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IQQA.DE vs. SPYW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQA.DE vs. SPYW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE). The values are adjusted to include any dividend payments, if applicable.

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IQQA.DE vs. SPYW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQA.DE
iShares Euro Dividend UCITS ETF
1.51%42.50%7.96%4.24%-13.42%23.41%-17.74%22.60%-11.42%10.01%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
4.59%20.24%8.29%17.93%-11.23%14.36%-11.84%23.34%-8.58%11.23%

Returns By Period

In the year-to-date period, IQQA.DE achieves a 1.51% return, which is significantly lower than SPYW.DE's 4.59% return. Both investments have delivered pretty close results over the past 10 years, with IQQA.DE having a 7.10% annualized return and SPYW.DE not far behind at 7.02%.


IQQA.DE

1D
0.17%
1M
1.87%
YTD
1.51%
6M
7.50%
1Y
22.78%
3Y*
18.62%
5Y*
8.64%
10Y*
7.10%

SPYW.DE

1D
0.18%
1M
1.58%
YTD
4.59%
6M
7.66%
1Y
13.46%
3Y*
13.93%
5Y*
8.78%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQA.DE vs. SPYW.DE - Expense Ratio Comparison

IQQA.DE has a 0.40% expense ratio, which is higher than SPYW.DE's 0.30% expense ratio.


Return for Risk

IQQA.DE vs. SPYW.DE — 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: 8181
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: 8181
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 7878
Martin Ratio Rank

SPYW.DE
SPYW.DE Risk / Return Rank: 5151
Overall Rank
SPYW.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPYW.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPYW.DE Omega Ratio Rank: 5353
Omega Ratio Rank
SPYW.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SPYW.DE Martin Ratio Rank: 4848
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. SPYW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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.


IQQA.DESPYW.DEDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.99

+0.63

Sortino ratio

Return per unit of downside risk

2.08

1.30

+0.78

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

3.19

1.71

+1.49

Martin ratio

Return relative to average drawdown

9.75

5.49

+4.26

IQQA.DE vs. SPYW.DE - Sharpe Ratio Comparison

The current IQQA.DE Sharpe Ratio is 1.62, which is higher than the SPYW.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of IQQA.DE and SPYW.DE, 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.DESPYW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.99

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.66

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.47

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.53

-0.35

Correlation

The correlation between IQQA.DE and SPYW.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IQQA.DE vs. SPYW.DE - Dividend Comparison

IQQA.DE's dividend yield for the trailing twelve months is around 4.25%, more than SPYW.DE's 3.62% 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%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)
3.62%4.07%3.67%3.31%3.62%2.78%3.05%3.10%3.74%3.15%2.97%2.99%

Drawdowns

IQQA.DE vs. SPYW.DE - Drawdown Comparison

The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than SPYW.DE's maximum drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and SPYW.DE.


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Drawdown Indicators


IQQA.DESPYW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-38.68%

-32.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.57%

-9.77%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-23.97%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

-38.68%

-3.55%

Current Drawdown

Current decline from peak

-3.15%

-3.25%

+0.10%

Average Drawdown

Average peak-to-trough decline

-22.91%

-5.66%

-17.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.49%

+0.07%

Volatility

IQQA.DE vs. SPYW.DE - Volatility Comparison

iShares Euro Dividend UCITS ETF (IQQA.DE) and SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) have volatilities of 4.82% and 4.62%, 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


IQQA.DESPYW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.62%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

7.96%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.99%

13.58%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

13.24%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

14.87%

+2.44%