IQQ0.DE vs. VDIV.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both Global Equities funds - IQQ0.DE tracks the MSCI World Minimum Volatility while VDIV.DE tracks the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 5 years, IQQ0.DE returned 6.14%/yr vs 17.51%/yr for VDIV.DE. A 0.64 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.38%/yr for VDIV.DE.
Performance
IQQ0.DE vs. VDIV.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 VDIV.DE's 9.79% 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%
VDIV.DE
- 1D
- 0.23%
- 1M
- -0.18%
- YTD
- 9.79%
- 6M
- 12.68%
- 1Y
- 25.52%
- 3Y*
- 19.95%
- 5Y*
- 17.51%
- 10Y*
- —
IQQ0.DE vs. VDIV.DE - 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% | -4.88% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.79% | 24.55% | 15.67% | 11.47% | 15.47% | 27.92% | -11.00% | 23.04% | -3.07% |
Correlation
The correlation between IQQ0.DE and VDIV.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.64 |
The correlation between IQQ0.DE and VDIV.DE shifts across timeframes, from 0.53 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQQ0.DE vs. VDIV.DE — Risk / Return Rank
IQQ0.DE
VDIV.DE
IQQ0.DE vs. VDIV.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.51 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 6.94 | -6.99 |
| Martin ratioReturn relative to average drawdown | -0.12 | 20.46 | -20.57 |
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 | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.73 | -2.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.45 | -0.85 |
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 | 0.94 | -0.18 |
Drawdowns
IQQ0.DE vs. VDIV.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and VDIV.DE.
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Drawdown Indicators
| IQQ0.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -36.12% | +7.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -3.68% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -15.12% | +2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -15.12% | +2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -6.65% | -2.39% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.22% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.25% | +1.19% |
Volatility
IQQ0.DE vs. VDIV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.82%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than VDIV.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 | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.82% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 6.79% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 9.36% | -1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 11.92% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 15.36% | -3.74% |
IQQ0.DE vs. VDIV.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Dividends
IQQ0.DE vs. VDIV.DE - Dividend Comparison
IQQ0.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.19% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Frequently Asked Questions
IQQ0.DE and VDIV.DE have a correlation of 0.53, 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 0.38% for VDIV.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.30% for IQQ0.DE and 0.38% for VDIV.DE.
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