IQQE.DE vs. FEM
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and First Trust Emerging Markets AlphaDEX Fund (FEM).
IQQE.DE and FEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQE.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 18, 2005. FEM is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX EM Index. It was launched on Apr 18, 2011. Both IQQE.DE and FEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQQE.DE or FEM.
Key characteristics
| IQQE.DE | FEM | |
|---|---|---|
| YTD Return | 13.66% | 2.61% |
| 1Y Return | 15.11% | 7.39% |
| 3Y Return (Ann) | -0.37% | -0.32% |
| 5Y Return (Ann) | 4.06% | 2.40% |
| 10Y Return (Ann) | 4.95% | 3.10% |
| Sharpe Ratio | 1.16 | 0.46 |
| Sortino Ratio | 1.67 | 0.75 |
| Omega Ratio | 1.21 | 1.09 |
| Calmar Ratio | 0.76 | 0.42 |
| Martin Ratio | 5.62 | 1.50 |
| Ulcer Index | 2.86% | 4.84% |
| Daily Std Dev | 14.01% | 15.68% |
| Max Drawdown | -59.55% | -46.24% |
| Current Drawdown | -5.93% | -10.79% |
Correlation
The correlation between IQQE.DE and FEM is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IQQE.DE vs. FEM - Performance Comparison
In the year-to-date period, IQQE.DE achieves a 13.66% return, which is significantly higher than FEM's 2.61% return. Over the past 10 years, IQQE.DE has outperformed FEM with an annualized return of 4.95%, while FEM has yielded a comparatively lower 3.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IQQE.DE vs. FEM - Expense Ratio Comparison
IQQE.DE has a 0.18% expense ratio, which is lower than FEM's 0.80% expense ratio.
Risk-Adjusted Performance
IQQE.DE vs. FEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and First Trust Emerging Markets AlphaDEX Fund (FEM). 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.
Dividends
IQQE.DE vs. FEM - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 2.16%, less than FEM's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 2.16% | 2.34% | 2.91% | 1.99% | 1.53% | 1.76% | 1.94% | 1.42% | 1.83% | 2.23% | 2.08% | 1.71% |
FEM First Trust Emerging Markets AlphaDEX Fund | 3.40% | 4.97% | 6.16% | 4.15% | 2.68% | 3.30% | 3.52% | 2.45% | 2.26% | 3.62% | 2.85% | 2.62% |
Drawdowns
IQQE.DE vs. FEM - Drawdown Comparison
The maximum IQQE.DE drawdown since its inception was -59.55%, which is greater than FEM's maximum drawdown of -46.24%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and FEM. For additional features, visit the drawdowns tool.
Volatility
IQQE.DE vs. FEM - Volatility Comparison
The current volatility for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) is 5.25%, while First Trust Emerging Markets AlphaDEX Fund (FEM) has a volatility of 5.60%. This indicates that IQQE.DE experiences smaller price fluctuations and is considered to be less risky than FEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.