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IQQJ.DE vs. MEU.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQJ.DE vs. MEU.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Amundi MSCI Europe II UCITS ETF (MEU.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQJ.DE achieves a 16.83% return, which is significantly higher than MEU.MI's 6.91% return. Both investments have delivered pretty close results over the past 10 years, with IQQJ.DE having a 8.94% annualized return and MEU.MI not far ahead at 9.00%.


IQQJ.DE

1D
-14.69%
1M
5.85%
YTD
16.83%
6M
16.70%
1Y
30.57%
3Y*
15.45%
5Y*
9.84%
10Y*
8.94%

MEU.MI

1D
0.32%
1M
3.24%
YTD
6.91%
6M
9.45%
1Y
15.94%
3Y*
13.53%
5Y*
9.78%
10Y*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQJ.DE vs. MEU.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
16.83%12.69%13.58%16.03%-12.77%9.53%4.77%21.88%-10.11%8.81%
MEU.MI
Amundi MSCI Europe II UCITS ETF
6.91%20.93%8.17%15.92%-9.82%25.20%-3.35%26.91%-10.49%10.19%

Correlation

The correlation between IQQJ.DE and MEU.MI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.54

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

0.55

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

0.61

Correlation (All Time)
Calculated using the full available price history since May 3, 2006

0.58

The correlation between IQQJ.DE and MEU.MI has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

IQQJ.DE vs. MEU.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQJ.DE
IQQJ.DE Risk / Return Rank: 3838
Overall Rank
IQQJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IQQJ.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IQQJ.DE Omega Ratio Rank: 4444
Omega Ratio Rank
IQQJ.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
IQQJ.DE Martin Ratio Rank: 5454
Martin Ratio Rank

MEU.MI
MEU.MI Risk / Return Rank: 3636
Overall Rank
MEU.MI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MEU.MI Sortino Ratio Rank: 3636
Sortino Ratio Rank
MEU.MI Omega Ratio Rank: 3636
Omega Ratio Rank
MEU.MI Calmar Ratio Rank: 3434
Calmar Ratio Rank
MEU.MI Martin Ratio Rank: 3939
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.

IQQJ.DE vs. MEU.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) and Amundi MSCI Europe II UCITS ETF (MEU.MI). 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.


IQQJ.DEMEU.MIDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.28

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

2.07

1.66

+0.41

Martin ratioReturn relative to average drawdown

9.16

6.05

+3.11

IQQJ.DE vs. MEU.MI - Sharpe Ratio Comparison

The current IQQJ.DE Sharpe Ratio is 0.87, which is comparable to the MEU.MI Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of IQQJ.DE and MEU.MI, 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


IQQJ.DEMEU.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.24

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.69

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.58

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.32

-0.04

Drawdowns

IQQJ.DE vs. MEU.MI - Drawdown Comparison

The maximum IQQJ.DE drawdown since its inception was -54.99%, smaller than the maximum MEU.MI drawdown of -58.23%. Use the drawdown chart below to compare losses from any high point for IQQJ.DE and MEU.MI.


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Drawdown Indicators


IQQJ.DEMEU.MIDifference

Max Drawdown

Largest peak-to-trough decline

-54.99%

-58.23%

+3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.69%

-9.59%

-5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

-16.42%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.40%

-19.66%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-28.02%

-35.18%

+7.16%

Current Drawdown

Current decline from peak

-14.69%

-1.84%

-12.85%

Average Drawdown

Average peak-to-trough decline

-16.84%

-11.83%

-5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

2.63%

+0.70%

Volatility

IQQJ.DE vs. MEU.MI - Volatility Comparison

iShares MSCI Japan UCITS ETF (Dist) (IQQJ.DE) has a higher volatility of 30.30% compared to Amundi MSCI Europe II UCITS ETF (MEU.MI) at 4.18%. This indicates that IQQJ.DE's price experiences larger fluctuations and is considered to be riskier than MEU.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQJ.DEMEU.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.30%

4.18%

+26.12%

Volatility (6M)

Calculated over the trailing 6-month period

33.04%

10.62%

+22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

34.82%

12.87%

+21.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

14.35%

+6.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

15.58%

+3.24%

IQQJ.DE vs. MEU.MI - Expense Ratio Comparison

IQQJ.DE has a 0.12% expense ratio, which is lower than MEU.MI's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IQQJ.DE vs. MEU.MI - Dividend Comparison

IQQJ.DE's dividend yield for the trailing twelve months is around 1.52%, while MEU.MI has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQJ.DE
iShares MSCI Japan UCITS ETF (Dist)
1.52%1.79%1.48%1.42%1.76%1.16%1.40%1.41%1.44%1.23%1.21%0.57%
MEU.MI
Amundi MSCI Europe II UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%1.70%3.28%3.78%3.10%3.37%3.53%

Frequently Asked Questions


IQQJ.DE and MEU.MI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQJ.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for MEU.MI.

IQQJ.DE is categorized as Japan Equities, while MEU.MI is Europe Equities. IQQJ.DE tracks MSCI Japan, while MEU.MI tracks MSCI Europe index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for IQQJ.DE and 0.25% for MEU.MI.

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