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IQQ7.DE vs. VUAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQ7.DE vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Property Yield UCITS ETF (IQQ7.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IQQ7.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQ7.DE achieves a 19.80% return, which is significantly higher than VUAA.L's 12.90% return.


IQQ7.DE

1D
-0.10%
1M
1.35%
6M
16.60%
YTD
19.80%
1Y
20.03%
3Y*
8.96%
5Y*
3.89%
10Y*
3.84%

VUAA.L

1D
-0.28%
1M
1.07%
6M
11.62%
YTD
12.90%
1Y
23.13%
3Y*
19.13%
5Y*
13.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ7.DE vs. VUAA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IQQ7.DE
iShares US Property Yield UCITS ETF
19.80%-9.36%10.73%9.14%-19.51%54.15%-19.21%5.85%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
12.90%3.44%33.54%22.89%-13.59%39.02%8.31%14.77%

Correlation

The correlation between IQQ7.DE and VUAA.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.38

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

0.50

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.50

Over the past year, the correlation between IQQ7.DE and VUAA.L has dropped to 0.25 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

IQQ7.DE vs. VUAA.L — 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: 6060
Overall Rank
IQQ7.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IQQ7.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IQQ7.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IQQ7.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IQQ7.DE Martin Ratio Rank: 5555
Martin Ratio Rank

VUAA.L
VUAA.L Risk / Return Rank: 7070
Overall Rank
VUAA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 6868
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7373
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. VUAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IQQ7.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQQ7.DEVUAA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.27

1.33

-0.06

Calmar ratioReturn relative to maximum drawdown

3.26

3.25

0.00

Martin ratioReturn relative to average drawdown

7.67

11.01

-3.35

IQQ7.DE vs. VUAA.L - Sharpe Ratio Comparison

The current IQQ7.DE Sharpe Ratio is 1.54, which is comparable to the VUAA.L Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of IQQ7.DE and VUAA.L, 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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Drawdowns

IQQ7.DE vs. VUAA.L - Drawdown Comparison

The maximum IQQ7.DE drawdown since its inception was -70.60%, which is greater than VUAA.L's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for IQQ7.DE and VUAA.L.


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Drawdown Indicators


IQQ7.DEVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-70.60%

-33.55%

-37.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-7.08%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-24.00%

-22.52%

-1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.12%

-22.52%

-8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

Current Drawdown

Current decline from peak

-1.48%

-0.61%

-0.87%

Average Drawdown

Average peak-to-trough decline

-16.05%

-4.64%

-11.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.10%

+0.51%

Volatility

IQQ7.DE vs. VUAA.L - Volatility Comparison

iShares US Property Yield UCITS ETF (IQQ7.DE) has a higher volatility of 4.13% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 2.77%. This indicates that IQQ7.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQ7.DEVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

2.77%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

9.25%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.91%

12.69%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

16.00%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

17.71%

+2.39%

IQQ7.DE vs. VUAA.L - Expense Ratio Comparison

IQQ7.DE has a 0.40% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.


Dividends

IQQ7.DE vs. VUAA.L - Dividend Comparison

IQQ7.DE's dividend yield for the trailing twelve months is around 2.84%, while VUAA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQ7.DE
iShares US Property Yield UCITS ETF
2.84%3.36%2.99%3.21%3.87%2.04%3.54%3.11%4.53%3.38%3.34%2.94%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.27%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IQQ7.DE and VUAA.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.40% for IQQ7.DE.

IQQ7.DE is categorized as REIT, while VUAA.L is S&P 500. IQQ7.DE tracks FTSE EPRA/NAREIT United States Dividend+, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IQQ7.DE and 0.07% for VUAA.L.

Portfolio Optimizer

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