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

Performance

IQQ7.DE vs. IQQ6.DE - Performance Comparison

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


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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

The correlation between IQQ7.DE and IQQ6.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 IQQ7.DE and IQQ6.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

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

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

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

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
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.

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

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


IQQ7.DEIQQ6.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

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.96

1.20

+0.76

Martin ratioReturn relative to average drawdown

4.13

3.63

+0.51

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

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


IQQ7.DEIQQ6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.83

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.13

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.21

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.22

0.00

Drawdowns

IQQ7.DE vs. IQQ6.DE - Drawdown Comparison

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


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Drawdown Indicators


IQQ7.DEIQQ6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.97%

-66.50%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-7.63%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.01%

-19.92%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-31.10%

-29.62%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.21%

-41.83%

-3.38%

Current Drawdown

Current decline from peak

-5.01%

-5.68%

+0.67%

Average Drawdown

Average peak-to-trough decline

-14.82%

-14.00%

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.54%

+0.38%

Volatility

IQQ7.DE vs. IQQ6.DE - Volatility Comparison

iShares US Property Yield UCITS ETF (IQQ7.DE) has a higher volatility of 3.27% compared to iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) at 2.78%. This indicates that IQQ7.DE's price experiences larger fluctuations and is considered to be riskier than IQQ6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQ7.DEIQQ6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.78%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

8.20%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

11.05%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

14.51%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

16.36%

+3.73%

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

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


Dividends

IQQ7.DE vs. IQQ6.DE - Dividend Comparison

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

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

Portfolio Optimizer

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