PortfoliosLab logoPortfoliosLab logo
ECLM.DE vs. IQQI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECLM.DE vs. IQQI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and iShares Global Infrastructure UCITS ETF (IQQI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ECLM.DE achieves a 11.85% return, which is significantly lower than IQQI.DE's 16.52% return.


ECLM.DE

1D
0.00%
1M
-3.85%
6M
5.54%
YTD
11.85%
1Y
24.86%
3Y*
1.64%
5Y*
-2.06%
10Y*

IQQI.DE

1D
0.46%
1M
3.58%
6M
14.30%
YTD
16.52%
1Y
21.50%
3Y*
11.52%
5Y*
7.41%
10Y*
6.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECLM.DE vs. IQQI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
11.85%12.83%-11.47%1.02%-23.37%14.89%-8.53%
IQQI.DE
iShares Global Infrastructure UCITS ETF
16.52%0.56%14.53%-3.18%-0.38%26.94%-1.84%

Correlation

The correlation between ECLM.DE and IQQI.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.10

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

0.28

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

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.36

Over the past year, the correlation between ECLM.DE and IQQI.DE has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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

ECLM.DE vs. IQQI.DE — Risk / Return Rank

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

ECLM.DE
ECLM.DE Risk / Return Rank: 3131
Overall Rank
ECLM.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ECLM.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
ECLM.DE Omega Ratio Rank: 4141
Omega Ratio Rank
ECLM.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
ECLM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 8080
Overall Rank
IQQI.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 7676
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.

ECLM.DE vs. IQQI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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.


ECLM.DEIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.13

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.12

Calmar ratioReturn relative to maximum drawdown

1.26

4.45

-3.20

Martin ratioReturn relative to average drawdown

2.42

11.13

-8.70

ECLM.DE vs. IQQI.DE - Sharpe Ratio Comparison

The current ECLM.DE Sharpe Ratio is 0.85, which is lower than the IQQI.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ECLM.DE and IQQI.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

ECLM.DE vs. IQQI.DE - Drawdown Comparison

The maximum ECLM.DE drawdown since its inception was -49.88%, which is greater than IQQI.DE's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for ECLM.DE and IQQI.DE.


Loading charts...

Drawdown Indicators


ECLM.DEIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.88%

-42.24%

-7.64%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-4.81%

-14.96%

Max Drawdown (3Y)

Largest decline over 3 years

-36.17%

-14.75%

-21.42%

Max Drawdown (5Y)

Largest decline over 5 years

-49.88%

-24.82%

-25.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.16%

Current Drawdown

Current decline from peak

-20.70%

0.00%

-20.70%

Average Drawdown

Average peak-to-trough decline

-24.09%

-11.08%

-13.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

1.93%

+8.33%

Volatility

ECLM.DE vs. IQQI.DE - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.41% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 2.52%. This indicates that ECLM.DE's price experiences larger fluctuations and is considered to be riskier than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ECLM.DEIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

2.52%

+3.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

8.62%

+6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

29.30%

10.84%

+18.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.23%

12.76%

+10.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

14.24%

+10.13%

ECLM.DE vs. IQQI.DE - Expense Ratio Comparison

Both ECLM.DE and IQQI.DE have an expense ratio of 0.65%.


Dividends

ECLM.DE vs. IQQI.DE - Dividend Comparison

ECLM.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 1.98%.


PositionTTM20252024202320222021202020192018201720162015
ECLM.DE
HANetf iClima Global Decarbonisation Enablers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQI.DE
iShares Global Infrastructure UCITS ETF
1.98%2.30%2.29%2.42%2.13%1.85%2.25%2.05%2.30%2.76%2.63%3.15%

Frequently Asked Questions


ECLM.DE and IQQI.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ECLM.DE and IQQI.DE have the same expense ratio: 0.65% per year.

ECLM.DE tracks iClima Global Decarbonisation Enablers, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: HANetf and iShares.

Portfolio Optimizer

Find the right allocation for ECLM.DE and IQQI.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