IQQ0.DE vs. WEBG.DE

Last updated Jun 5, 2026

IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both Global Equities funds - IQQ0.DE tracks the MSCI World Minimum Volatility while WEBG.DE tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, IQQ0.DE returned 0.25% vs 26.64% for WEBG.DE. At a 0.48 correlation, their price movements are largely independent. IQQ0.DE charges 0.30%/yr vs 0.07%/yr for WEBG.DE.

Performance

IQQ0.DE vs. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than WEBG.DE's 12.80% 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%

WEBG.DE

• 1D: -0.23%
• 1M: 3.70%
• YTD: 12.80%
• 6M: 12.74%
• 1Y: 26.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	1.59%	-1.26%	11.19%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	12.80%	9.19%	16.33%

Correlation

The correlation between IQQ0.DE and WEBG.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.33
Correlation (All Time) Calculated using the full available price history since Mar 18, 2024	0.48

The correlation between IQQ0.DE and WEBG.DE shifts across timeframes, from 0.33 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IQQ0.DE vs. WEBG.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: 8
IQQ0.DE Sharpe Ratio Rank: 9
IQQ0.DE Sortino Ratio Rank: 8
IQQ0.DE Omega Ratio Rank: 8
IQQ0.DE Calmar Ratio Rank: 9
IQQ0.DE Martin Ratio Rank: 9

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. WEBG.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 Amundi Prime All Country World UCITS ETF Dist (WEBG.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	WEBG.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.04	2.33	-2.36
Sortino ratio: Return per unit of downside risk	0.00	3.26	-3.25
Omega ratio: Gain probability vs. loss probability	1.00	1.44	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.05	4.11	-4.16
Martin ratio: Return relative to average drawdown	-0.12	16.53	-16.65
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. WEBG.DE - Sharpe Ratio Comparison

The current IQQ0.DE Sharpe Ratio is -0.04, which is lower than the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IQQ0.DE and WEBG.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.

Sharpe Ratios by Period

	IQQ0.DE	WEBG.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	2.33	-2.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
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	1.24	-0.48

Drawdowns

IQQ0.DE vs. WEBG.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.65%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and WEBG.DE.

Drawdown Indicators

	IQQ0.DE	WEBG.DE	Difference
Max Drawdown Largest peak-to-trough decline	-28.65%	-21.31%	-7.34%
Max Drawdown (1Y) Largest decline over 1 year	-5.22%	-6.50%	+1.28%
Max Drawdown (3Y) Largest decline over 3 years	-12.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-12.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.65%	—	—
Current Drawdown Current decline from peak	-6.65%	-0.63%	-6.02%
Average Drawdown Average peak-to-trough decline	-4.54%	-2.81%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	1.62%	+0.82%

Volatility

IQQ0.DE vs. WEBG.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.10%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQ0.DE	WEBG.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.53%	3.10%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	5.36%	8.28%	-2.92%
Volatility (1Y) Calculated over the trailing 1-year period	7.78%	11.48%	-3.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.08%	14.15%	-4.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.62%	14.15%	-2.53%

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

IQQ0.DE has a 0.30% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

IQQ0.DE vs. WEBG.DE - Dividend Comparison

Neither IQQ0.DE nor WEBG.DE has paid dividends to shareholders.

Position	TTM	2025
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)	0.00%	0.00%
WEBG.DE Amundi Prime All Country World UCITS ETF Dist	1.22%	1.32%

Frequently Asked Questions

Can I hold both IQQ0.DE and WEBG.DE in my portfolio?

IQQ0.DE and WEBG.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IQQ0.DE or WEBG.DE?

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IQQ0.DE or WEBG.DE?

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for IQQ0.DE.

What is the main difference between IQQ0.DE and WEBG.DE?

IQQ0.DE tracks MSCI World Minimum Volatility, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IQQ0.DE and 0.07% for WEBG.DE.