IQQE.DE vs. ISCB
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and iShares Morningstar Small-Cap ETF (ISCB).
IQQE.DE and ISCB 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. ISCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Extended Index. It was launched on Jun 28, 2004. Both IQQE.DE and ISCB 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 ISCB.
Key characteristics
| IQQE.DE | ISCB | |
|---|---|---|
| YTD Return | 13.66% | 15.49% |
| 1Y Return | 15.11% | 30.18% |
| 3Y Return (Ann) | -0.37% | 1.82% |
| 5Y Return (Ann) | 4.06% | 7.54% |
| 10Y Return (Ann) | 4.95% | 7.70% |
| Sharpe Ratio | 1.16 | 1.66 |
| Sortino Ratio | 1.67 | 2.36 |
| Omega Ratio | 1.21 | 1.29 |
| Calmar Ratio | 0.76 | 1.46 |
| Martin Ratio | 5.62 | 9.17 |
| Ulcer Index | 2.86% | 3.37% |
| Daily Std Dev | 14.01% | 18.66% |
| Max Drawdown | -59.55% | -61.25% |
| Current Drawdown | -5.93% | -3.23% |
Correlation
The correlation between IQQE.DE and ISCB is 0.48, 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.
Performance
IQQE.DE vs. ISCB - Performance Comparison
In the year-to-date period, IQQE.DE achieves a 13.66% return, which is significantly lower than ISCB's 15.49% return. Over the past 10 years, IQQE.DE has underperformed ISCB with an annualized return of 4.95%, while ISCB has yielded a comparatively higher 7.70% 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. ISCB - Expense Ratio Comparison
IQQE.DE has a 0.18% expense ratio, which is higher than ISCB's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
IQQE.DE vs. ISCB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) and iShares Morningstar Small-Cap ETF (ISCB). 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. ISCB - Dividend Comparison
IQQE.DE's dividend yield for the trailing twelve months is around 2.16%, more than ISCB's 1.21% 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% |
ISCB iShares Morningstar Small-Cap ETF | 1.21% | 1.49% | 1.63% | 1.26% | 1.26% | 1.25% | 1.60% | 1.24% | 1.58% | 1.40% | 1.18% | 0.87% |
Drawdowns
IQQE.DE vs. ISCB - Drawdown Comparison
The maximum IQQE.DE drawdown since its inception was -59.55%, roughly equal to the maximum ISCB drawdown of -61.25%. Use the drawdown chart below to compare losses from any high point for IQQE.DE and ISCB. For additional features, visit the drawdowns tool.
Volatility
IQQE.DE vs. ISCB - Volatility Comparison
The current volatility for iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) is 5.25%, while iShares Morningstar Small-Cap ETF (ISCB) has a volatility of 6.41%. This indicates that IQQE.DE experiences smaller price fluctuations and is considered to be less risky than ISCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.