IQQ4.DE vs. TRET.DE
Compare and contrast key facts about iShares Asia Property Yield UCITS ETF (IQQ4.DE) and VanEck Global Real Estate UCITS ETF (TRET.DE).
IQQ4.DE and TRET.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQ4.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Asia Dividend+. It was launched on Oct 20, 2006. TRET.DE is a passively managed fund by VanEck that tracks the performance of the GPR Global 100. It was launched on Apr 14, 2011. Both IQQ4.DE and TRET.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQQ4.DE vs. TRET.DE - Performance Comparison
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IQQ4.DE vs. TRET.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IQQ4.DE iShares Asia Property Yield UCITS ETF | -1.73% | 15.95% | -4.23% | -5.70% | -6.92% | 13.08% | -16.71% | 18.57% | -1.09% |
TRET.DE VanEck Global Real Estate UCITS ETF | 4.28% | 1.87% | 6.86% | 9.89% | -21.28% | 40.76% | -15.21% | 22.15% | -7.54% |
Returns By Period
In the year-to-date period, IQQ4.DE achieves a -1.73% return, which is significantly lower than TRET.DE's 4.28% return.
IQQ4.DE
- 1D
- -0.60%
- 1M
- -5.62%
- YTD
- -1.73%
- 6M
- -0.21%
- 1Y
- 10.58%
- 3Y*
- 1.48%
- 5Y*
- -0.24%
- 10Y*
- 2.27%
TRET.DE
- 1D
- 1.51%
- 1M
- -4.09%
- YTD
- 4.28%
- 6M
- 4.76%
- 1Y
- 4.43%
- 3Y*
- 7.88%
- 5Y*
- 4.41%
- 10Y*
- —
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IQQ4.DE vs. TRET.DE - Expense Ratio Comparison
IQQ4.DE has a 0.59% expense ratio, which is higher than TRET.DE's 0.25% expense ratio.
Return for Risk
IQQ4.DE vs. TRET.DE — Risk / Return Rank
IQQ4.DE
TRET.DE
IQQ4.DE vs. TRET.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IQQ4.DE) and VanEck Global Real Estate UCITS ETF (TRET.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.
| IQQ4.DE | TRET.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.29 | +0.59 |
Sortino ratioReturn per unit of downside risk | 1.25 | 0.48 | +0.77 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.07 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.23 | 0.90 | +0.33 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.90 | +2.12 |
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
| IQQ4.DE | TRET.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.29 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.29 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.22 | -0.14 |
Correlation
The correlation between IQQ4.DE and TRET.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IQQ4.DE vs. TRET.DE - Dividend Comparison
IQQ4.DE's dividend yield for the trailing twelve months is around 3.51%, more than TRET.DE's 3.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQ4.DE iShares Asia Property Yield UCITS ETF | 3.51% | 3.52% | 4.07% | 3.83% | 3.77% | 2.92% | 3.50% | 2.93% | 3.32% | 3.19% | 2.92% | 3.48% |
TRET.DE VanEck Global Real Estate UCITS ETF | 3.43% | 3.66% | 3.44% | 3.66% | 4.69% | 1.78% | 4.45% | 3.31% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQQ4.DE vs. TRET.DE - Drawdown Comparison
The maximum IQQ4.DE drawdown since its inception was -66.50%, which is greater than TRET.DE's maximum drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for IQQ4.DE and TRET.DE.
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Drawdown Indicators
| IQQ4.DE | TRET.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.50% | -41.75% | -24.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.98% | -10.76% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.58% | -30.36% | +7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | — | — |
Current DrawdownCurrent decline from peak | -13.19% | -5.40% | -7.79% |
Average DrawdownAverage peak-to-trough decline | -20.28% | -12.40% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.59% | -0.15% |
Volatility
IQQ4.DE vs. TRET.DE - Volatility Comparison
The current volatility for iShares Asia Property Yield UCITS ETF (IQQ4.DE) is 4.20%, while VanEck Global Real Estate UCITS ETF (TRET.DE) has a volatility of 5.08%. This indicates that IQQ4.DE experiences smaller price fluctuations and is considered to be less risky than TRET.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQ4.DE | TRET.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 5.08% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.15% | 8.66% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.98% | 15.27% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.84% | 15.13% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 17.94% | -3.17% |