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IQQB.DE vs. IDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQB.DE vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) and Amplify International Enhanced Dividend Income ETF (IDVO). The values are adjusted to include any dividend payments, if applicable.

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IQQB.DE vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
24.33%29.90%-24.72%25.50%-8.47%
IDVO
Amplify International Enhanced Dividend Income ETF
10.06%20.27%17.43%14.00%-1.49%
Different Trading Currencies

IQQB.DE is traded in EUR, while IDVO is traded in USD. To make them comparable, the IDVO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQB.DE achieves a 24.33% return, which is significantly higher than IDVO's 10.06% return.


IQQB.DE

1D
2.33%
1M
1.62%
YTD
24.33%
6M
32.60%
1Y
43.62%
3Y*
16.24%
5Y*
12.19%
10Y*
8.54%

IDVO

1D
1.06%
1M
-2.05%
YTD
10.06%
6M
14.28%
1Y
28.43%
3Y*
19.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQQB.DE vs. IDVO - Expense Ratio Comparison

IQQB.DE has a 0.74% expense ratio, which is higher than IDVO's 0.65% expense ratio.


Return for Risk

IQQB.DE vs. IDVO — Risk / Return Rank

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

IQQB.DE
IQQB.DE Risk / Return Rank: 8686
Overall Rank
IQQB.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IQQB.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
IQQB.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IQQB.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQB.DE Martin Ratio Rank: 8686
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 9191
Overall Rank
IDVO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 9191
Sortino Ratio Rank
IDVO Omega Ratio Rank: 9292
Omega Ratio Rank
IDVO Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDVO Martin Ratio Rank: 9191
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.

IQQB.DE vs. IDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) and Amplify International Enhanced Dividend Income ETF (IDVO). 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.


IQQB.DEIDVODifference

Sharpe ratio

Return per unit of total volatility

1.86

1.53

+0.33

Sortino ratio

Return per unit of downside risk

2.46

2.04

+0.42

Omega ratio

Gain probability vs. loss probability

1.32

1.32

0.00

Calmar ratio

Return relative to maximum drawdown

3.77

2.12

+1.65

Martin ratio

Return relative to average drawdown

11.42

9.57

+1.86

IQQB.DE vs. IDVO - Sharpe Ratio Comparison

The current IQQB.DE Sharpe Ratio is 1.86, which is comparable to the IDVO Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IQQB.DE and IDVO, 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


IQQB.DEIDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.53

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

1.14

-1.04

Correlation

The correlation between IQQB.DE and IDVO is 0.47, 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

IQQB.DE vs. IDVO - Dividend Comparison

IQQB.DE's dividend yield for the trailing twelve months is around 3.89%, less than IDVO's 5.47% yield.


TTM20252024202320222021202020192018201720162015
IQQB.DE
iShares MSCI Brazil UCITS ETF (Dist)
3.89%4.47%6.44%5.50%13.94%6.23%1.92%2.46%2.55%1.49%1.74%3.53%
IDVO
Amplify International Enhanced Dividend Income ETF
5.47%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQQB.DE vs. IDVO - Drawdown Comparison

The maximum IQQB.DE drawdown since its inception was -69.27%, which is greater than IDVO's maximum drawdown of -18.80%. Use the drawdown chart below to compare losses from any high point for IQQB.DE and IDVO.


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Drawdown Indicators


IQQB.DEIDVODifference

Max Drawdown

Largest peak-to-trough decline

-69.27%

-15.46%

-53.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.81%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-52.58%

Current Drawdown

Current decline from peak

-0.60%

-5.42%

+4.82%

Average Drawdown

Average peak-to-trough decline

-28.76%

-2.31%

-26.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.96%

+1.01%

Volatility

IQQB.DE vs. IDVO - Volatility Comparison

iShares MSCI Brazil UCITS ETF (Dist) (IQQB.DE) has a higher volatility of 8.22% compared to Amplify International Enhanced Dividend Income ETF (IDVO) at 6.48%. This indicates that IQQB.DE's price experiences larger fluctuations and is considered to be riskier than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQB.DEIDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

6.48%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

11.87%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.43%

18.70%

+4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

14.93%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.79%

14.93%

+16.86%