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IQQH.DE vs. DBXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQH.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQH.DE achieves a 39.28% return, which is significantly higher than DBXD.DE's 1.35% return. Over the past 10 years, IQQH.DE has outperformed DBXD.DE with an annualized return of 11.71%, while DBXD.DE has yielded a comparatively lower 8.92% annualized return.


IQQH.DE

1D
-1.81%
1M
8.45%
YTD
39.28%
6M
35.95%
1Y
78.04%
3Y*
5.37%
5Y*
2.58%
10Y*
11.71%

DBXD.DE

1D
0.50%
1M
-0.04%
YTD
1.35%
6M
3.40%
1Y
2.06%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQH.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
39.28%29.83%-21.49%-22.15%0.84%-17.65%117.65%49.62%-4.26%7.71%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Correlation

The correlation between IQQH.DE and DBXD.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.43

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

0.47

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

0.53

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2007

0.57

The correlation between IQQH.DE and DBXD.DE shifts across timeframes, from 0.42 (1 year) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQH.DE vs. DBXD.DE — Risk / Return Rank

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

IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
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.

IQQH.DE vs. DBXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


IQQH.DEDBXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.03

Sortino ratioReturn per unit of downside risk

+3.81

Omega ratioGain probability vs. loss probability

1.50

1.04

+0.46

Calmar ratioReturn relative to maximum drawdown

6.29

0.19

+6.10

Martin ratioReturn relative to average drawdown

19.88

0.58

+19.31

IQQH.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current IQQH.DE Sharpe Ratio is 3.18, which is higher than the DBXD.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of IQQH.DE and DBXD.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.


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Sharpe Ratios by Period


IQQH.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

0.14

+3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.53

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.31

-0.32

Drawdowns

IQQH.DE vs. DBXD.DE - Drawdown Comparison

The maximum IQQH.DE drawdown since its inception was -86.09%, which is greater than DBXD.DE's maximum drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for IQQH.DE and DBXD.DE.


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Drawdown Indicators


IQQH.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.09%

-54.98%

-31.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-12.28%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-44.43%

-15.92%

-28.51%

Max Drawdown (5Y)

Largest decline over 5 years

-57.70%

-26.70%

-31.00%

Max Drawdown (10Y)

Largest decline over 10 years

-63.78%

-38.83%

-24.95%

Current Drawdown

Current decline from peak

-24.01%

-2.23%

-21.78%

Average Drawdown

Average peak-to-trough decline

-59.78%

-11.34%

-48.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.97%

-0.07%

Volatility

IQQH.DE vs. DBXD.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a higher volatility of 9.79% compared to Xtrackers DAX UCITS ETF 1C (DBXD.DE) at 5.10%. This indicates that IQQH.DE's price experiences larger fluctuations and is considered to be riskier than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQH.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

5.10%

+4.69%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

12.95%

+5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

16.13%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.69%

17.16%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

18.35%

+6.73%

IQQH.DE vs. DBXD.DE - Expense Ratio Comparison

IQQH.DE has a 0.65% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio.


Dividends

IQQH.DE vs. DBXD.DE - Dividend Comparison

IQQH.DE's dividend yield for the trailing twelve months is around 0.94%, while DBXD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
0.94%1.53%1.32%1.23%0.83%1.23%0.56%2.89%3.30%4.82%4.72%2.86%

Frequently Asked Questions


IQQH.DE and DBXD.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXD.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXD.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for IQQH.DE.

IQQH.DE is categorized as Energy Equities, while DBXD.DE is Europe Equities. IQQH.DE tracks S&P Global Clean Energy, while DBXD.DE tracks DAX®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.65% for IQQH.DE and 0.09% for DBXD.DE.

Portfolio Optimizer

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