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IQQI.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

IQQI.DE vs. ^GSPC

Last updated Jun 5, 2026

IQQI.DE (iShares Global Infrastructure UCITS ETF) is Global Equities fund tracking the FTSE Global Core Infrastructure Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IQQI.DE returned 6.89%/yr vs 13.40%/yr for ^GSPC. At a 0.40 correlation, their price movements are largely independent.

Performance

IQQI.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Infrastructure UCITS ETF (IQQI.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IQQI.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQI.DE achieves a 10.36% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, IQQI.DE has underperformed ^GSPC with an annualized return of 6.89%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.

IQQI.DE

1D
-1.37%
1M
-2.09%
YTD
10.36%
6M
9.03%
1Y
12.31%
3Y*
8.46%
5Y*
6.76%
10Y*
6.89%

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQI.DE vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IQQI.DE
iShares Global Infrastructure UCITS ETF		10.36%0.54%14.51%-3.16%-0.37%26.96%-10.83%27.76%2.20%0.70%
^GSPC
S&P 500 Index		12.06%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between IQQI.DE and ^GSPC is 0.08, 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

0.08

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

0.17

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

0.26

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

0.37

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2007

0.40

Over the past year, the correlation between IQQI.DE and ^GSPC has dropped to 0.08 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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iShares Global Infrastructure UCITS ETF

S&P 500 Index

Often compared with IQQI.DE:
IQQI.DE vs. ZPRI.DEIQQI.DE vs. NG.LIQQI.DE vs. EXV1.DEIQQI.DE vs. UKRE.LIQQI.DE vs. XLGIQQI.DE vs. SPYIQQI.DE vs. SXR8.DE
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

IQQI.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IQQI.DE
IQQI.DE Risk / Return Rank: 3838
Overall Rank
IQQI.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 3939
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

IQQI.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IQQI.DE) and S&P 500 Index (^GSPC). 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.

IQQI.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility
1.17
2.04

-0.87

Sortino ratioReturn per unit of downside risk
1.75
2.65

-0.90

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

2.55

3.30

-0.75

Martin ratioReturn relative to average drawdown

6.21

12.34

-6.13

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQI.DE vs. ^GSPC - Sharpe Ratio Comparison

The current IQQI.DE Sharpe Ratio is 1.17, which is lower than the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IQQI.DE and ^GSPC, 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

IQQI.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

2.04

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.80

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.72

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.51

-0.18

Drawdowns

IQQI.DE vs. ^GSPC - Drawdown Comparison

The maximum IQQI.DE drawdown since its inception was -42.25%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for IQQI.DE and ^GSPC.

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Drawdown Indicators

IQQI.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-51.62%

+9.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-7.57%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-23.99%

+9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.81%

-23.99%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-34.15%

-33.42%

-0.73%

Current Drawdown

Current decline from peak

-3.21%

-0.20%

-3.01%

Average Drawdown

Average peak-to-trough decline

-11.06%

-9.08%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.02%

-0.04%

Volatility

IQQI.DE vs. ^GSPC - Volatility Comparison

iShares Global Infrastructure UCITS ETF (IQQI.DE) has a higher volatility of 3.88% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that IQQI.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IQQI.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

2.24%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

8.62%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

12.29%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

16.79%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

18.59%

-4.36%

Frequently Asked Questions

IQQI.DE and ^GSPC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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