IEDL.L vs. IQQY.DE
IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and IQQY.DE (iShares Core MSCI Europe UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - IEDL.L tracks the MSCI Europe Value NR EUR while IQQY.DE tracks the MSCI Europe. Both are passively managed. Over the past 5 years, IEDL.L returned 14.46%/yr vs 9.99%/yr for IQQY.DE. Their correlation of 0.88 suggests significant overlap in exposure. IEDL.L charges 0.25%/yr vs 0.12%/yr for IQQY.DE.
Performance
IEDL.L vs. IQQY.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 IQQY.DE's 7.35% 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*
- —
IQQY.DE
- 1D
- 0.55%
- 1M
- 3.35%
- YTD
- 7.35%
- 6M
- 9.81%
- 1Y
- 16.19%
- 3Y*
- 13.71%
- 5Y*
- 9.99%
- 10Y*
- 9.17%
IEDL.L vs. IQQY.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% |
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 7.35% | 20.51% | 8.32% | 15.43% | -9.13% | 25.32% | -3.28% | 27.76% | -9.14% |
Correlation
The correlation between IEDL.L and IQQY.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.88 |
The correlation between IEDL.L and IQQY.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
IEDL.L vs. IQQY.DE — Risk / Return Rank
IEDL.L
IQQY.DE
IEDL.L vs. IQQY.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 Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.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 | IQQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.24 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 1.69 | +1.67 |
| Martin ratioReturn relative to average drawdown | 12.50 | 6.35 | +6.15 |
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 | IQQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 1.26 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.70 | +0.24 |
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 | 0.32 | +0.27 |
Drawdowns
IEDL.L vs. IQQY.DE - Drawdown Comparison
The maximum IEDL.L drawdown since its inception was -39.74%, smaller than the maximum IQQY.DE drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for IEDL.L and IQQY.DE.
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Drawdown Indicators
| IEDL.L | IQQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -56.18% | +16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.70% | -9.52% | -0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.52% | -16.53% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -19.30% | -0.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.47% | — |
Current DrawdownCurrent decline from peak | -0.75% | -1.60% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -10.76% | +4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.54% | +0.07% |
Volatility
IEDL.L vs. IQQY.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 Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) at 4.34%. This indicates that IEDL.L's price experiences larger fluctuations and is considered to be riskier than IQQY.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 | IQQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.34% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 10.54% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.60% | 12.79% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 14.20% | +1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 15.62% | +2.35% |
IEDL.L vs. IQQY.DE - Expense Ratio Comparison
IEDL.L has a 0.25% expense ratio, which is higher than IQQY.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IEDL.L vs. IQQY.DE - Dividend Comparison
IEDL.L's dividend yield for the trailing twelve months is around 3.01%, more than IQQY.DE's 2.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 2.54% | 2.54% | 2.88% | 2.87% | 2.92% | 2.24% | 2.06% | 3.04% | 3.26% | 2.63% | 2.85% | 2.65% |
Frequently Asked Questions
IEDL.L and IQQY.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQY.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQY.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for IEDL.L.
IEDL.L tracks MSCI Europe Value NR EUR, while IQQY.DE tracks MSCI Europe. Their fees differ too: 0.25% for IEDL.L and 0.12% for IQQY.DE.
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