IQQ0.DE vs. XDEM.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - IQQ0.DE is a Global Equities fund tracking the MSCI World Minimum Volatility, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.79%/yr vs 16.73%/yr for XDEM.DE. A 0.70 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.25%/yr for XDEM.DE.
Performance
IQQ0.DE vs. XDEM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQ0.DE achieves a 2.92% return, which is significantly lower than XDEM.DE's 29.03% return. Over the past 10 years, IQQ0.DE has underperformed XDEM.DE with an annualized return of 6.79%, while XDEM.DE has yielded a comparatively higher 16.73% annualized return.
IQQ0.DE
- 1D
- -0.28%
- 1M
- 0.70%
- YTD
- 2.92%
- 6M
- 3.55%
- 1Y
- 4.15%
- 3Y*
- 7.53%
- 5Y*
- 5.97%
- 10Y*
- 6.79%
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
IQQ0.DE vs. XDEM.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) | 2.92% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
Correlation
The correlation between IQQ0.DE and XDEM.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.70 |
Over the past year, the correlation between IQQ0.DE and XDEM.DE has dropped to 0.12 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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. XDEM.DE — Risk / Return Rank
IQQ0.DE
XDEM.DE
IQQ0.DE vs. XDEM.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 Momentum Factor UCITS ETF 1C (XDEM.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IQQ0.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 4.45 | -3.66 |
| Martin ratioReturn relative to average drawdown | 1.95 | 16.95 | -15.00 |
Loading charts...
Drawdowns
IQQ0.DE vs. XDEM.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.64%, smaller than the maximum XDEM.DE drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and XDEM.DE.
Loading charts...
Drawdown Indicators
| IQQ0.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -30.94% | +2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -9.01% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -23.51% | +10.69% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -23.51% | +10.69% |
Max Drawdown (10Y)Largest decline over 10 years | -28.64% | -30.94% | +2.30% |
Current DrawdownCurrent decline from peak | -5.44% | -1.24% | -4.20% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -7.38% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.37% | -0.25% |
Volatility
IQQ0.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.15%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQ0.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.15% | 6.97% | -4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 5.55% | 15.01% | -9.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.93% | 17.90% | -9.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.09% | 17.51% | -7.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.77% | 18.14% | -5.37% |
IQQ0.DE vs. XDEM.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
IQQ0.DE vs. XDEM.DE - Dividend Comparison
Neither IQQ0.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and XDEM.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
IQQ0.DE is categorized as Global Equities, while XDEM.DE is Momentum. IQQ0.DE tracks MSCI World Minimum Volatility, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for XDEM.DE.
Find the right allocation for IQQ0.DE and XDEM.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