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

Performance

ESGP.DE vs. IQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)20252024202320222021
ESGP.DE
HANetf AuAg ESG Gold Mining UCITS ETF
5.32%5.79%12.94%2.10%-2.36%2.35%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
11.26%14.78%12.48%8.98%2.81%0.89%

Returns By Period

In the year-to-date period, ESGP.DE achieves a 5.32% return, which is significantly lower than IQQX.DE's 11.26% return.


ESGP.DE

1D
2.12%
1M
-1.23%
YTD
5.32%
6M
5.34%
1Y
14.56%
3Y*
8.18%
5Y*
10Y*

IQQX.DE

1D
-0.09%
1M
-0.59%
YTD
11.26%
6M
18.24%
1Y
32.52%
3Y*
15.99%
5Y*
9.72%
10Y*
6.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

ESGP.DE has a 0.60% expense ratio, which is higher than IQQX.DE's 0.59% expense ratio.


Return for Risk

ESGP.DE vs. IQQX.DE — Risk / Return Rank

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

ESGP.DE
ESGP.DE Risk / Return Rank: 5959
Overall Rank
ESGP.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ESGP.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ESGP.DE Omega Ratio Rank: 5050
Omega Ratio Rank
ESGP.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ESGP.DE Martin Ratio Rank: 7272
Martin Ratio Rank

IQQX.DE
IQQX.DE Risk / Return Rank: 9494
Overall Rank
IQQX.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IQQX.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
IQQX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
IQQX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQX.DE Martin Ratio Rank: 9797
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.

ESGP.DE vs. IQQX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.


ESGP.DEIQQX.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.22

-1.30

Sortino ratio

Return per unit of downside risk

1.26

2.73

-1.47

Omega ratio

Gain probability vs. loss probability

1.20

1.46

-0.26

Calmar ratio

Return relative to maximum drawdown

2.90

6.01

-3.10

Martin ratio

Return relative to average drawdown

9.13

22.52

-13.39

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

The current ESGP.DE Sharpe Ratio is 0.93, which is lower than the IQQX.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ESGP.DE and IQQX.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.


Loading graphics...

Sharpe Ratios by Period


ESGP.DEIQQX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.22

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.21

+0.17

Correlation

The correlation between ESGP.DE and IQQX.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ESGP.DE vs. IQQX.DE - Dividend Comparison

ESGP.DE has not paid dividends to shareholders, while IQQX.DE's dividend yield for the trailing twelve months is around 3.18%.


TTM20252024202320222021202020192018201720162015
ESGP.DE
HANetf AuAg ESG Gold Mining 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%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF
3.18%3.64%4.84%5.36%6.66%4.62%3.16%4.85%5.09%4.16%4.03%4.88%

Drawdowns

ESGP.DE vs. IQQX.DE - Drawdown Comparison

The maximum ESGP.DE drawdown since its inception was -20.50%, smaller than the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for ESGP.DE and IQQX.DE.


Loading graphics...

Drawdown Indicators


ESGP.DEIQQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.50%

-69.45%

+48.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-11.23%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.78%

Current Drawdown

Current decline from peak

-3.99%

-3.25%

-0.74%

Average Drawdown

Average peak-to-trough decline

-5.43%

-14.66%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.65%

+0.36%

Volatility

ESGP.DE vs. IQQX.DE - Volatility Comparison

The current volatility for HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) is 4.39%, while iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) has a volatility of 4.88%. This indicates that ESGP.DE experiences smaller price fluctuations and is considered to be less risky than IQQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ESGP.DEIQQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.88%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.46%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.60%

14.60%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

12.97%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

15.84%

-1.27%