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IQQC.DE vs. H4ZP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQC.DE vs. H4ZP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares China Large Cap UCITS ETF (IQQC.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQC.DE achieves a -7.00% return, which is significantly lower than H4ZP.DE's -6.53% return. Over the past 10 years, IQQC.DE has underperformed H4ZP.DE with an annualized return of 2.69%, while H4ZP.DE has yielded a comparatively higher 4.72% annualized return.


IQQC.DE

1D
-0.30%
1M
-3.70%
YTD
-7.00%
6M
-9.66%
1Y
-2.21%
3Y*
8.94%
5Y*
-2.24%
10Y*
2.69%

H4ZP.DE

1D
-0.23%
1M
-3.31%
YTD
-6.53%
6M
-9.00%
1Y
2.93%
3Y*
8.20%
5Y*
-4.00%
10Y*
4.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQC.DE vs. H4ZP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQC.DE
iShares China Large Cap UCITS ETF
-7.00%14.32%39.12%-16.33%-13.36%-15.34%-1.10%18.05%-9.09%18.68%
H4ZP.DE
HSBC MSCI China UCITS ETF USD
-6.53%16.54%28.55%-14.47%-15.34%-16.86%15.20%26.76%-16.09%35.18%

Correlation

The correlation between IQQC.DE and H4ZP.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2013

0.94

The correlation between IQQC.DE and H4ZP.DE has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.

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Return for Risk

IQQC.DE vs. H4ZP.DE — Risk / Return Rank

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

IQQC.DE
IQQC.DE Risk / Return Rank: 88
Overall Rank
IQQC.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IQQC.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQC.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQC.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
IQQC.DE Martin Ratio Rank: 88
Martin Ratio Rank

H4ZP.DE
H4ZP.DE Risk / Return Rank: 1111
Overall Rank
H4ZP.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
H4ZP.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
H4ZP.DE Omega Ratio Rank: 1111
Omega Ratio Rank
H4ZP.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
H4ZP.DE Martin Ratio Rank: 1111
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.

IQQC.DE vs. H4ZP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS ETF (IQQC.DE) and HSBC MSCI China UCITS ETF USD (H4ZP.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.


IQQC.DEH4ZP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.00

1.04

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.11

0.19

-0.30

Martin ratioReturn relative to average drawdown

-0.23

0.39

-0.62

IQQC.DE vs. H4ZP.DE - Sharpe Ratio Comparison

The current IQQC.DE Sharpe Ratio is -0.09, which is lower than the H4ZP.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of IQQC.DE and H4ZP.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


IQQC.DEH4ZP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

0.17

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.14

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.19

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.19

-0.02

Drawdowns

IQQC.DE vs. H4ZP.DE - Drawdown Comparison

The maximum IQQC.DE drawdown since its inception was -67.50%, which is greater than H4ZP.DE's maximum drawdown of -55.74%. Use the drawdown chart below to compare losses from any high point for IQQC.DE and H4ZP.DE.


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Drawdown Indicators


IQQC.DEH4ZP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.50%

-55.74%

-11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-16.83%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-27.71%

-24.56%

-3.15%

Max Drawdown (5Y)

Largest decline over 5 years

-47.35%

-49.16%

+1.81%

Max Drawdown (10Y)

Largest decline over 10 years

-53.92%

-55.74%

+1.82%

Current Drawdown

Current decline from peak

-24.02%

-31.17%

+7.15%

Average Drawdown

Average peak-to-trough decline

-28.16%

-23.08%

-5.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.16%

8.15%

-0.99%

Volatility

IQQC.DE vs. H4ZP.DE - Volatility Comparison

The current volatility for iShares China Large Cap UCITS ETF (IQQC.DE) is 6.75%, while HSBC MSCI China UCITS ETF USD (H4ZP.DE) has a volatility of 7.30%. This indicates that IQQC.DE experiences smaller price fluctuations and is considered to be less risky than H4ZP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQC.DEH4ZP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

7.30%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

13.14%

-0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

18.46%

-0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.20%

27.70%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

25.25%

-0.18%

IQQC.DE vs. H4ZP.DE - Expense Ratio Comparison

IQQC.DE has a 0.74% expense ratio, which is higher than H4ZP.DE's 0.28% expense ratio.


Dividends

IQQC.DE vs. H4ZP.DE - Dividend Comparison

IQQC.DE's dividend yield for the trailing twelve months is around 1.92%, less than H4ZP.DE's 2.14% yield.


PositionTTM20252024202320222021202020192018201720162015
H4ZP.DE
HSBC MSCI China UCITS ETF USD
2.14%2.39%3.10%2.10%1.97%1.28%0.96%1.57%1.40%0.78%1.97%2.89%
IQQC.DE
iShares China Large Cap UCITS ETF
1.92%1.78%2.26%2.52%2.51%1.85%2.51%2.45%3.03%2.38%2.33%2.63%

Frequently Asked Questions


With a correlation of 0.96, IQQC.DE and H4ZP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H4ZP.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZP.DE is cheaper with a 0.28% expense ratio, compared with 0.74% for IQQC.DE.

IQQC.DE tracks FTSE China 50, while H4ZP.DE tracks MSCI China. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.74% for IQQC.DE and 0.28% for H4ZP.DE.

Portfolio Optimizer

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