IEDL.L vs. IQQ0.DE
IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both exchange-traded funds - IEDL.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR, while IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, IEDL.L returned 14.46%/yr vs 6.14%/yr for IQQ0.DE. At a 0.46 correlation, their price movements are largely independent. IEDL.L charges 0.25%/yr vs 0.30%/yr for IQQ0.DE.
Performance
IEDL.L vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEDL.L achieves a 14.02% return, which is significantly higher than IQQ0.DE's 1.59% return.
IEDL.L
- 1D
- -0.09%
- 1M
- 4.62%
- YTD
- 14.02%
- 6M
- 16.99%
- 1Y
- 32.74%
- 3Y*
- 21.57%
- 5Y*
- 14.46%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
IEDL.L vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 14.02% | 35.00% | 10.46% | 13.50% | -3.75% | 26.71% | -8.76% | 21.78% | -12.14% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 4.42% |
Correlation
The correlation between IEDL.L and IQQ0.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.46 |
Over the past year, the correlation between IEDL.L and IQQ0.DE has dropped to 0.26 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
IEDL.L vs. IQQ0.DE — Risk / Return Rank
IEDL.L
IQQ0.DE
IEDL.L vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) 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.
| IEDL.L | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.00 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | -0.05 | +3.41 |
| Martin ratioReturn relative to average drawdown | 12.50 | -0.12 | +12.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEDL.L | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | -0.04 | +2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.60 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.76 | -0.17 |
Drawdowns
IEDL.L vs. IQQ0.DE - Drawdown Comparison
The maximum IEDL.L drawdown since its inception was -39.74%, 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 IEDL.L and IQQ0.DE.
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Drawdown Indicators
| IEDL.L | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -28.65% | -11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -9.70% | -5.22% | -4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -12.82% | -4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -12.82% | -6.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.75% | -6.65% | +5.90% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -4.54% | -1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.44% | +0.17% |
Volatility
IEDL.L vs. IQQ0.DE - Volatility Comparison
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a higher volatility of 4.76% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that IEDL.L'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.
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Volatility by Period
| IEDL.L | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 2.53% | +2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 5.36% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 7.78% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 10.08% | +5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 11.62% | +6.35% |
IEDL.L vs. IQQ0.DE - Expense Ratio Comparison
IEDL.L has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
IEDL.L vs. IQQ0.DE - Dividend Comparison
IEDL.L's dividend yield for the trailing twelve months is around 3.01%, while IQQ0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.01% | 3.44% | 4.22% | 4.76% | 4.23% | 3.56% | 2.32% | 3.86% | 3.19% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IEDL.L and IQQ0.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEDL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEDL.L is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
IEDL.L is categorized as Europe Equities, while IQQ0.DE is Global Equities. IEDL.L tracks MSCI Europe Value NR EUR, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.25% for IEDL.L and 0.30% for IQQ0.DE.
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