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IQQ6.DE vs. IUSP.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQQ6.DEIUSP.DE
YTD Return10.11%-0.70%
1Y Return18.12%2.64%
3Y Return (Ann)0.90%0.64%
5Y Return (Ann)1.33%-0.23%
10Y Return (Ann)5.87%1.67%
Sharpe Ratio1.470.39
Daily Std Dev14.00%6.96%
Max Drawdown-66.51%-28.23%
Current Drawdown-7.24%-6.49%

Correlation

-0.50.00.51.00.5

The correlation between IQQ6.DE and IUSP.DE is 0.52, 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.

Performance

IQQ6.DE vs. IUSP.DE - Performance Comparison

In the year-to-date period, IQQ6.DE achieves a 10.11% return, which is significantly higher than IUSP.DE's -0.70% return. Over the past 10 years, IQQ6.DE has outperformed IUSP.DE with an annualized return of 5.87%, while IUSP.DE has yielded a comparatively lower 1.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
15.73%
3.47%
IQQ6.DE
IUSP.DE

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
Expense ratio chart for IQQ6.DE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for IUSP.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

IQQ6.DE vs. IUSP.DE - Risk-Adjusted Performance 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 (IUSP.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.DE
Sharpe ratio
The chart of Sharpe ratio for IQQ6.DE, currently valued at 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for IQQ6.DE, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.0012.002.46
Omega ratio
The chart of Omega ratio for IQQ6.DE, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for IQQ6.DE, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.77
Martin ratio
The chart of Martin ratio for IQQ6.DE, currently valued at 6.35, compared to the broader market0.0020.0040.0060.0080.00100.006.35
IUSP.DE
Sharpe ratio
The chart of Sharpe ratio for IUSP.DE, currently valued at 0.77, compared to the broader market0.002.004.000.77
Sortino ratio
The chart of Sortino ratio for IUSP.DE, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.0012.001.10
Omega ratio
The chart of Omega ratio for IUSP.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for IUSP.DE, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28
Martin ratio
The chart of Martin ratio for IUSP.DE, currently valued at 1.89, compared to the broader market0.0020.0040.0060.0080.00100.001.89

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

The current IQQ6.DE Sharpe Ratio is 1.47, which is higher than the IUSP.DE Sharpe Ratio of 0.39. The chart below compares the 12-month rolling Sharpe Ratio of IQQ6.DE and IUSP.DE.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.59
0.77
IQQ6.DE
IUSP.DE

Dividends

IQQ6.DE vs. IUSP.DE - Dividend Comparison

IQQ6.DE's dividend yield for the trailing twelve months is around 3.24%, more than IUSP.DE's 2.08% yield.


TTM20232022202120202019201820172016201520142013
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
3.24%3.39%3.91%2.51%3.58%3.24%4.53%3.49%3.45%3.27%3.44%4.08%
IUSP.DE
iShares US Property Yield UCITS ETF
2.08%4.32%7.55%5.13%6.22%6.11%6.67%6.43%6.34%4.38%0.98%0.85%

Drawdowns

IQQ6.DE vs. IUSP.DE - Drawdown Comparison

The maximum IQQ6.DE drawdown since its inception was -66.51%, which is greater than IUSP.DE's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for IQQ6.DE and IUSP.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%AprilMayJuneJulyAugustSeptember
-8.17%
-17.00%
IQQ6.DE
IUSP.DE

Volatility

IQQ6.DE vs. IUSP.DE - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) has a higher volatility of 3.04% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 2.42%. This indicates that IQQ6.DE's price experiences larger fluctuations and is considered to be riskier than IUSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
3.04%
2.42%
IQQ6.DE
IUSP.DE