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IQQ0.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ0.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQ0.DE achieves a 4.07% return, which is significantly lower than XDWT.DE's 21.04% return. Over the past 10 years, IQQ0.DE has underperformed XDWT.DE with an annualized return of 6.36%, while XDWT.DE has yielded a comparatively higher 23.08% annualized return.


IQQ0.DE

1D
-0.70%
1M
1.76%
6M
3.37%
YTD
4.07%
1Y
5.63%
3Y*
8.27%
5Y*
5.55%
10Y*
6.36%

XDWT.DE

1D
-0.86%
1M
-1.91%
6M
21.92%
YTD
21.04%
1Y
33.84%
3Y*
27.21%
5Y*
19.15%
10Y*
23.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
4.07%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%2.03%3.11%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
21.04%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.75%21.05%

Correlation

The correlation between IQQ0.DE and XDWT.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.60

The correlation between IQQ0.DE and XDWT.DE shifts across timeframes, from -0.03 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQ0.DE vs. XDWT.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: 2424
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 2525
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 5151
Overall Rank
XDWT.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.13

Calmar ratioReturn relative to maximum drawdown

1.07

2.16

-1.09

Martin ratioReturn relative to average drawdown

2.65

5.41

-2.76

IQQ0.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current IQQ0.DE Sharpe Ratio is 0.71, which is lower than the XDWT.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IQQ0.DE and XDWT.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.


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Drawdowns

IQQ0.DE vs. XDWT.DE - Drawdown Comparison

The maximum IQQ0.DE drawdown since its inception was -28.64%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and XDWT.DE.


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Drawdown Indicators


IQQ0.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-44.55%

+15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-5.22%

-15.59%

+10.37%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-29.46%

+16.64%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-29.46%

+16.64%

Max Drawdown (10Y)

Largest decline over 10 years

-28.64%

-31.60%

+2.96%

Current Drawdown

Current decline from peak

-4.38%

-5.87%

+1.49%

Average Drawdown

Average peak-to-trough decline

-7.04%

-8.70%

+1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

6.24%

-4.12%

Volatility

IQQ0.DE vs. XDWT.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.54%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.34%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

7.34%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

5.74%

16.72%

-10.98%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

22.02%

-14.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.10%

22.84%

-12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.77%

22.27%

-9.50%

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

IQQ0.DE has a 0.30% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.


Dividends

IQQ0.DE vs. XDWT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IQQ0.DE and XDWT.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.

IQQ0.DE is categorized as Global Equities, while XDWT.DE is Technology Equities. IQQ0.DE tracks MSCI World Minimum Volatility, while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IQQ0.DE and 0.25% for XDWT.DE.

Portfolio Optimizer

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