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IQQD.DE vs. WTEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQD.DE vs. WTEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and WisdomTree US Equity Income UCITS ETF (WTEU.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 IQQD.DE having a 14.92% return and WTEU.DE slightly lower at 14.83%. Over the past 10 years, IQQD.DE has underperformed WTEU.DE with an annualized return of 7.05%, while WTEU.DE has yielded a comparatively higher 7.94% annualized return.


IQQD.DE

1D
1.02%
1M
4.24%
6M
12.70%
YTD
14.92%
1Y
30.31%
3Y*
22.38%
5Y*
13.12%
10Y*
7.05%

WTEU.DE

1D
-0.60%
1M
3.45%
6M
11.01%
YTD
14.83%
1Y
24.32%
3Y*
15.10%
5Y*
11.50%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQD.DE vs. WTEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
14.92%26.39%16.75%8.08%-7.53%30.74%-21.22%27.14%-15.15%1.82%
WTEU.DE
WisdomTree US Equity Income UCITS ETF
14.83%-0.26%22.63%-3.52%13.33%34.75%-14.99%23.58%-4.25%-2.38%

Correlation

The correlation between IQQD.DE and WTEU.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.53

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

0.55

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

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.57

The correlation between IQQD.DE and WTEU.DE has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

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Return for Risk

IQQD.DE vs. WTEU.DE — Risk / Return Rank

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

IQQD.DE
IQQD.DE Risk / Return Rank: 8585
Overall Rank
IQQD.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IQQD.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
IQQD.DE Omega Ratio Rank: 8989
Omega Ratio Rank
IQQD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQQD.DE Martin Ratio Rank: 7878
Martin Ratio Rank

WTEU.DE
WTEU.DE Risk / Return Rank: 8787
Overall Rank
WTEU.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WTEU.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WTEU.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTEU.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTEU.DE Martin Ratio Rank: 8686
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.

IQQD.DE vs. WTEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and WisdomTree US Equity Income UCITS ETF (WTEU.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.


IQQD.DEWTEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

3.34

4.32

-0.98

Martin ratioReturn relative to average drawdown

11.80

14.20

-2.40

IQQD.DE vs. WTEU.DE - Sharpe Ratio Comparison

The current IQQD.DE Sharpe Ratio is 2.40, which is comparable to the WTEU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IQQD.DE and WTEU.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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Drawdowns

IQQD.DE vs. WTEU.DE - Drawdown Comparison

The maximum IQQD.DE drawdown since its inception was -71.98%, which is greater than WTEU.DE's maximum drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for IQQD.DE and WTEU.DE.


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Drawdown Indicators


IQQD.DEWTEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.98%

-36.46%

-35.52%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-5.97%

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-20.72%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-20.72%

-2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

-36.46%

-13.45%

Current Drawdown

Current decline from peak

0.00%

-0.79%

+0.79%

Average Drawdown

Average peak-to-trough decline

-24.34%

-7.96%

-16.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

1.82%

+0.74%

Volatility

IQQD.DE vs. WTEU.DE - Volatility Comparison

iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) has a higher volatility of 3.35% compared to WisdomTree US Equity Income UCITS ETF (WTEU.DE) at 3.07%. This indicates that IQQD.DE's price experiences larger fluctuations and is considered to be riskier than WTEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQD.DEWTEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

3.07%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

8.36%

+2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

11.27%

+1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

14.54%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

17.52%

+1.12%

IQQD.DE vs. WTEU.DE - Expense Ratio Comparison

IQQD.DE has a 0.40% expense ratio, which is higher than WTEU.DE's 0.29% expense ratio.


Dividends

IQQD.DE vs. WTEU.DE - Dividend Comparison

IQQD.DE's dividend yield for the trailing twelve months is around 4.59%, more than WTEU.DE's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
4.59%4.93%5.74%5.40%6.59%5.55%4.02%5.50%7.02%5.30%5.09%5.76%
WTEU.DE
WisdomTree US Equity Income UCITS ETF
2.58%2.96%2.85%3.48%2.97%2.78%3.82%2.20%3.11%2.77%2.66%2.47%

Frequently Asked Questions


IQQD.DE and WTEU.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEU.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEU.DE is cheaper with a 0.29% expense ratio, compared with 0.40% for IQQD.DE.

IQQD.DE tracks FTSE UK Dividend+ Index, while WTEU.DE tracks WisdomTree US Equity Income UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IQQD.DE and 0.29% for WTEU.DE.

Portfolio Optimizer

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