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EART.L vs. IQQP.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EART.L vs. IQQP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and iShares European Property Yield UCITS ETF (IQQP.DE). The values are adjusted to include any dividend payments, if applicable.

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EART.L vs. IQQP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EART.L
Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc
-0.76%2.88%-4.87%6.69%-26.52%-3.52%
IQQP.DE
iShares European Property Yield UCITS ETF
1.69%14.20%-5.14%15.45%-33.79%-3.73%
Different Trading Currencies

EART.L is traded in GBP, while IQQP.DE is traded in EUR. To make them comparable, the IQQP.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EART.L achieves a -0.76% return, which is significantly lower than IQQP.DE's 1.69% return.


EART.L

1D
0.06%
1M
-3.02%
YTD
-0.76%
6M
-0.39%
1Y
4.23%
3Y*
0.54%
5Y*
10Y*

IQQP.DE

1D
3.25%
1M
-8.21%
YTD
1.69%
6M
2.26%
1Y
14.97%
3Y*
11.36%
5Y*
-1.65%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EART.L vs. IQQP.DE - Expense Ratio Comparison

EART.L has a 0.20% expense ratio, which is lower than IQQP.DE's 0.40% expense ratio.


Return for Risk

EART.L vs. IQQP.DE — Risk / Return Rank

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

EART.L
EART.L Risk / Return Rank: 2626
Overall Rank
EART.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EART.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EART.L Omega Ratio Rank: 2323
Omega Ratio Rank
EART.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
EART.L Martin Ratio Rank: 2525
Martin Ratio Rank

IQQP.DE
IQQP.DE Risk / Return Rank: 2828
Overall Rank
IQQP.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IQQP.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
IQQP.DE Omega Ratio Rank: 2828
Omega Ratio Rank
IQQP.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IQQP.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.

EART.L vs. IQQP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) and iShares European Property Yield UCITS ETF (IQQP.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.


EART.LIQQP.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.87

-0.31

Sortino ratio

Return per unit of downside risk

0.86

1.31

-0.45

Omega ratio

Gain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratio

Return relative to maximum drawdown

0.77

1.01

-0.23

Martin ratio

Return relative to average drawdown

2.10

3.76

-1.66

EART.L vs. IQQP.DE - Sharpe Ratio Comparison

The current EART.L Sharpe Ratio is 0.56, which is lower than the IQQP.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EART.L and IQQP.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EART.LIQQP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.87

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

0.15

-0.71

Correlation

The correlation between EART.L and IQQP.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EART.L vs. IQQP.DE - Dividend Comparison

EART.L has not paid dividends to shareholders, while IQQP.DE's dividend yield for the trailing twelve months is around 2.86%.


TTM20252024202320222021202020192018201720162015
EART.L
Lyxor Euro Government Green Bond (DR) 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%
IQQP.DE
iShares European Property Yield UCITS ETF
2.86%2.89%2.75%2.65%4.34%2.07%2.64%2.92%3.33%2.83%2.61%2.62%

Drawdowns

EART.L vs. IQQP.DE - Drawdown Comparison

The maximum EART.L drawdown since its inception was -35.57%, smaller than the maximum IQQP.DE drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for EART.L and IQQP.DE.


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Drawdown Indicators


EART.LIQQP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.57%

-64.70%

+29.13%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-15.07%

+9.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.34%

Max Drawdown (10Y)

Largest decline over 10 years

-50.23%

Current Drawdown

Current decline from peak

-28.84%

-26.14%

-2.70%

Average Drawdown

Average peak-to-trough decline

-25.63%

-20.11%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

4.37%

-2.19%

Volatility

EART.L vs. IQQP.DE - Volatility Comparison

The current volatility for Lyxor Euro Government Green Bond (DR) UCITS ETF - Acc (EART.L) is 2.92%, while iShares European Property Yield UCITS ETF (IQQP.DE) has a volatility of 7.72%. This indicates that EART.L experiences smaller price fluctuations and is considered to be less risky than IQQP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EART.LIQQP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

7.72%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.91%

11.88%

-6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

7.48%

17.15%

-9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.30%

21.74%

-10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.30%

19.59%

-8.29%