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EXSG.DE vs. IQQA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSG.DE vs. IQQA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and iShares Euro Dividend UCITS ETF (IQQA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EXSG.DE having a 7.97% return and IQQA.DE slightly lower at 7.95%. Both investments have delivered pretty close results over the past 10 years, with EXSG.DE having a 7.41% annualized return and IQQA.DE not far behind at 7.33%.


EXSG.DE

1D
0.33%
1M
1.17%
YTD
7.97%
6M
10.98%
1Y
20.85%
3Y*
20.16%
5Y*
9.16%
10Y*
7.41%

IQQA.DE

1D
0.27%
1M
1.04%
YTD
7.95%
6M
10.88%
1Y
20.58%
3Y*
19.98%
5Y*
9.05%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSG.DE vs. IQQA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSG.DE
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)
7.97%43.07%7.93%4.12%-13.46%23.87%-18.07%22.83%-11.04%10.11%
IQQA.DE
iShares Euro Dividend UCITS ETF
7.95%42.50%7.96%4.24%-13.42%23.41%-17.74%22.60%-11.42%10.01%

Correlation

The correlation between EXSG.DE and IQQA.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

1.00

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

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2006

0.89

The correlation between EXSG.DE and IQQA.DE shifts across timeframes, from 0.89 (all time) to 1.00 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXSG.DE vs. IQQA.DE — Risk / Return Rank

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

EXSG.DE
EXSG.DE Risk / Return Rank: 5353
Overall Rank
EXSG.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXSG.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
EXSG.DE Omega Ratio Rank: 5555
Omega Ratio Rank
EXSG.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EXSG.DE Martin Ratio Rank: 5050
Martin Ratio Rank

IQQA.DE
IQQA.DE Risk / Return Rank: 5353
Overall Rank
IQQA.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 5050
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.

EXSG.DE vs. IQQA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and iShares Euro Dividend UCITS ETF (IQQA.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.


EXSG.DEIQQA.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.71

2.67

+0.03

Martin ratioReturn relative to average drawdown

8.47

8.25

+0.22

EXSG.DE vs. IQQA.DE - Sharpe Ratio Comparison

The current EXSG.DE Sharpe Ratio is 1.80, which is comparable to the IQQA.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of EXSG.DE and IQQA.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.


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Sharpe Ratios by Period


EXSG.DEIQQA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.80

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.61

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.42

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.19

+0.08

Drawdowns

EXSG.DE vs. IQQA.DE - Drawdown Comparison

The maximum EXSG.DE drawdown since its inception was -70.80%, roughly equal to the maximum IQQA.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for EXSG.DE and IQQA.DE.


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Drawdown Indicators


EXSG.DEIQQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.80%

-71.63%

+0.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-7.83%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.86%

-12.87%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-24.69%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-42.23%

-1.22%

Current Drawdown

Current decline from peak

-1.33%

-1.54%

+0.21%

Average Drawdown

Average peak-to-trough decline

-21.25%

-22.73%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.54%

-0.03%

Volatility

EXSG.DE vs. IQQA.DE - Volatility Comparison

iShares EURO STOXX Select Dividend 30 UCITS ETF (DE) (EXSG.DE) and iShares Euro Dividend UCITS ETF (IQQA.DE) have volatilities of 3.34% and 3.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXSG.DEIQQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.40%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.52%

9.42%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

11.64%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

14.73%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.28%

+0.44%

EXSG.DE vs. IQQA.DE - Expense Ratio Comparison

EXSG.DE has a 0.32% expense ratio, which is lower than IQQA.DE's 0.40% expense ratio.


Dividends

EXSG.DE vs. IQQA.DE - Dividend Comparison

EXSG.DE's dividend yield for the trailing twelve months is around 4.10%, more than IQQA.DE's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
EXSG.DE
iShares EURO STOXX Select Dividend 30 UCITS ETF (DE)
4.10%4.47%5.94%5.72%5.29%3.91%3.22%4.60%5.06%7.36%4.78%4.24%
IQQA.DE
iShares Euro Dividend UCITS ETF
3.99%4.35%5.86%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%

Frequently Asked Questions


With a correlation of 0.99, EXSG.DE and IQQA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EXSG.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSG.DE is cheaper with a 0.32% expense ratio, compared with 0.40% for IQQA.DE.

EXSG.DE is categorized as Europe Equities, while IQQA.DE is Dividend. Both ETFs track EURO STOXX® Select Dividend 30. Their fees differ too: 0.32% for EXSG.DE and 0.40% for IQQA.DE.

Portfolio Optimizer

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