IBC6.DE vs. IQQX.DE

Last updated Jun 5, 2026

IBC6.DE (iShares MSCI Australia UCITS ETF) and IQQX.DE (iShares Asia Pacific Dividend UCITS ETF) are both Asia Pacific Equities funds from iShares - IBC6.DE tracks the MSCI Australia while IQQX.DE tracks the Dow Jones Asia/Pacific Select Dividend 50. Both are passively managed. Over the past 10 years, IBC6.DE returned 8.07%/yr vs 6.29%/yr for IQQX.DE. Their correlation of 0.81 suggests significant overlap in exposure. IBC6.DE charges 0.50%/yr vs 0.59%/yr for IQQX.DE.

Performance

IBC6.DE vs. IQQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Australia UCITS ETF (IBC6.DE) and iShares Asia Pacific Dividend UCITS ETF (IQQX.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBC6.DE achieves a 10.86% return, which is significantly lower than IQQX.DE's 13.33% return. Over the past 10 years, IBC6.DE has outperformed IQQX.DE with an annualized return of 8.07%, while IQQX.DE has yielded a comparatively lower 6.29% annualized return.

IBC6.DE

• 1D: -0.63%
• 1M: -2.24%
• YTD: 10.86%
• 6M: 12.44%
• 1Y: 11.70%
• 3Y*: 9.64%
• 5Y*: 6.48%
• 10Y*: 8.07%

IQQX.DE

• 1D: -0.33%
• 1M: -1.88%
• YTD: 13.33%
• 6M: 13.65%
• 1Y: 33.64%
• 3Y*: 17.75%
• 5Y*: 10.09%
• 10Y*: 6.29%

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

IBC6.DE vs. IQQX.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBC6.DE iShares MSCI Australia UCITS ETF	10.86%	1.01%	8.47%	10.05%	-0.95%	18.21%	-1.41%	25.74%	-7.69%	5.50%
IQQX.DE iShares Asia Pacific Dividend UCITS ETF	13.33%	14.78%	12.48%	8.98%	2.81%	11.77%	-18.85%	16.80%	-11.26%	2.03%

Correlation

The correlation between IBC6.DE and IQQX.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Nov 14, 2014	0.81

The correlation between IBC6.DE and IQQX.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

Return for Risk

IBC6.DE vs. IQQX.DE — Risk / Return Rank

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

IBC6.DE

IBC6.DE Risk / Return Rank: 28
IBC6.DE Sharpe Ratio Rank: 26
IBC6.DE Sortino Ratio Rank: 26
IBC6.DE Omega Ratio Rank: 24
IBC6.DE Calmar Ratio Rank: 33
IBC6.DE Martin Ratio Rank: 29

IQQX.DE

IQQX.DE Risk / Return Rank: 91
IQQX.DE Sharpe Ratio Rank: 91
IQQX.DE Sortino Ratio Rank: 92
IQQX.DE Omega Ratio Rank: 90
IQQX.DE Calmar Ratio Rank: 90
IQQX.DE Martin Ratio Rank: 90

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.

IBC6.DE vs. IQQX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (IBC6.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.

	IBC6.DE	IQQX.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.89	3.10	-2.20
Sortino ratio: Return per unit of downside risk	1.40	4.34	-2.94
Omega ratio: Gain probability vs. loss probability	1.16	1.57	-0.41
Calmar ratio: Return relative to maximum drawdown	1.61	5.55	-3.94
Martin ratio: Return relative to average drawdown	4.12	20.94	-16.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBC6.DE vs. IQQX.DE - Sharpe Ratio Comparison

The current IBC6.DE Sharpe Ratio is 0.89, which is lower than the IQQX.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of IBC6.DE and IQQX.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.

Sharpe Ratios by Period

	IBC6.DE	IQQX.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	3.10	-2.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.38	0.77	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.40	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.21	+0.10

Drawdowns

IBC6.DE vs. IQQX.DE - Drawdown Comparison

The maximum IBC6.DE drawdown since its inception was -43.64%, smaller than the maximum IQQX.DE drawdown of -69.45%. Use the drawdown chart below to compare losses from any high point for IBC6.DE and IQQX.DE.

Drawdown Indicators

	IBC6.DE	IQQX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.64%	-69.45%	+25.81%
Max Drawdown (1Y) Largest decline over 1 year	-7.49%	-6.18%	-1.31%
Max Drawdown (3Y) Largest decline over 3 years	-23.12%	-20.28%	-2.84%
Max Drawdown (5Y) Largest decline over 5 years	-23.12%	-20.28%	-2.84%
Max Drawdown (10Y) Largest decline over 10 years	-43.64%	-42.78%	-0.86%
Current Drawdown Current decline from peak	-2.69%	-2.62%	-0.07%
Average Drawdown Average peak-to-trough decline	-7.84%	-14.55%	+6.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	1.64%	+1.28%

Volatility

IBC6.DE vs. IQQX.DE - Volatility Comparison

iShares MSCI Australia UCITS ETF (IBC6.DE) has a higher volatility of 3.71% compared to iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) at 2.93%. This indicates that IBC6.DE's price experiences larger fluctuations and is considered to be riskier than IQQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBC6.DE	IQQX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	2.93%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	10.68%	8.61%	+2.07%
Volatility (1Y) Calculated over the trailing 1-year period	13.47%	11.06%	+2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.70%	13.01%	+3.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	15.75%	+3.56%

IBC6.DE vs. IQQX.DE - Expense Ratio Comparison

IBC6.DE has a 0.50% expense ratio, which is lower than IQQX.DE's 0.59% expense ratio.

Dividends

IBC6.DE vs. IQQX.DE - Dividend Comparison

IBC6.DE has not paid dividends to shareholders, while IQQX.DE's dividend yield for the trailing twelve months is around 3.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IBC6.DE iShares MSCI Australia 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	3.12%	3.64%	4.84%	5.36%	6.66%	4.62%	3.16%	4.85%	5.09%	4.16%	4.03%	4.88%

Frequently Asked Questions

Can I hold both IBC6.DE and IQQX.DE in my portfolio?

IBC6.DE and IQQX.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBC6.DE or IQQX.DE?

On fees, IBC6.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBC6.DE or IQQX.DE?

IBC6.DE is cheaper with a 0.50% expense ratio, compared with 0.59% for IQQX.DE.

What is the main difference between IBC6.DE and IQQX.DE?

IBC6.DE tracks MSCI Australia, while IQQX.DE tracks Dow Jones Asia/Pacific Select Dividend 50. Their fees differ too: 0.50% for IBC6.DE and 0.59% for IQQX.DE.