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IQQ6.DE vs. IQQ7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ6.DE vs. IQQ7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) and iShares US Property Yield UCITS ETF (IQQ7.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, IQQ6.DE achieves a 8.43% return, which is significantly lower than IQQ7.DE's 14.24% return. Over the past 10 years, IQQ6.DE has underperformed IQQ7.DE with an annualized return of 3.38%, while IQQ7.DE has yielded a comparatively higher 4.47% annualized return.


IQQ6.DE

1D
0.18%
1M
-1.64%
YTD
8.43%
6M
8.59%
1Y
9.26%
3Y*
6.05%
5Y*
1.95%
10Y*
3.38%

IQQ7.DE

1D
-0.04%
1M
-0.03%
YTD
14.24%
6M
13.41%
1Y
12.16%
3Y*
7.46%
5Y*
4.46%
10Y*
4.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ6.DE vs. IQQ7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
8.43%-2.51%5.91%6.19%-19.35%36.59%-17.05%24.57%-0.76%-1.81%
IQQ7.DE
iShares US Property Yield UCITS ETF
14.24%-9.38%10.73%9.18%-19.53%54.15%-19.20%24.58%-0.68%-8.23%

Correlation

The correlation between IQQ6.DE and IQQ7.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.94

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2007

0.82

The correlation between IQQ6.DE and IQQ7.DE shifts across timeframes, from 0.82 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IQQ6.DE vs. IQQ7.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQ6.DE
IQQ6.DE Risk / Return Rank: 2525
Overall Rank
IQQ6.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQQ6.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQQ6.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IQQ6.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IQQ6.DE Martin Ratio Rank: 2727
Martin Ratio Rank

IQQ7.DE
IQQ7.DE Risk / Return Rank: 3030
Overall Rank
IQQ7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IQQ7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IQQ7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IQQ7.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IQQ7.DE Martin Ratio Rank: 2929
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.

IQQ6.DE vs. IQQ7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) and iShares US Property Yield UCITS ETF (IQQ7.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.


IQQ6.DEIQQ7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.15

1.17

-0.02

Calmar ratioReturn relative to maximum drawdown

1.20

1.96

-0.76

Martin ratioReturn relative to average drawdown

3.63

4.13

-0.51

IQQ6.DE vs. IQQ7.DE - Sharpe Ratio Comparison

The current IQQ6.DE Sharpe Ratio is 0.83, which is comparable to the IQQ7.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of IQQ6.DE and IQQ7.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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Sharpe Ratios by Period


IQQ6.DEIQQ7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.94

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.25

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.22

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.22

0.00

Drawdowns

IQQ6.DE vs. IQQ7.DE - Drawdown Comparison

The maximum IQQ6.DE drawdown since its inception was -66.50%, roughly equal to the maximum IQQ7.DE drawdown of -68.97%. Use the drawdown chart below to compare losses from any high point for IQQ6.DE and IQQ7.DE.


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Drawdown Indicators


IQQ6.DEIQQ7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.50%

-68.97%

+2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-6.13%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-24.01%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-31.10%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

-45.21%

+3.38%

Current Drawdown

Current decline from peak

-5.68%

-5.01%

-0.67%

Average Drawdown

Average peak-to-trough decline

-14.00%

-14.82%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.92%

-0.38%

Volatility

IQQ6.DE vs. IQQ7.DE - Volatility Comparison

The current volatility for iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) is 2.78%, while iShares US Property Yield UCITS ETF (IQQ7.DE) has a volatility of 3.27%. This indicates that IQQ6.DE experiences smaller price fluctuations and is considered to be less risky than IQQ7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQ6.DEIQQ7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.78%

3.27%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.20%

8.99%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

12.78%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

17.35%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

20.09%

-3.73%

IQQ6.DE vs. IQQ7.DE - Expense Ratio Comparison

IQQ6.DE has a 0.59% expense ratio, which is higher than IQQ7.DE's 0.40% expense ratio.


Dividends

IQQ6.DE vs. IQQ7.DE - Dividend Comparison

IQQ6.DE's dividend yield for the trailing twelve months is around 3.51%, more than IQQ7.DE's 2.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
3.51%3.61%3.37%3.39%3.91%2.51%3.58%3.24%4.53%3.49%3.45%3.27%
IQQ7.DE
iShares US Property Yield UCITS ETF
2.98%3.36%2.99%3.21%3.87%2.04%3.54%3.11%4.53%3.38%3.34%2.94%

Frequently Asked Questions


With a correlation of 0.92, IQQ6.DE and IQQ7.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, IQQ7.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQ7.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for IQQ6.DE.

IQQ6.DE tracks FTSE EPRA/NAREIT Developed Dividend+, while IQQ7.DE tracks FTSE EPRA/NAREIT United States Dividend+. Their fees differ too: 0.59% for IQQ6.DE and 0.40% for IQQ7.DE.

Portfolio Optimizer

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