IQQ0.DE vs. XDEB.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - IQQ0.DE tracks the MSCI World Minimum Volatility while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 6.88%/yr for XDEB.DE. Their correlation of 0.84 suggests significant overlap in exposure. IQQ0.DE charges 0.30%/yr vs 0.25%/yr for XDEB.DE.
Performance
IQQ0.DE vs. XDEB.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 XDEB.DE's 1.74% return. Both investments have delivered pretty close results over the past 10 years, with IQQ0.DE having a 6.81% annualized return and XDEB.DE not far ahead at 6.88%.
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%
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.84%
- YTD
- 1.74%
- 6M
- 1.64%
- 1Y
- 0.46%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
IQQ0.DE vs. XDEB.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% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
Correlation
The correlation between IQQ0.DE and XDEB.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.84 |
The correlation between IQQ0.DE and XDEB.DE shifts across timeframes, from 0.84 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IQQ0.DE vs. XDEB.DE — Risk / Return Rank
IQQ0.DE
XDEB.DE
IQQ0.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.00 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | -0.02 | -0.04 |
| Martin ratioReturn relative to average drawdown | -0.12 | -0.03 | -0.08 |
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 | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.01 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.61 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.62 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.70 | +0.07 |
Drawdowns
IQQ0.DE vs. XDEB.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, roughly equal to the maximum XDEB.DE drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and XDEB.DE.
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Drawdown Indicators
| IQQ0.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -28.57% | -0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -5.31% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -13.02% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -13.02% | +0.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -28.57% | -0.08% |
Current DrawdownCurrent decline from peak | -6.65% | -6.53% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -5.03% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.37% | +0.07% |
Volatility
IQQ0.DE vs. XDEB.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) have volatilities of 2.53% and 2.63%, 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.
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Volatility by Period
| IQQ0.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 2.63% | -0.10% |
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% | 7.86% | -0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 10.16% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 12.03% | -0.41% |
IQQ0.DE vs. XDEB.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
IQQ0.DE vs. XDEB.DE - Dividend Comparison
Neither IQQ0.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, IQQ0.DE and XDEB.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.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for XDEB.DE.
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