IQQG.DE vs. D5BL.DE
IQQG.DE (iShares Euro Total Market Growth Large UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - IQQG.DE tracks the EURO STOXX® Total Market (TMI) Growth Large while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IQQG.DE returned 10.04%/yr vs 10.77%/yr for D5BL.DE. A 0.78 correlation means they provide meaningful diversification when combined. IQQG.DE charges 0.40%/yr vs 0.15%/yr for D5BL.DE.
Performance
IQQG.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQG.DE achieves a 11.22% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, IQQG.DE has underperformed D5BL.DE with an annualized return of 10.04%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
IQQG.DE
- 1D
- 0.60%
- 1M
- 4.08%
- YTD
- 11.22%
- 6M
- 11.01%
- 1Y
- 14.28%
- 3Y*
- 11.38%
- 5Y*
- 8.75%
- 10Y*
- 10.04%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
IQQG.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 11.22% | 11.02% | 9.86% | 21.00% | -17.49% | 26.92% | 5.51% | 37.01% | -12.14% | 12.69% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between IQQG.DE and D5BL.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.78 |
The correlation between IQQG.DE and D5BL.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
IQQG.DE vs. D5BL.DE — Risk / Return Rank
IQQG.DE
D5BL.DE
IQQG.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| IQQG.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.42 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 3.28 | -2.13 |
| Martin ratioReturn relative to average drawdown | 3.72 | 12.52 | -8.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQG.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 2.28 | -1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.93 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.60 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.48 | -0.18 |
Drawdowns
IQQG.DE vs. D5BL.DE - Drawdown Comparison
The maximum IQQG.DE drawdown since its inception was -57.23%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for IQQG.DE and D5BL.DE.
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Drawdown Indicators
| IQQG.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -40.40% | -16.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -10.02% | -2.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -17.36% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -28.16% | -19.58% | -8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -34.51% | -40.40% | +5.89% |
Current DrawdownCurrent decline from peak | 0.00% | -1.22% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -7.23% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 2.63% | +1.24% |
Volatility
IQQG.DE vs. D5BL.DE - Volatility Comparison
iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that IQQG.DE's price experiences larger fluctuations and is considered to be riskier than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQG.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 4.83% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 11.54% | +4.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 14.44% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.69% | 15.59% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.71% | 17.76% | +0.95% |
IQQG.DE vs. D5BL.DE - Expense Ratio Comparison
IQQG.DE has a 0.40% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
IQQG.DE vs. D5BL.DE - Dividend Comparison
IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQG.DE iShares Euro Total Market Growth Large UCITS ETF | 1.08% | 1.04% | 0.98% | 0.94% | 1.00% | 0.55% | 0.99% | 1.38% | 1.57% | 1.57% | 1.80% | 1.70% |
Frequently Asked Questions
IQQG.DE and D5BL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for IQQG.DE.
IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IQQG.DE and 0.15% for D5BL.DE.
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