IQQ0.DE vs. IEDL.L
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while IEDL.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, IQQ0.DE returned 6.14%/yr vs 14.46%/yr for IEDL.L. At a 0.46 correlation, their price movements are largely independent. IQQ0.DE charges 0.30%/yr vs 0.25%/yr for IEDL.L.
Performance
IQQ0.DE vs. IEDL.L - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than IEDL.L's 14.02% return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
IEDL.L
- 1D
- -0.09%
- 1M
- 2.51%
- YTD
- 14.02%
- 6M
- 17.04%
- 1Y
- 32.19%
- 3Y*
- 21.57%
- 5Y*
- 14.46%
- 10Y*
- —
IQQ0.DE vs. IEDL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Correlation
The correlation between IQQ0.DE and IEDL.L 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 IQQ0.DE and IEDL.L 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
IQQ0.DE vs. IEDL.L — Risk / Return Rank
IQQ0.DE
IEDL.L
IQQ0.DE vs. IEDL.L - 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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.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.
| IQQ0.DE | IEDL.L | 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 | 1.00 | 1.44 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.36 | -3.41 |
| Martin ratioReturn relative to average drawdown | -0.12 | 12.50 | -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
| IQQ0.DE | IEDL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.40 | -2.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.94 | -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 | 0.76 | 0.59 | +0.17 |
Drawdowns
IQQ0.DE vs. IEDL.L - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum IEDL.L drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and IEDL.L.
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Drawdown Indicators
| IQQ0.DE | IEDL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -39.74% | +11.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -9.70% | +4.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -17.52% | +4.70% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -19.57% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -0.75% | -5.90% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -6.19% | +1.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.61% | -0.17% |
Volatility
IQQ0.DE vs. IEDL.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.76%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than IEDL.L 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 | IEDL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.76% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 10.95% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 13.60% | -5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 15.42% | -5.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 17.97% | -6.35% |
IQQ0.DE vs. IEDL.L - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than IEDL.L's 0.25% expense ratio.
Dividends
IQQ0.DE vs. IEDL.L - Dividend Comparison
IQQ0.DE has not paid dividends to shareholders, while IEDL.L's dividend yield for the trailing twelve months is around 3.01%.
| 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
IQQ0.DE and IEDL.L 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.
IQQ0.DE is categorized as Global Equities, while IEDL.L is Europe Equities. IQQ0.DE tracks MSCI World Minimum Volatility, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for IEDL.L.
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