IQQ6.DE vs. SPYJ.DE
Compare and contrast key facts about iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) and SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE).
IQQ6.DE and SPYJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQ6.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Dividend+. It was launched on Oct 20, 2006. SPYJ.DE is a passively managed fund by State Street that tracks the performance of the Dow Jones Global Select Real Estate Securities. It was launched on Oct 23, 2012. Both IQQ6.DE and SPYJ.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQQ6.DE or SPYJ.DE.
Key characteristics
| IQQ6.DE | SPYJ.DE | |
|---|---|---|
| YTD Return | 8.01% | 4.82% |
| 1Y Return | 22.63% | 18.70% |
| 3Y Return (Ann) | -1.23% | -2.77% |
| 5Y Return (Ann) | 0.84% | -0.16% |
| 10Y Return (Ann) | 4.83% | 3.43% |
| Sharpe Ratio | 1.90 | 1.51 |
| Sortino Ratio | 2.86 | 2.30 |
| Omega Ratio | 1.36 | 1.28 |
| Calmar Ratio | 0.97 | 0.73 |
| Martin Ratio | 9.34 | 6.25 |
| Ulcer Index | 2.57% | 3.18% |
| Daily Std Dev | 12.53% | 13.05% |
| Max Drawdown | -66.24% | -42.92% |
| Current Drawdown | -9.01% | -15.08% |
Correlation
The correlation between IQQ6.DE and SPYJ.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IQQ6.DE vs. SPYJ.DE - Performance Comparison
In the year-to-date period, IQQ6.DE achieves a 8.01% return, which is significantly higher than SPYJ.DE's 4.82% return. Over the past 10 years, IQQ6.DE has outperformed SPYJ.DE with an annualized return of 4.83%, while SPYJ.DE has yielded a comparatively lower 3.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQQ6.DE vs. SPYJ.DE - Expense Ratio Comparison
IQQ6.DE has a 0.59% expense ratio, which is higher than SPYJ.DE's 0.40% expense ratio.
Risk-Adjusted Performance
IQQ6.DE vs. SPYJ.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 SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.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.
Dividends
IQQ6.DE vs. SPYJ.DE - Dividend Comparison
IQQ6.DE's dividend yield for the trailing twelve months is around 3.30%, while SPYJ.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQ6.DE iShares Developed Markets Property Yield UCITS ETF | 3.30% | 3.39% | 3.91% | 2.51% | 3.58% | 3.24% | 4.53% | 3.49% | 3.45% | 3.27% | 3.44% | 4.08% |
SPYJ.DE SPDR Dow Jones Global Real Estate UCITS ETF | 0.00% | 0.00% | 2.91% | 1.76% | 2.70% | 2.61% | 2.48% | 2.79% | 2.53% | 2.10% | 2.09% | 2.65% |
Drawdowns
IQQ6.DE vs. SPYJ.DE - Drawdown Comparison
The maximum IQQ6.DE drawdown since its inception was -66.24%, which is greater than SPYJ.DE's maximum drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for IQQ6.DE and SPYJ.DE. For additional features, visit the drawdowns tool.
Volatility
IQQ6.DE vs. SPYJ.DE - Volatility Comparison
The current volatility for iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) is 3.80%, while SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a volatility of 4.07%. This indicates that IQQ6.DE experiences smaller price fluctuations and is considered to be less risky than SPYJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.