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

Performance

IQQ7.DE vs. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 ISPA.DE's 13.48% return. Over the past 10 years, IQQ7.DE has underperformed ISPA.DE with an annualized return of 4.47%, while ISPA.DE has yielded a comparatively higher 8.98% 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%

ISPA.DE

1D
0.49%
1M
1.28%
YTD
13.48%
6M
15.35%
1Y
29.45%
3Y*
18.65%
5Y*
11.00%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ7.DE vs. ISPA.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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
13.48%19.72%12.97%4.80%0.43%22.39%-9.12%24.24%-7.51%2.97%

Correlation

The correlation between IQQ7.DE and ISPA.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.46

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

0.52

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2009

0.54

The correlation between IQQ7.DE and ISPA.DE has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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Return for Risk

IQQ7.DE vs. ISPA.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

ISPA.DE
ISPA.DE Risk / Return Rank: 9393
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9292
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9494
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. ISPA.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 STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

1.17

1.62

-0.44

Calmar ratioReturn relative to maximum drawdown

1.96

8.10

-6.14

Martin ratioReturn relative to average drawdown

4.13

28.73

-24.60

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

The current IQQ7.DE Sharpe Ratio is 0.94, which is lower than the ISPA.DE Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of IQQ7.DE and ISPA.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.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

3.35

-2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.91

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.60

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.68

-0.46

Drawdowns

IQQ7.DE vs. ISPA.DE - Drawdown Comparison

The maximum IQQ7.DE drawdown since its inception was -68.97%, which is greater than ISPA.DE's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for IQQ7.DE and ISPA.DE.


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Drawdown Indicators


IQQ7.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.97%

-38.91%

-30.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-3.63%

-2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-24.01%

-15.10%

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-31.10%

-15.10%

-16.00%

Max Drawdown (10Y)

Largest decline over 10 years

-45.21%

-38.91%

-6.30%

Current Drawdown

Current decline from peak

-5.01%

-1.09%

-3.92%

Average Drawdown

Average peak-to-trough decline

-14.82%

-4.46%

-10.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.03%

+1.89%

Volatility

IQQ7.DE vs. ISPA.DE - Volatility Comparison

iShares US Property Yield UCITS ETF (IQQ7.DE) has a higher volatility of 3.27% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that IQQ7.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

2.62%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

6.51%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

8.77%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

12.00%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

14.79%

+5.30%

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

IQQ7.DE has a 0.40% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

IQQ7.DE vs. ISPA.DE - Dividend Comparison

IQQ7.DE's dividend yield for the trailing twelve months is around 2.98%, less than ISPA.DE's 3.75% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.75%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Frequently Asked Questions


IQQ7.DE and ISPA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.46% for ISPA.DE.

IQQ7.DE is categorized as REIT, while ISPA.DE is Global Equities. IQQ7.DE tracks FTSE EPRA/NAREIT United States Dividend+, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. Their fees differ too: 0.40% for IQQ7.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

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