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

Performance

IQQA.DE vs. WTDM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IQQA.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IQQA.DE having a 7.95% return and WTDM.DE slightly lower at 7.70%.


IQQA.DE

1D
0.27%
1M
1.04%
YTD
7.95%
6M
10.88%
1Y
20.58%
3Y*
19.98%
5Y*
9.05%
10Y*
7.33%

WTDM.DE

1D
0.05%
1M
3.49%
YTD
7.70%
6M
6.99%
1Y
18.24%
3Y*
13.36%
5Y*
12.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IQQA.DE
iShares Euro Dividend UCITS ETF
7.95%42.50%7.96%4.24%-13.42%23.41%-17.74%22.60%-11.42%10.01%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
7.70%0.91%24.87%14.95%-3.38%36.01%2.42%32.90%-2.38%11.34%

Correlation

The correlation between IQQA.DE and WTDM.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.31

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

0.41

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2016

0.51

The correlation between IQQA.DE and WTDM.DE shifts across timeframes, from 0.31 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQA.DE vs. WTDM.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: 5353
Overall Rank
IQQA.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 5050
Martin Ratio Rank

WTDM.DE
WTDM.DE Risk / Return Rank: 5959
Overall Rank
WTDM.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 6464
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. WTDM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IQQA.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.DEWTDM.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.67

3.27

-0.59

Martin ratioReturn relative to average drawdown

8.25

11.42

-3.17

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

The current IQQA.DE Sharpe Ratio is 1.80, which is comparable to the WTDM.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of IQQA.DE and WTDM.DE, 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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Sharpe Ratios by Period


IQQA.DEWTDM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.79

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.93

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.89

-0.70

Drawdowns

IQQA.DE vs. WTDM.DE - Drawdown Comparison

The maximum IQQA.DE drawdown since its inception was -71.63%, which is greater than WTDM.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for IQQA.DE and WTDM.DE.


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Drawdown Indicators


IQQA.DEWTDM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.63%

-31.19%

-40.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-5.48%

-2.35%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-20.57%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.69%

-20.57%

-4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

Current Drawdown

Current decline from peak

-1.54%

0.00%

-1.54%

Average Drawdown

Average peak-to-trough decline

-22.73%

-3.83%

-18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.57%

+0.97%

Volatility

IQQA.DE vs. WTDM.DE - Volatility Comparison

iShares Euro Dividend UCITS ETF (IQQA.DE) has a higher volatility of 3.40% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.26%. This indicates that IQQA.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQA.DEWTDM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

2.26%

+1.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

6.54%

+2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

11.64%

9.97%

+1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

13.54%

+1.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

14.96%

+2.32%

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

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


Dividends

IQQA.DE vs. WTDM.DE - Dividend Comparison

IQQA.DE's dividend yield for the trailing twelve months is around 3.99%, while WTDM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQA.DE
iShares Euro Dividend UCITS ETF
3.99%4.35%5.86%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - 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 WTDM.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.40% for IQQA.DE.

IQQA.DE tracks EURO STOXX® Select Dividend 30, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IQQA.DE and 0.28% for WTDM.DE.

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