PortfoliosLab logoPortfoliosLab logo
IQQG.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQG.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IQQG.DE achieves a 11.22% return, which is significantly higher than S6X0.DE's 7.30% return. Both investments have delivered pretty close results over the past 10 years, with IQQG.DE having a 10.04% annualized return and S6X0.DE not far ahead at 10.39%.


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%

S6X0.DE

1D
0.75%
1M
1.98%
YTD
7.30%
6M
8.70%
1Y
15.59%
3Y*
15.53%
5Y*
11.36%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQG.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
7.30%22.02%10.94%22.42%-8.98%23.10%-3.21%30.30%-13.84%12.57%

Correlation

The correlation between IQQG.DE and S6X0.DE is 0.93, 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

0.93

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

0.93

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

0.93

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

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2009

0.61

Over the past year, IQQG.DE and S6X0.DE have become more correlated (0.93) than their long-term average of 0.61, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IQQG.DE vs. S6X0.DE — Risk / Return Rank

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

IQQG.DE
IQQG.DE Risk / Return Rank: 2525
Overall Rank
IQQG.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IQQG.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
IQQG.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IQQG.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
IQQG.DE Martin Ratio Rank: 2727
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 3030
Overall Rank
S6X0.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 3333
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.

IQQG.DE vs. S6X0.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 Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratioReturn relative to maximum drawdown

1.15

1.44

-0.29

Martin ratioReturn relative to average drawdown

3.72

4.89

-1.16

IQQG.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current IQQG.DE Sharpe Ratio is 0.77, which is comparable to the S6X0.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IQQG.DE and S6X0.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.


Loading charts...

Sharpe Ratios by Period


IQQG.DES6X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.98

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.65

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.63

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.51

-0.21

Drawdowns

IQQG.DE vs. S6X0.DE - Drawdown Comparison

The maximum IQQG.DE drawdown since its inception was -57.23%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for IQQG.DE and S6X0.DE.


Loading charts...

Drawdown Indicators


IQQG.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.23%

-38.54%

-18.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-10.88%

-1.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-16.56%

-3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-28.16%

-23.41%

-4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

-38.54%

+4.03%

Current Drawdown

Current decline from peak

0.00%

-0.51%

+0.51%

Average Drawdown

Average peak-to-trough decline

-14.07%

-6.82%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.21%

+0.66%

Volatility

IQQG.DE vs. S6X0.DE - Volatility Comparison

iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.49% compared to Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) at 4.96%. This indicates that IQQG.DE's price experiences larger fluctuations and is considered to be riskier than S6X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IQQG.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.96%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

12.92%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

15.93%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

17.56%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

20.60%

-1.89%

IQQG.DE vs. S6X0.DE - Expense Ratio Comparison

IQQG.DE has a 0.40% expense ratio, which is higher than S6X0.DE's 0.05% expense ratio.


Dividends

IQQG.DE vs. S6X0.DE - Dividend Comparison

IQQG.DE's dividend yield for the trailing twelve months is around 1.08%, less than S6X0.DE's 2.78% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.78%2.99%3.38%3.17%3.10%2.47%2.53%3.48%3.69%2.92%3.18%3.05%

Frequently Asked Questions


With a correlation of 0.93, IQQG.DE and S6X0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.40% for IQQG.DE.

IQQG.DE tracks EURO STOXX® Total Market (TMI) Growth Large, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.40% for IQQG.DE and 0.05% for S6X0.DE.

Portfolio Optimizer

Find the right allocation for IQQG.DE and S6X0.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer