IQQ0.DE vs. SXRV.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 21.24%/yr for SXRV.DE. A 0.65 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
IQQ0.DE vs. SXRV.DE - 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 SXRV.DE's 20.57% return. Over the past 10 years, IQQ0.DE has underperformed SXRV.DE with an annualized return of 6.81%, while SXRV.DE has yielded a comparatively higher 21.24% annualized 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IQQ0.DE vs. SXRV.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) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IQQ0.DE and SXRV.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.65 |
Over the past year, the correlation between IQQ0.DE and SXRV.DE has dropped to 0.13 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
IQQ0.DE vs. SXRV.DE — Risk / Return Rank
IQQ0.DE
SXRV.DE
IQQ0.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 3.75 | -3.81 |
| Martin ratioReturn relative to average drawdown | -0.12 | 11.16 | -11.28 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.40 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.93 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 1.07 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.91 | -0.15 |
Drawdowns
IQQ0.DE vs. SXRV.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and SXRV.DE.
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Drawdown Indicators
| IQQ0.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -32.80% | +4.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -10.03% | +4.81% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -26.69% | +13.87% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -31.33% | +18.51% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -31.33% | +2.68% |
Current DrawdownCurrent decline from peak | -6.65% | -0.83% | -5.82% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -6.56% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.38% | -0.94% |
Volatility
IQQ0.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE 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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 4.26% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 10.98% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 15.67% | -7.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 19.84% | -9.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 19.65% | -8.03% |
IQQ0.DE vs. SXRV.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IQQ0.DE vs. SXRV.DE - Dividend Comparison
Neither IQQ0.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and SXRV.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.36% for SXRV.DE.
IQQ0.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IQQ0.DE tracks MSCI World Minimum Volatility, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for IQQ0.DE and 0.36% for SXRV.DE.
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