EUNZ.DE vs. IQQ0.DE
Compare and contrast key facts about iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE).
EUNZ.DE and IQQ0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNZ.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility. It was launched on Nov 30, 2012. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. Both EUNZ.DE and IQQ0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNZ.DE or IQQ0.DE.
Key characteristics
| EUNZ.DE | IQQ0.DE | |
|---|---|---|
| YTD Return | 13.29% | 14.49% |
| 1Y Return | 16.23% | 16.71% |
| 3Y Return (Ann) | 2.94% | 6.02% |
| 5Y Return (Ann) | 3.28% | 5.95% |
| 10Y Return (Ann) | 4.04% | 10.08% |
| Sharpe Ratio | 1.74 | 2.37 |
| Sortino Ratio | 2.53 | 3.34 |
| Omega Ratio | 1.32 | 1.44 |
| Calmar Ratio | 1.54 | 2.27 |
| Martin Ratio | 13.73 | 13.96 |
| Ulcer Index | 1.17% | 1.25% |
| Daily Std Dev | 9.19% | 7.38% |
| Max Drawdown | -30.47% | -28.65% |
| Current Drawdown | -3.50% | -3.48% |
Correlation
The correlation between EUNZ.DE and IQQ0.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EUNZ.DE vs. IQQ0.DE - Performance Comparison
In the year-to-date period, EUNZ.DE achieves a 13.29% return, which is significantly lower than IQQ0.DE's 14.49% return. Over the past 10 years, EUNZ.DE has underperformed IQQ0.DE with an annualized return of 4.04%, while IQQ0.DE has yielded a comparatively higher 10.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUNZ.DE vs. IQQ0.DE - Expense Ratio Comparison
EUNZ.DE has a 0.40% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Risk-Adjusted Performance
EUNZ.DE vs. IQQ0.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
Dividends
EUNZ.DE vs. IQQ0.DE - Dividend Comparison
Neither EUNZ.DE nor IQQ0.DE has paid dividends to shareholders.
Drawdowns
EUNZ.DE vs. IQQ0.DE - Drawdown Comparison
The maximum EUNZ.DE drawdown since its inception was -30.47%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for EUNZ.DE and IQQ0.DE. For additional features, visit the drawdowns tool.
Volatility
EUNZ.DE vs. IQQ0.DE - Volatility Comparison
iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) has a higher volatility of 2.59% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 1.91%. This indicates that EUNZ.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.