IQCY.L vs. DPGT.L
IQCY.L (Lyxor MSCI Smart Cities ESG Filtered (DR) UCITS ETF - Acc) and DPGT.L (Dimensional Global Targeted Value UCITS ETF USD Acc) are both Global Equities funds. IQCY.L is passively managed, while DPGT.L is actively managed. A 0.61 correlation means they provide meaningful diversification when combined. IQCY.L charges 0.45%/yr vs 0.44%/yr for DPGT.L.
Performance
IQCY.L vs. DPGT.L - Performance Comparison
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Returns By Period
In the year-to-date period, IQCY.L achieves a 30.19% return, which is significantly higher than DPGT.L's 8.87% return.
IQCY.L
- 1D
- -1.35%
- 1M
- 11.12%
- YTD
- 30.19%
- 6M
- 28.29%
- 1Y
- 50.00%
- 3Y*
- 92.20%
- 5Y*
- 48.80%
- 10Y*
- —
DPGT.L
- 1D
- 0.80%
- 1M
- 3.18%
- YTD
- 8.87%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQCY.L vs. DPGT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IQCY.L Lyxor MSCI Smart Cities ESG Filtered (DR) UCITS ETF - Acc | 30.19% | -0.78% |
DPGT.L Dimensional Global Targeted Value UCITS ETF USD Acc | 8.87% | -0.48% |
Correlation
The correlation between IQCY.L and DPGT.L is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 23, 2025 | 0.61 |
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Return for Risk
IQCY.L vs. DPGT.L — Risk / Return Rank
IQCY.L
DPGT.L
IQCY.L vs. DPGT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Smart Cities ESG Filtered (DR) UCITS ETF - Acc (IQCY.L) and Dimensional Global Targeted Value UCITS ETF USD Acc (DPGT.L). 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.
| IQCY.L | DPGT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.54 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.29 | — | — |
| Martin ratioReturn relative to average drawdown | 15.92 | — | — |
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
| IQCY.L | DPGT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.86 | -1.47 |
Drawdowns
IQCY.L vs. DPGT.L - Drawdown Comparison
The maximum IQCY.L drawdown since its inception was -22.65%, which is greater than DPGT.L's maximum drawdown of -7.65%. Use the drawdown chart below to compare losses from any high point for IQCY.L and DPGT.L.
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Drawdown Indicators
| IQCY.L | DPGT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.65% | -7.65% | -15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.65% | — | — |
Current DrawdownCurrent decline from peak | -1.35% | 0.00% | -1.35% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -1.97% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | — | — |
Volatility
IQCY.L vs. DPGT.L - Volatility Comparison
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Volatility by Period
| IQCY.L | DPGT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 10.78% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 131.45% | 10.78% | +120.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 119.50% | 10.78% | +108.72% |
IQCY.L vs. DPGT.L - Expense Ratio Comparison
IQCY.L has a 0.45% expense ratio, which is higher than DPGT.L's 0.44% expense ratio.
Dividends
IQCY.L vs. DPGT.L - Dividend Comparison
Neither IQCY.L nor DPGT.L has paid dividends to shareholders.
Frequently Asked Questions
IQCY.L and DPGT.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DPGT.L is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DPGT.L is cheaper with a 0.44% expense ratio, compared with 0.45% for IQCY.L.
They also come from different issuers: Amundi and Dimensional. Their fees differ too: 0.45% for IQCY.L and 0.44% for DPGT.L.
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