.DE vs. IQQX.DE - Volatility Comparison

Xtrackers MSCI Pacific ex Japan Screened UCITS ETF (Acc) (DXS6.DE) has a higher volatility of 4.68% compared to iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) at 2.27%. This indicates that DXS6.DE's price experiences larger fluctuations and is considered to be riskier than IQQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DXS6.DEIQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

2.27%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.11%

8.60%

+3.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

10.93%

+4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

13.01%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

15.60%

+1.14%

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

DXS6.DE has a 0.25% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.


Dividends

DXS6.DE vs. IQQX.DE - Dividend Comparison

DXS6.DE has not paid dividends to shareholders, while IQQX.DE's dividend yield for the trailing twelve months is around 4.08%.


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%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
4.08%4.23%5.20%5.82%7.03%5.39%3.68%5.44%5.91%4.76%4.39%5.38%

Frequently Asked Questions


DXS6.DE and IQQX.DE have a correlation of 0.62, 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 0.59% for IQQX.DE.

DXS6.DE tracks MSCI Pacific ex Japan Select Screened Index, while IQQX.DE tracks Dow Jones Asia/Pacific Select Dividend 50. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for DXS6.DE and 0.59% for IQQX.DE.

Portfolio Optimizer

Find the right allocation for DXS6.DE and IQQX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer