IQQA.DE vs. TDVX.DE
IQQA.DE (iShares Euro Dividend UCITS ETF) and TDVX.DE (VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc) are both Dividend funds - IQQA.DE tracks the EURO STOXX® Select Dividend 30 while TDVX.DE tracks the Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. Both are passively managed. A 0.72 correlation means they provide meaningful diversification when combined. IQQA.DE charges 0.40%/yr vs 0.38%/yr for TDVX.DE.
Performance
IQQA.DE vs. TDVX.DE - Performance Comparison
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Returns By Period
IQQA.DE
- 1D
- 0.28%
- 1M
- 0.29%
- YTD
- 9.28%
- 6M
- 10.02%
- 1Y
- 23.96%
- 3Y*
- 21.06%
- 5Y*
- 9.55%
- 10Y*
- 8.65%
TDVX.DE
- 1D
- 0.00%
- 1M
- -0.03%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQQA.DE vs. TDVX.DE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IQQA.DE iShares Euro Dividend UCITS ETF | 3.04% |
TDVX.DE VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc | -13.53% |
Correlation
The correlation between IQQA.DE and TDVX.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026 | 0.72 |
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Return for Risk
IQQA.DE vs. TDVX.DE — Risk / Return Rank
IQQA.DE
TDVX.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IQQA.DE vs. TDVX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) and VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.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.
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.
| IQQA.DE | TDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.38 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | — | — |
| Martin ratioReturn relative to average drawdown | 9.42 | — | — |
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Drawdowns
IQQA.DE vs. TDVX.DE - Drawdown Comparison
The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than TDVX.DE's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and TDVX.DE.
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Drawdown Indicators
| IQQA.DE | TDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.63% | -16.04% | -55.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -13.53% | +11.93% |
Average DrawdownAverage peak-to-trough decline | -23.51% | -13.86% | -9.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | — | — |
Volatility
IQQA.DE vs. TDVX.DE - Volatility Comparison
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Volatility by Period
| IQQA.DE | TDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 36.17% | -24.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.78% | 36.17% | -21.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 36.17% | -19.16% |
IQQA.DE vs. TDVX.DE - Expense Ratio Comparison
IQQA.DE has a 0.40% expense ratio, which is higher than TDVX.DE's 0.38% expense ratio.
Dividends
IQQA.DE vs. TDVX.DE - Dividend Comparison
IQQA.DE's dividend yield for the trailing twelve months is around 4.54%, while TDVX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQA.DE iShares Euro Dividend UCITS ETF | 4.54% | 4.35% | 5.87% | 5.83% | 5.26% | 3.68% | 3.54% | 4.81% | 4.81% | 3.90% | 3.96% | 3.98% |
TDVX.DE VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQQA.DE and TDVX.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TDVX.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TDVX.DE is cheaper with a 0.38% expense ratio, compared with 0.40% for IQQA.DE.
IQQA.DE tracks EURO STOXX® Select Dividend 30, while TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for IQQA.DE and 0.38% for TDVX.DE.
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