IQQ0.DE vs. ^GSPC
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and S&P 500 Index (^GSPC).
IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012.
Performance
IQQ0.DE vs. ^GSPC - Performance Comparison
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IQQ0.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.44% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
^GSPC S&P 500 Index | -2.10% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Different Trading Currencies
IQQ0.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.44% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, IQQ0.DE has underperformed ^GSPC with an annualized return of 7.08%, while ^GSPC has yielded a comparatively higher 12.10% annualized return.
IQQ0.DE
- 1D
- 0.22%
- 1M
- -2.38%
- YTD
- 1.44%
- 6M
- 1.58%
- 1Y
- -3.58%
- 3Y*
- 6.94%
- 5Y*
- 6.44%
- 10Y*
- 7.08%
^GSPC
- 1D
- 0.00%
- 1M
- -3.17%
- YTD
- -2.47%
- 6M
- -0.80%
- 1Y
- 8.54%
- 3Y*
- 14.53%
- 5Y*
- 10.74%
- 10Y*
- 12.10%
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Return for Risk
IQQ0.DE vs. ^GSPC — Risk / Return Rank
IQQ0.DE
^GSPC
IQQ0.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and S&P 500 Index (^GSPC). 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.
| IQQ0.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.37 | 0.41 | -0.79 |
Sortino ratioReturn per unit of downside risk | -0.42 | 0.71 | -1.13 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.11 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.43 | 0.62 | -1.05 |
Martin ratioReturn relative to average drawdown | -1.05 | 2.56 | -3.61 |
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
| IQQ0.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | 0.41 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.65 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.45 | +0.32 |
Correlation
The correlation between IQQ0.DE and ^GSPC is 0.51, 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.
Drawdowns
IQQ0.DE vs. ^GSPC - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and ^GSPC.
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Drawdown Indicators
| IQQ0.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -56.78% | +28.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.24% | -9.10% | +0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -25.43% | +12.61% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -33.92% | +5.27% |
Current DrawdownCurrent decline from peak | -6.80% | -5.67% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -10.75% | +6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.62% | +0.79% |
Volatility
IQQ0.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.66%, while S&P 500 Index (^GSPC) has a volatility of 4.36%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQ0.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 4.36% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 5.37% | 9.93% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 20.68% | -9.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.10% | 16.80% | -6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 18.63% | -6.98% |