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IQDG vs. XDEQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQDG vs. XDEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Quality Dividend Growth Fund (IQDG) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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IQDG vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQDG
WisdomTree International Quality Dividend Growth Fund
-1.78%24.19%-3.38%20.76%-19.97%12.28%16.58%30.03%-16.81%30.64%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
-1.88%16.13%16.73%25.68%-19.49%23.80%14.68%31.35%-7.87%23.50%
Different Trading Currencies

IQDG is traded in USD, while XDEQ.DE is traded in EUR. To make them comparable, the XDEQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQDG achieves a -1.78% return, which is significantly higher than XDEQ.DE's -1.88% return.


IQDG

1D
-0.63%
1M
-2.74%
YTD
-1.78%
6M
1.40%
1Y
16.30%
3Y*
8.37%
5Y*
4.32%
10Y*

XDEQ.DE

1D
-0.37%
1M
-3.42%
YTD
-1.88%
6M
1.23%
1Y
15.51%
3Y*
15.94%
5Y*
9.64%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQDG vs. XDEQ.DE - Expense Ratio Comparison

IQDG has a 0.42% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.


Return for Risk

IQDG vs. XDEQ.DE — Risk / Return Rank

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

IQDG
IQDG Risk / Return Rank: 4343
Overall Rank
IQDG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IQDG Sortino Ratio Rank: 4545
Sortino Ratio Rank
IQDG Omega Ratio Rank: 4242
Omega Ratio Rank
IQDG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IQDG Martin Ratio Rank: 4242
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 4444
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6868
Martin Ratio Rank
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.

IQDG vs. XDEQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.


IQDGXDEQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.99

-0.09

Sortino ratio

Return per unit of downside risk

1.34

1.45

-0.11

Omega ratio

Gain probability vs. loss probability

1.18

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.35

2.17

-0.82

Martin ratio

Return relative to average drawdown

4.79

9.26

-4.47

IQDG vs. XDEQ.DE - Sharpe Ratio Comparison

The current IQDG Sharpe Ratio is 0.90, which is comparable to the XDEQ.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IQDG and XDEQ.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.


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Sharpe Ratios by Period


IQDGXDEQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.99

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.62

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.38

+0.06

Correlation

The correlation between IQDG and XDEQ.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IQDG vs. XDEQ.DE - Dividend Comparison

IQDG's dividend yield for the trailing twelve months is around 2.25%, while XDEQ.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
IQDG
WisdomTree International Quality Dividend Growth Fund
2.25%2.28%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%
XDEQ.DE
Xtrackers MSCI World Quality Factor UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQDG vs. XDEQ.DE - Drawdown Comparison

The maximum IQDG drawdown since its inception was -34.97%, which is greater than XDEQ.DE's maximum drawdown of -32.75%. Use the drawdown chart below to compare losses from any high point for IQDG and XDEQ.DE.


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Drawdown Indicators


IQDGXDEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-32.16%

-2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-8.36%

-3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-34.97%

-20.59%

-14.38%

Max Drawdown (10Y)

Largest decline over 10 years

-32.16%

Current Drawdown

Current decline from peak

-8.32%

-3.83%

-4.49%

Average Drawdown

Average peak-to-trough decline

-7.57%

-6.60%

-0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

1.72%

+1.76%

Volatility

IQDG vs. XDEQ.DE - Volatility Comparison

WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 7.41% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 4.57%. This indicates that IQDG's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQDGXDEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

4.57%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

8.33%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

18.20%

15.64%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

15.49%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.43%

16.55%

+0.88%