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IQQA.DE vs. EQDS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQA.DE vs. EQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). The values are adjusted to include any dividend payments, if applicable.

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IQQA.DE vs. EQDS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQA.DE
iShares Euro Dividend UCITS ETF
1.34%42.50%7.96%4.24%-13.42%23.41%-17.74%22.60%-11.42%1.71%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
1.17%10.45%11.11%15.34%1.70%18.44%-9.81%25.95%-6.05%0.53%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IQQA.DE achieves a 1.34% return, which is significantly higher than EQDS.L's 1.17% return.


IQQA.DE

1D
2.30%
1M
-1.66%
YTD
1.34%
6M
7.21%
1Y
22.19%
3Y*
18.55%
5Y*
8.61%
10Y*
7.09%

EQDS.L

1D
1.98%
1M
-4.10%
YTD
1.17%
6M
3.07%
1Y
6.84%
3Y*
9.81%
5Y*
10.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQA.DE vs. EQDS.L - Expense Ratio Comparison

IQQA.DE has a 0.40% expense ratio, which is higher than EQDS.L's 0.28% expense ratio.


Return for Risk

IQQA.DE vs. EQDS.L — Risk / Return Rank

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

IQQA.DE
IQQA.DE Risk / Return Rank: 7878
Overall Rank
IQQA.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 7474
Martin Ratio Rank

EQDS.L
EQDS.L Risk / Return Rank: 4343
Overall Rank
EQDS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EQDS.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
EQDS.L Omega Ratio Rank: 4444
Omega Ratio Rank
EQDS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EQDS.L Martin Ratio Rank: 4141
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.

IQQA.DE vs. EQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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.


IQQA.DEEQDS.LDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.52

+1.06

Sortino ratio

Return per unit of downside risk

2.03

0.75

+1.28

Omega ratio

Gain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratio

Return relative to maximum drawdown

2.36

0.77

+1.59

Martin ratio

Return relative to average drawdown

8.16

2.39

+5.77

IQQA.DE vs. EQDS.L - Sharpe Ratio Comparison

The current IQQA.DE Sharpe Ratio is 1.58, which is higher than the EQDS.L Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IQQA.DE and EQDS.L, 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


IQQA.DEEQDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

0.52

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.79

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.54

-0.37

Correlation

The correlation between IQQA.DE and EQDS.L is 0.65, 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

IQQA.DE vs. EQDS.L - Dividend Comparison

IQQA.DE's dividend yield for the trailing twelve months is around 4.25%, more than EQDS.L's 3.34% yield.


TTM20252024202320222021202020192018201720162015
IQQA.DE
iShares Euro Dividend UCITS ETF
4.25%4.35%5.86%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%
EQDS.L
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.34%2.96%3.16%3.58%4.14%4.63%3.23%4.52%5.06%0.76%0.00%0.00%

Drawdowns

IQQA.DE vs. EQDS.L - Drawdown Comparison

The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than EQDS.L's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and EQDS.L.


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Drawdown Indicators


IQQA.DEEQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-32.52%

-39.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

-9.60%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-11.74%

-12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

Current Drawdown

Current decline from peak

-3.31%

-6.11%

+2.80%

Average Drawdown

Average peak-to-trough decline

-22.92%

-4.02%

-18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.74%

+0.03%

Volatility

IQQA.DE vs. EQDS.L - Volatility Comparison

iShares Euro Dividend UCITS ETF (IQQA.DE) has a higher volatility of 4.90% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) at 4.66%. This indicates that IQQA.DE's price experiences larger fluctuations and is considered to be riskier than EQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQA.DEEQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

4.66%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

7.71%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.01%

13.09%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

12.77%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

16.67%

+0.65%