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

Performance

IQQA.DE vs. TDVX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


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

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

IQQA.DE
IQQA.DE Risk / Return Rank: 6969
Overall Rank
IQQA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 6060
Martin Ratio Rank

TDVX.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.DETDVX.DEDifference
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

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


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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.DETDVX.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.60%

-13.53%

+11.93%

Average Drawdown

Average peak-to-trough decline

-23.51%

-13.86%

-9.65%

Ulcer Index

Depth 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.DETDVX.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for IQQA.DE and TDVX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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