EXXW.DE vs. IQQX.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE).

EXXW.DE and IQQX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXXW.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Mar 27, 2006. IQQX.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Jun 2, 2006. Both EXXW.DE and IQQX.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.

Performance

EXXW.DE vs. IQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	11.63%	15.94%	13.25%	9.56%	4.03%	12.54%	-18.74%	18.28%	-10.70%	2.63%
IQQX.DE iShares Asia Pacific Dividend UCITS ETF	11.37%	14.78%	12.48%	8.98%	2.81%	11.77%	-18.85%	16.80%	-11.26%	2.03%

Returns By Period

The year-to-date returns for both stocks are quite close, with EXXW.DE having a 11.63% return and IQQX.DE slightly lower at 11.37%. Over the past 10 years, EXXW.DE has outperformed IQQX.DE with an annualized return of 7.42%, while IQQX.DE has yielded a comparatively lower 6.64% annualized return.

EXXW.DE

• 1D: 1.91%
• 1M: -2.54%
• YTD: 11.63%
• 6M: 18.67%
• 1Y: 33.08%
• 3Y*: 17.32%
• 5Y*: 10.58%
• 10Y*: 7.42%

IQQX.DE

• 1D: 1.47%
• 1M: -2.71%
• YTD: 11.37%
• 6M: 18.35%
• 1Y: 31.20%
• 3Y*: 16.21%
• 5Y*: 9.74%
• 10Y*: 6.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

EXXW.DE has a 0.31% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.

IQQX.DE

iShares Asia Pacific Dividend UCITS ETF

EXXW.DE

iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)

Return for Risk

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

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

EXXW.DE

EXXW.DE Risk / Return Rank: 90
EXXW.DE Sharpe Ratio Rank: 89
EXXW.DE Sortino Ratio Rank: 89
EXXW.DE Omega Ratio Rank: 89
EXXW.DE Calmar Ratio Rank: 89
EXXW.DE Martin Ratio Rank: 94

IQQX.DE

IQQX.DE Risk / Return Rank: 91
IQQX.DE Sharpe Ratio Rank: 91
IQQX.DE Sortino Ratio Rank: 89
IQQX.DE Omega Ratio Rank: 93
IQQX.DE Calmar Ratio Rank: 86
IQQX.DE Martin Ratio Rank: 94

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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.

	EXXW.DE	IQQX.DE	Difference
Sharpe ratio Return per unit of total volatility	2.00	2.13	-0.13
Sortino ratio Return per unit of downside risk	2.62	2.62	0.00
Omega ratio Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio Return relative to maximum drawdown	3.10	2.91	+0.19
Martin ratio Return relative to average drawdown	14.96	14.79	+0.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current EXXW.DE Sharpe Ratio is 2.00, which is comparable to the IQQX.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of EXXW.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.

Sharpe Ratios by Period

	EXXW.DE	IQQX.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	2.13	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.74	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.42	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.21	+0.07

Correlation

The correlation between EXXW.DE and IQQX.DE is 0.84, 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

EXXW.DE vs. IQQX.DE - Dividend Comparison

EXXW.DE's dividend yield for the trailing twelve months is around 3.81%, more than IQQX.DE's 3.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	3.81%	4.60%	5.32%	5.98%	7.16%	5.56%	4.64%	5.67%	5.04%	7.91%	4.27%	5.52%
IQQX.DE iShares Asia Pacific Dividend UCITS ETF	3.17%	3.64%	4.84%	5.36%	6.66%	4.62%	3.16%	4.85%	5.09%	4.16%	4.03%	4.88%

Drawdowns

EXXW.DE vs. IQQX.DE - Drawdown Comparison

The maximum EXXW.DE drawdown since its inception was -66.89%, roughly equal to the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for EXXW.DE and IQQX.DE.

Drawdown Indicators

	EXXW.DE	IQQX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-66.89%	-69.45%	+2.56%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-14.19%	-0.11%
Max Drawdown (5Y) Largest decline over 5 years	-20.10%	-20.28%	+0.18%
Max Drawdown (10Y) Largest decline over 10 years	-41.88%	-42.78%	+0.90%
Current Drawdown Current decline from peak	-3.58%	-3.16%	-0.42%
Average Drawdown Average peak-to-trough decline	-11.63%	-14.66%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.21%	+0.08%

Volatility

EXXW.DE vs. IQQX.DE - Volatility Comparison

iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) have volatilities of 4.88% and 4.88%, 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.

Volatility by Period

	EXXW.DE	IQQX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	4.88%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	8.54%	+1.09%
Volatility (1Y) Calculated over the trailing 1-year period	16.49%	14.67%	+1.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	12.97%	+0.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.94%	15.85%	+0.09%