IQQ0.DE vs. XDEV.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IQQ0.DE tracks the MSCI World Minimum Volatility while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 12.35%/yr for XDEV.DE. A 0.67 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.
Performance
IQQ0.DE vs. XDEV.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 XDEV.DE's 35.07% return. Over the past 10 years, IQQ0.DE has underperformed XDEV.DE with an annualized return of 6.81%, while XDEV.DE has yielded a comparatively higher 12.35% annualized 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%
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
IQQ0.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between IQQ0.DE and XDEV.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2014 | 0.67 |
Over the past year, the correlation between IQQ0.DE and XDEV.DE has dropped to 0.30 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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Return for Risk
IQQ0.DE vs. XDEV.DE — Risk / Return Rank
IQQ0.DE
XDEV.DE
IQQ0.DE vs. XDEV.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 Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.56 | ||
| Sortino ratioReturn per unit of downside risk | -6.13 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.81 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 10.38 | -10.43 |
| Martin ratioReturn relative to average drawdown | -0.12 | 39.12 | -39.24 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 4.52 | -4.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 1.23 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.78 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.71 | +0.05 |
Drawdowns
IQQ0.DE vs. XDEV.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and XDEV.DE.
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Drawdown Indicators
| IQQ0.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -35.28% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -6.05% | +0.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -18.02% | +5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -18.02% | +5.20% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -35.28% | +6.63% |
Current DrawdownCurrent decline from peak | -6.65% | -1.07% | -5.58% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -5.56% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.61% | +0.83% |
Volatility
IQQ0.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 5.77% | -3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 11.20% | -5.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 13.89% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 13.96% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 15.90% | -4.28% |
IQQ0.DE vs. XDEV.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
IQQ0.DE vs. XDEV.DE - Dividend Comparison
Neither IQQ0.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE and XDEV.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for XDEV.DE.
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