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IQQG.DE vs. VGEU.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQQG.DEVGEU.DE
YTD Return6.60%8.75%
1Y Return11.63%14.77%
3Y Return (Ann)1.39%4.45%
5Y Return (Ann)7.47%7.31%
Sharpe Ratio0.701.34
Sortino Ratio1.071.81
Omega Ratio1.131.24
Calmar Ratio0.862.05
Martin Ratio2.248.00
Ulcer Index4.97%1.78%
Daily Std Dev15.92%10.64%
Max Drawdown-57.23%-35.59%
Current Drawdown-8.27%-3.57%

Correlation

-0.50.00.51.00.8

The correlation between IQQG.DE and VGEU.DE is 0.78, 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

IQQG.DE vs. VGEU.DE - Performance Comparison

In the year-to-date period, IQQG.DE achieves a 6.60% return, which is significantly lower than VGEU.DE's 8.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JuneJulyAugustSeptemberOctoberNovember
-9.36%
-5.17%
IQQG.DE
VGEU.DE

Compare stocks, funds, or ETFs

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


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

IQQG.DE has a 0.40% expense ratio, which is higher than VGEU.DE's 0.10% expense ratio.


IQQG.DE
iShares Euro Total Market Growth Large UCITS ETF
Expense ratio chart for IQQG.DE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VGEU.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IQQG.DE vs. VGEU.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) and Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.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
Sharpe ratio
The chart of Sharpe ratio for IQQG.DE, currently valued at 0.39, compared to the broader market0.002.004.006.000.39
Sortino ratio
The chart of Sortino ratio for IQQG.DE, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.0010.0012.000.67
Omega ratio
The chart of Omega ratio for IQQG.DE, currently valued at 1.08, compared to the broader market1.001.502.002.503.001.08
Calmar ratio
The chart of Calmar ratio for IQQG.DE, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.57
Martin ratio
The chart of Martin ratio for IQQG.DE, currently valued at 1.45, compared to the broader market0.0020.0040.0060.0080.00100.001.45
VGEU.DE
Sharpe ratio
The chart of Sharpe ratio for VGEU.DE, currently valued at 0.79, compared to the broader market0.002.004.006.000.79
Sortino ratio
The chart of Sortino ratio for VGEU.DE, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.13
Omega ratio
The chart of Omega ratio for VGEU.DE, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for VGEU.DE, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03
Martin ratio
The chart of Martin ratio for VGEU.DE, currently valued at 3.68, compared to the broader market0.0020.0040.0060.0080.00100.003.68

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

The current IQQG.DE Sharpe Ratio is 0.70, which is lower than the VGEU.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of IQQG.DE and VGEU.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.39
0.79
IQQG.DE
VGEU.DE

Dividends

IQQG.DE vs. VGEU.DE - Dividend Comparison

IQQG.DE has not paid dividends to shareholders, while VGEU.DE's dividend yield for the trailing twelve months is around 2.59%.


TTM202320222021202020192018201720162015
IQQG.DE
iShares Euro Total Market Growth Large UCITS ETF
0.00%0.00%1.00%0.55%0.99%1.38%1.57%1.57%1.80%1.70%
VGEU.DE
Vanguard FTSE Developed Europe UCITS ETF Distributing
2.59%2.97%3.31%2.68%2.25%3.21%3.65%3.04%3.20%3.11%

Drawdowns

IQQG.DE vs. VGEU.DE - Drawdown Comparison

The maximum IQQG.DE drawdown since its inception was -57.23%, which is greater than VGEU.DE's maximum drawdown of -35.59%. Use the drawdown chart below to compare losses from any high point for IQQG.DE and VGEU.DE. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.84%
-9.03%
IQQG.DE
VGEU.DE

Volatility

IQQG.DE vs. VGEU.DE - Volatility Comparison

iShares Euro Total Market Growth Large UCITS ETF (IQQG.DE) has a higher volatility of 6.02% compared to Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) at 4.56%. This indicates that IQQG.DE's price experiences larger fluctuations and is considered to be riskier than VGEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
6.02%
4.56%
IQQG.DE
VGEU.DE