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IQQH.DE vs. ETL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQH.DE vs. ETL2.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 L&G Longer Dated All Commodities UCITS ETF (ETL2.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 23.10% return, which is significantly higher than ETL2.DE's 11.46% return. Over the past 10 years, IQQH.DE has outperformed ETL2.DE with an annualized return of 10.07%, while ETL2.DE has yielded a comparatively lower 7.18% annualized return.


IQQH.DE

1D
-2.25%
1M
-12.69%
YTD
23.10%
6M
23.40%
1Y
56.06%
3Y*
3.16%
5Y*
-1.23%
10Y*
10.07%

ETL2.DE

1D
-0.23%
1M
-5.26%
YTD
11.46%
6M
13.39%
1Y
23.41%
3Y*
9.21%
5Y*
11.75%
10Y*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQH.DE vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
23.10%29.63%-21.56%-22.41%0.55%-18.08%117.29%47.44%-4.63%5.73%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
11.46%4.89%11.58%-9.47%24.86%46.21%-7.56%10.89%-4.22%-9.85%

Correlation

The correlation between IQQH.DE and ETL2.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.09

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

0.11

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2010

0.26

Over the past year, the correlation between IQQH.DE and ETL2.DE has dropped to 0.04 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

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Return for Risk

IQQH.DE vs. ETL2.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: 7575
Overall Rank
IQQH.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 6767
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 7373
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 5353
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 4949
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 5757
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. ETL2.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 L&G Longer Dated All Commodities UCITS ETF (ETL2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQQH.DEETL2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.35

1.28

+0.07

Calmar ratioReturn relative to maximum drawdown

3.78

2.52

+1.25

Martin ratioReturn relative to average drawdown

11.85

8.74

+3.12

IQQH.DE vs. ETL2.DE - Sharpe Ratio Comparison

The current IQQH.DE Sharpe Ratio is 2.14, which is higher than the ETL2.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of IQQH.DE and ETL2.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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Drawdowns

IQQH.DE vs. ETL2.DE - Drawdown Comparison

The maximum IQQH.DE drawdown since its inception was -87.02%, which is greater than ETL2.DE's maximum drawdown of -47.05%. Use the drawdown chart below to compare losses from any high point for IQQH.DE and ETL2.DE.


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Drawdown Indicators


IQQH.DEETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.02%

-47.05%

-39.97%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-9.25%

-5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-43.32%

-15.06%

-28.26%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

-23.24%

-34.74%

Max Drawdown (10Y)

Largest decline over 10 years

-64.20%

-26.52%

-37.68%

Current Drawdown

Current decline from peak

-42.76%

-9.07%

-33.69%

Average Drawdown

Average peak-to-trough decline

-63.52%

-22.24%

-41.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

2.67%

+2.05%

Volatility

IQQH.DE vs. ETL2.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a higher volatility of 9.95% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 3.26%. This indicates that IQQH.DE's price experiences larger fluctuations and is considered to be riskier than ETL2.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.DEETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

3.26%

+6.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

12.89%

+7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.05%

14.78%

+11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.02%

15.45%

+9.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

13.68%

+11.47%

IQQH.DE vs. ETL2.DE - Expense Ratio Comparison

IQQH.DE has a 0.65% expense ratio, which is higher than ETL2.DE's 0.30% expense ratio.


Dividends

IQQH.DE vs. ETL2.DE - Dividend Comparison

IQQH.DE's dividend yield for the trailing twelve months is around 0.91%, while ETL2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ETL2.DE
L&G Longer Dated All Commodities 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%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
0.91%1.33%1.24%0.80%0.53%0.73%0.49%1.56%2.87%2.88%2.81%2.60%

Frequently Asked Questions


IQQH.DE and ETL2.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETL2.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETL2.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for IQQH.DE.

IQQH.DE is categorized as Energy Equities, while ETL2.DE is Commodities. IQQH.DE tracks S&P Global Clean Energy, while ETL2.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.65% for IQQH.DE and 0.30% for ETL2.DE.

Portfolio Optimizer

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