IQQI.DE vs. XDEM.DE
IQQI.DE (iShares Global Infrastructure UCITS ETF) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - IQQI.DE is a Global Equities fund tracking the FTSE Global Core Infrastructure Index, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, IQQI.DE returned 7.26%/yr vs 16.73%/yr for XDEM.DE. A 0.56 correlation means they provide meaningful diversification when combined. IQQI.DE charges 0.65%/yr vs 0.25%/yr for XDEM.DE.
Performance
IQQI.DE vs. XDEM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQI.DE achieves a 14.89% return, which is significantly lower than XDEM.DE's 29.03% return. Over the past 10 years, IQQI.DE has underperformed XDEM.DE with an annualized return of 7.26%, while XDEM.DE has yielded a comparatively higher 16.73% annualized return.
IQQI.DE
- 1D
- 0.32%
- 1M
- 1.20%
- YTD
- 14.89%
- 6M
- 15.89%
- 1Y
- 20.42%
- 3Y*
- 10.56%
- 5Y*
- 7.56%
- 10Y*
- 7.26%
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
IQQI.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 14.89% | 0.56% | 14.53% | -3.18% | -0.38% | 26.94% | -10.82% | 27.73% | 2.23% | 0.70% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
Correlation
The correlation between IQQI.DE and XDEM.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2014 | 0.56 |
Over the past year, the correlation between IQQI.DE and XDEM.DE has dropped to 0.11 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQI.DE vs. XDEM.DE — Risk / Return Rank
IQQI.DE
XDEM.DE
IQQI.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure UCITS ETF (IQQI.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
| IQQI.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.23 | 4.45 | -0.22 |
| Martin ratioReturn relative to average drawdown | 10.58 | 16.95 | -6.36 |
Loading charts...
Drawdowns
IQQI.DE vs. XDEM.DE - Drawdown Comparison
The maximum IQQI.DE drawdown since its inception was -42.24%, which is greater than XDEM.DE's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IQQI.DE and XDEM.DE.
Loading charts...
Drawdown Indicators
| IQQI.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.24% | -30.94% | -11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -9.01% | +4.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -23.51% | +8.76% |
Max Drawdown (5Y)Largest decline over 5 years | -24.82% | -23.51% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -30.94% | -3.22% |
Current DrawdownCurrent decline from peak | 0.00% | -1.24% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -7.38% | -3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.37% | -0.45% |
Volatility
IQQI.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares Global Infrastructure UCITS ETF (IQQI.DE) is 4.41%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that IQQI.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQI.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.41% | 6.97% | -2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 15.01% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.83% | 17.90% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 17.51% | -4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.25% | 18.14% | -3.89% |
IQQI.DE vs. XDEM.DE - Expense Ratio Comparison
IQQI.DE has a 0.65% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
IQQI.DE vs. XDEM.DE - Dividend Comparison
IQQI.DE's dividend yield for the trailing twelve months is around 2.01%, while XDEM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.01% | 2.30% | 2.29% | 2.42% | 2.13% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.63% | 3.15% |
XDEM.DE Xtrackers MSCI World Momentum Factor 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% |
Frequently Asked Questions
IQQI.DE and XDEM.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for IQQI.DE.
IQQI.DE is categorized as Global Equities, while XDEM.DE is Momentum. IQQI.DE tracks FTSE Global Core Infrastructure Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.65% for IQQI.DE and 0.25% for XDEM.DE.
Find the right allocation for IQQI.DE and XDEM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer