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

Performance

IQQ6.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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IQQ6.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
4.30%-2.51%5.91%6.19%-19.35%36.59%-17.05%24.57%-0.76%-1.81%
VOO
Vanguard S&P 500 ETF
-1.80%3.84%33.23%22.54%-13.10%38.43%8.57%34.33%-0.02%6.81%
Different Trading Currencies

IQQ6.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQ6.DE achieves a 4.30% return, which is significantly higher than VOO's -2.17% return. Over the past 10 years, IQQ6.DE has underperformed VOO with an annualized return of 3.13%, while VOO has yielded a comparatively higher 14.00% annualized return.


IQQ6.DE

1D
0.97%
1M
-4.19%
YTD
4.30%
6M
3.78%
1Y
2.47%
3Y*
4.92%
5Y*
2.36%
10Y*
3.13%

VOO

1D
0.00%
1M
-3.07%
YTD
-2.17%
6M
-0.22%
1Y
9.95%
3Y*
16.10%
5Y*
12.33%
10Y*
14.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQ6.DE vs. VOO - Expense Ratio Comparison

IQQ6.DE has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

IQQ6.DE vs. VOO — 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: 1919
Overall Rank
IQQ6.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IQQ6.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
IQQ6.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IQQ6.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IQQ6.DE Martin Ratio Rank: 2424
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 5454
Overall Rank
VOO Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5353
Sortino Ratio Rank
VOO Omega Ratio Rank: 5656
Omega Ratio Rank
VOO Calmar Ratio Rank: 5151
Calmar Ratio Rank
VOO Martin Ratio Rank: 6262
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.DEVOODifference

Sharpe ratio

Return per unit of total volatility

0.17

0.49

-0.32

Sortino ratio

Return per unit of downside risk

0.31

0.80

-0.49

Omega ratio

Gain probability vs. loss probability

1.04

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.78

0.71

+0.06

Martin ratio

Return relative to average drawdown

2.19

3.01

-0.82

IQQ6.DE vs. VOO - Sharpe Ratio Comparison

The current IQQ6.DE Sharpe Ratio is 0.17, which is lower than the VOO Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IQQ6.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IQQ6.DEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.49

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.74

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.76

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.85

-0.64

Correlation

The correlation between IQQ6.DE and VOO is 0.45, 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

IQQ6.DE vs. VOO - Dividend Comparison

IQQ6.DE's dividend yield for the trailing twelve months is around 3.53%, more than VOO's 1.18% yield.


TTM20252024202320222021202020192018201720162015
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
3.53%3.61%3.37%3.39%3.91%2.51%3.58%3.24%4.53%3.49%3.45%3.27%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

IQQ6.DE vs. VOO - Drawdown Comparison

The maximum IQQ6.DE drawdown since its inception was -66.50%, which is greater than VOO's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for IQQ6.DE and VOO.


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Drawdown Indicators


IQQ6.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-66.50%

-33.99%

-32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.16%

-8.90%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.62%

-24.52%

-5.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.83%

-33.99%

-7.84%

Current Drawdown

Current decline from peak

-9.28%

-5.44%

-3.84%

Average Drawdown

Average peak-to-trough decline

-14.07%

-3.72%

-10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.57%

+0.13%

Volatility

IQQ6.DE vs. VOO - Volatility Comparison

iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.37% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQ6.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

4.36%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

9.85%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

20.48%

-5.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

16.70%

-2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

18.56%

-2.19%