PortfoliosLab logoPortfoliosLab logo
IQQ0.DE vs. UEEH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ0.DE vs. UEEH.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 Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IQQ0.DE having a 1.59% return and UEEH.DE slightly lower at 1.54%.


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%

UEEH.DE

1D
-0.04%
1M
1.86%
YTD
1.54%
6M
1.53%
1Y
0.02%
3Y*
6.19%
5Y*
5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ0.DE vs. UEEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
1.59%-1.26%17.64%3.73%-4.34%24.26%1.02%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.54%-1.55%17.56%3.56%-4.40%23.98%0.94%

Correlation

The correlation between IQQ0.DE and UEEH.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2020

0.99

The correlation between IQQ0.DE and UEEH.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQQ0.DE vs. UEEH.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: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
Martin Ratio Rank

UEEH.DE
UEEH.DE Risk / Return Rank: 88
Overall Rank
UEEH.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 88
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 88
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.

IQQ0.DE vs. UEEH.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 Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.DEUEEH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.00

1.00

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.05

-0.10

+0.05

Martin ratioReturn relative to average drawdown

-0.12

-0.22

+0.10

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

The current IQQ0.DE Sharpe Ratio is -0.04, which is higher than the UEEH.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of IQQ0.DE and UEEH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IQQ0.DEUEEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.07

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.59

+0.02

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

0.65

+0.11

Drawdowns

IQQ0.DE vs. UEEH.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.65%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and UEEH.DE.


Loading charts...

Drawdown Indicators


IQQ0.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.65%

-12.82%

-15.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-5.49%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-12.82%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-12.82%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-6.65%

-6.93%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.54%

-4.41%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.52%

-0.08%

Volatility

IQQ0.DE vs. UEEH.DE - Volatility Comparison

iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) have volatilities of 2.53% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IQQ0.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.53%

2.62%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

5.36%

5.56%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

7.78%

7.88%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

10.11%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.62%

10.26%

+1.36%

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

Both IQQ0.DE and UEEH.DE have an expense ratio of 0.30%.


Dividends

IQQ0.DE vs. UEEH.DE - Dividend Comparison

IQQ0.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.45%.


PositionTTM20252024202320222021
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.45%1.49%1.59%1.76%1.70%1.37%

Frequently Asked Questions


With a correlation of 0.99, IQQ0.DE and UEEH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IQQ0.DE and UEEH.DE have the same expense ratio: 0.30% per year.

Both ETFs track MSCI World Minimum Volatility.

Portfolio Optimizer

Find the right allocation for IQQ0.DE and UEEH.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer