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IQQE.DE vs. AXQE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQE.DE vs. AXQE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.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, IQQE.DE achieves a 27.09% return, which is significantly lower than AXQE.DE's 37.94% return.


IQQE.DE

1D
-1.70%
1M
3.86%
YTD
27.09%
6M
27.76%
1Y
48.91%
3Y*
20.70%
5Y*
8.39%
10Y*
9.82%

AXQE.DE

1D
-0.91%
1M
3.62%
YTD
37.94%
6M
41.71%
1Y
67.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQE.DE vs. AXQE.DE - Yearly Performance Comparison


Correlation

The correlation between IQQE.DE and AXQE.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.80

The correlation between IQQE.DE and AXQE.DE has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

IQQE.DE vs. AXQE.DE — Risk / Return Rank

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

IQQE.DE
IQQE.DE Risk / Return Rank: 8484
Overall Rank
IQQE.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IQQE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IQQE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IQQE.DE Martin Ratio Rank: 8383
Martin Ratio Rank

AXQE.DE
AXQE.DE Risk / Return Rank: 7171
Overall Rank
AXQE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 7575
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.

IQQE.DE vs. AXQE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.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.


IQQE.DEAXQE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.50

1.51

-0.01

Calmar ratioReturn relative to maximum drawdown

4.59

3.48

+1.11

Martin ratioReturn relative to average drawdown

16.67

14.04

+2.64

IQQE.DE vs. AXQE.DE - Sharpe Ratio Comparison

The current IQQE.DE Sharpe Ratio is 2.78, which is higher than the AXQE.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of IQQE.DE and AXQE.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


IQQE.DEAXQE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.78

2.10

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.81

-1.54

Drawdowns

IQQE.DE vs. AXQE.DE - Drawdown Comparison

The maximum IQQE.DE drawdown since its inception was -59.33%, which is greater than AXQE.DE's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and AXQE.DE.


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Drawdown Indicators


IQQE.DEAXQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.33%

-19.63%

-39.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.78%

-19.63%

+8.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.66%

Current Drawdown

Current decline from peak

-2.60%

-2.54%

-0.06%

Average Drawdown

Average peak-to-trough decline

-12.99%

-2.70%

-10.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

4.87%

-1.89%

Volatility

IQQE.DE vs. AXQE.DE - Volatility Comparison

The current volatility for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) is 7.24%, while AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a volatility of 9.35%. This indicates that IQQE.DE experiences smaller price fluctuations and is considered to be less risky than AXQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQE.DEAXQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.24%

9.35%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

15.03%

30.41%

-15.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

32.57%

-14.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.78%

30.53%

-13.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

30.53%

-12.20%

IQQE.DE vs. AXQE.DE - Expense Ratio Comparison

IQQE.DE has a 0.18% expense ratio, which is lower than AXQE.DE's 0.30% expense ratio.


Dividends

IQQE.DE vs. AXQE.DE - Dividend Comparison

IQQE.DE's dividend yield for the trailing twelve months is around 1.49%, while AXQE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AXQE.DE
AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQE.DE
iShares MSCI EM UCITS ETF (Dist)
1.49%1.87%2.19%2.34%2.91%1.99%1.53%1.75%1.94%1.42%1.83%2.22%

Frequently Asked Questions


IQQE.DE and AXQE.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for AXQE.DE.

IQQE.DE tracks MSCI Emerging Markets, while AXQE.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned (EUR Hedged). They also come from different issuers: iShares and AXA IM. Their fees differ too: 0.18% for IQQE.DE and 0.30% for AXQE.DE.

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