IQQ0.DE vs. IQQY.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE).

IQQ0.DE and IQQY.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IQQY.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe. It was launched on Jul 6, 2007. Both IQQ0.DE and IQQY.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IQQ0.DE vs. IQQY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE). The values are adjusted to include any dividend payments, if applicable.

IQQ0.DE vs. IQQY.DE - 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%
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist)	1.17%	20.51%	8.32%	15.43%	-9.13%	25.32%	-3.28%	27.76%	-10.88%	10.56%

Returns By Period

In the year-to-date period, IQQ0.DE achieves a 1.44% return, which is significantly higher than IQQY.DE's 1.17% return. Over the past 10 years, IQQ0.DE has underperformed IQQY.DE with an annualized return of 7.08%, while IQQY.DE has yielded a comparatively higher 8.96% 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%

IQQY.DE

• 1D: -0.16%
• 1M: -1.03%
• YTD: 1.17%
• 6M: 5.64%
• 1Y: 13.77%
• 3Y*: 12.11%
• 5Y*: 9.84%
• 10Y*: 8.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ0.DE vs. IQQY.DE - Expense Ratio Comparison

IQQ0.DE has a 0.30% expense ratio, which is higher than IQQY.DE's 0.12% expense ratio.

IQQ0.DE

iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)

IQQY.DE

iShares Core MSCI Europe UCITS ETF EUR (Dist)

Return for Risk

IQQ0.DE vs. IQQY.DE — Risk / Return Rank

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

IQQ0.DE

IQQ0.DE Risk / Return Rank: 5
IQQ0.DE Sharpe Ratio Rank: 6
IQQ0.DE Sortino Ratio Rank: 5
IQQ0.DE Omega Ratio Rank: 5
IQQ0.DE Calmar Ratio Rank: 5
IQQ0.DE Martin Ratio Rank: 3

IQQY.DE

IQQY.DE Risk / Return Rank: 51
IQQY.DE Sharpe Ratio Rank: 47
IQQY.DE Sortino Ratio Rank: 41
IQQY.DE Omega Ratio Rank: 47
IQQY.DE Calmar Ratio Rank: 59
IQQY.DE Martin Ratio Rank: 60

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.

IQQ0.DE vs. IQQY.DE - 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 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.

	IQQ0.DE	IQQY.DE	Difference
Sharpe ratio Return per unit of total volatility	-0.37	0.92	-1.29
Sortino ratio Return per unit of downside risk	-0.42	1.25	-1.67
Omega ratio Gain probability vs. loss probability	0.94	1.19	-0.25
Calmar ratio Return relative to maximum drawdown	-0.43	1.77	-2.21
Martin ratio Return relative to average drawdown	-1.05	7.08	-8.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQ0.DE vs. IQQY.DE - Sharpe Ratio Comparison

The current IQQ0.DE Sharpe Ratio is -0.37, which is lower than the IQQY.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IQQ0.DE and IQQY.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.

Sharpe Ratios by Period

	IQQ0.DE	IQQY.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.37	0.92	-1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.69	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.57	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	0.31	+0.46

Correlation

The correlation between IQQ0.DE and IQQY.DE is 0.64, 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

IQQ0.DE vs. IQQY.DE - Dividend Comparison

IQQ0.DE has not paid dividends to shareholders, while IQQY.DE's dividend yield for the trailing twelve months is around 2.52%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%	0.00%
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist)	2.52%	2.54%	2.88%	2.87%	2.92%	2.24%	2.06%	3.04%	3.26%	2.63%	2.85%	2.65%

Drawdowns

IQQ0.DE vs. IQQY.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum IQQY.DE drawdown of -56.18%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and IQQY.DE.

Drawdown Indicators

	IQQ0.DE	IQQY.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.65%	-56.18%	+27.53%
Max Drawdown (1Y) Largest decline over 1 year	-8.24%	-10.11%	+1.87%
Max Drawdown (5Y) Largest decline over 5 years	-12.82%	-19.30%	+6.48%
Max Drawdown (10Y) Largest decline over 10 years	-28.65%	-35.47%	+6.82%
Current Drawdown Current decline from peak	-6.80%	-5.53%	-1.27%
Average Drawdown Average peak-to-trough decline	-4.51%	-10.84%	+6.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	2.38%	+1.03%

Volatility

IQQ0.DE vs. IQQY.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.66%, while iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) has a volatility of 5.64%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than IQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQ0.DE	IQQY.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	5.64%	-2.98%
Volatility (6M) Calculated over the trailing 6-month period	5.37%	9.05%	-3.68%
Volatility (1Y) Calculated over the trailing 1-year period	11.07%	14.95%	-3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.10%	14.04%	-3.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.65%	15.59%	-3.94%