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IQQH.DE vs. IS0D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQH.DE vs. IS0D.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 iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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 IS0D.DE's 19.06% return. Over the past 10 years, IQQH.DE has outperformed IS0D.DE with an annualized return of 10.07%, while IS0D.DE has yielded a comparatively lower 6.16% 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%

IS0D.DE

1D
-0.33%
1M
-6.02%
YTD
19.06%
6M
21.02%
1Y
21.84%
3Y*
8.97%
5Y*
14.44%
10Y*
6.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQH.DE vs. IS0D.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%
IS0D.DE
iShares Oil & Gas Exploration & Production UCITS ETF
19.06%-4.44%3.15%-0.98%44.41%86.31%-39.10%13.52%-18.96%-15.75%

Correlation

The correlation between IQQH.DE and IS0D.DE is -0.07, 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

-0.07

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

0.14

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

0.21

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.39

The correlation between IQQH.DE and IS0D.DE shifts across timeframes, from -0.07 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQH.DE vs. IS0D.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

IS0D.DE
IS0D.DE Risk / Return Rank: 2424
Overall Rank
IS0D.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 2424
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 2525
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. IS0D.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 iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.DEIS0D.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.35

1.16

+0.19

Calmar ratioReturn relative to maximum drawdown

3.78

1.17

+2.60

Martin ratioReturn relative to average drawdown

11.85

3.19

+8.66

IQQH.DE vs. IS0D.DE - Sharpe Ratio Comparison

The current IQQH.DE Sharpe Ratio is 2.14, which is higher than the IS0D.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IQQH.DE and IS0D.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. IS0D.DE - Drawdown Comparison

The maximum IQQH.DE drawdown since its inception was -87.02%, roughly equal to the maximum IS0D.DE drawdown of -83.80%. Use the drawdown chart below to compare losses from any high point for IQQH.DE and IS0D.DE.


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Drawdown Indicators


IQQH.DEIS0D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-87.02%

-83.80%

-3.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

-18.52%

+3.74%

Max Drawdown (3Y)

Largest decline over 3 years

-43.32%

-30.79%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

-32.32%

-25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-64.20%

-73.71%

+9.51%

Current Drawdown

Current decline from peak

-42.76%

-17.79%

-24.97%

Average Drawdown

Average peak-to-trough decline

-63.52%

-38.83%

-24.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

6.82%

-2.10%

Volatility

IQQH.DE vs. IS0D.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a higher volatility of 9.95% compared to iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) at 7.81%. This indicates that IQQH.DE's price experiences larger fluctuations and is considered to be riskier than IS0D.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.DEIS0D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.95%

7.81%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

22.95%

-2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.05%

27.02%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.02%

30.47%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.15%

33.49%

-8.34%

IQQH.DE vs. IS0D.DE - Expense Ratio Comparison

IQQH.DE has a 0.65% expense ratio, which is higher than IS0D.DE's 0.55% expense ratio.


Dividends

IQQH.DE vs. IS0D.DE - Dividend Comparison

IQQH.DE's dividend yield for the trailing twelve months is around 0.91%, while IS0D.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
IS0D.DE
iShares Oil & Gas Exploration & Production 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%

Frequently Asked Questions


IQQH.DE and IS0D.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0D.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0D.DE is cheaper with a 0.55% expense ratio, compared with 0.65% for IQQH.DE.

IQQH.DE tracks S&P Global Clean Energy, while IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production. Their fees differ too: 0.65% for IQQH.DE and 0.55% for IS0D.DE.

Portfolio Optimizer

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