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IQQI.DE vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IQQI.DESXR8.DE

Correlation

-0.50.00.51.00.2

The correlation between IQQI.DE and SXR8.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

IQQI.DE vs. SXR8.DE - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember0
7.70%
IQQI.DE
SXR8.DE

Compare stocks, funds, or ETFs

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


IQQI.DE vs. SXR8.DE - Expense Ratio Comparison

IQQI.DE has a 0.65% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.


IQQI.DE
iShares Global Infrastructure UCITS ETF
Expense ratio chart for IQQI.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

IQQI.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IQQI.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


IQQI.DE
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for IQQI.DE, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
SXR8.DE
Sharpe ratio
The chart of Sharpe ratio for SXR8.DE, currently valued at 2.64, compared to the broader market0.002.004.002.64
Sortino ratio
The chart of Sortino ratio for SXR8.DE, currently valued at 3.68, compared to the broader market-2.000.002.004.006.008.0010.0012.003.68
Omega ratio
The chart of Omega ratio for SXR8.DE, currently valued at 1.49, compared to the broader market0.501.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for SXR8.DE, currently valued at 2.64, compared to the broader market0.005.0010.0015.002.64
Martin ratio
The chart of Martin ratio for SXR8.DE, currently valued at 15.88, compared to the broader market0.0020.0040.0060.0080.00100.0015.88

IQQI.DE vs. SXR8.DE - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio2.002.503.00AprilMayJuneJulyAugustSeptember
2.64
IQQI.DE
SXR8.DE

Dividends

IQQI.DE vs. SXR8.DE - Dividend Comparison

Neither IQQI.DE nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IQQI.DE vs. SXR8.DE - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-5.66%
-0.44%
IQQI.DE
SXR8.DE

Volatility

IQQI.DE vs. SXR8.DE - Volatility Comparison

The current volatility for iShares Global Infrastructure UCITS ETF (IQQI.DE) is 0.00%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 4.27%. This indicates that IQQI.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember0
4.27%
IQQI.DE
SXR8.DE