PortfoliosLab logoPortfoliosLab logo
IQQK.DE vs. SPYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQK.DE vs. SPYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and SPDR MSCI EM Asia UCITS ETF (SPYA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IQQK.DE achieves a 107.68% return, which is significantly higher than SPYA.DE's 32.76% return. Over the past 10 years, IQQK.DE has outperformed SPYA.DE with an annualized return of 16.55%, while SPYA.DE has yielded a comparatively lower 10.77% annualized return.


IQQK.DE

1D
-4.65%
1M
11.93%
YTD
107.68%
6M
121.46%
1Y
216.52%
3Y*
44.83%
5Y*
19.47%
10Y*
16.55%

SPYA.DE

1D
-1.79%
1M
4.52%
YTD
32.76%
6M
32.61%
1Y
52.96%
3Y*
22.22%
5Y*
8.39%
10Y*
10.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQK.DE vs. SPYA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
107.68%77.35%-18.08%15.54%-24.11%-1.13%30.60%14.38%-18.25%27.92%
SPYA.DE
SPDR MSCI EM Asia UCITS ETF
32.76%17.77%17.39%3.14%-16.02%1.17%15.21%21.30%-11.35%25.30%

Correlation

The correlation between IQQK.DE and SPYA.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.74

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

0.74

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

0.76

Correlation (All Time)
Calculated using the full available price history since May 23, 2011

0.72

The correlation between IQQK.DE and SPYA.DE shifts across timeframes, from 0.72 (all time) to 0.82 (1 year), reflecting how their relationship changes across market environments.

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

IQQK.DE vs. SPYA.DE — Risk / Return Rank

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

IQQK.DE
IQQK.DE Risk / Return Rank: 9797
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9797
Martin Ratio Rank

SPYA.DE
SPYA.DE Risk / Return Rank: 8585
Overall Rank
SPYA.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SPYA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYA.DE Martin Ratio Rank: 8484
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.

IQQK.DE vs. SPYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) and SPDR MSCI EM Asia UCITS ETF (SPYA.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.


IQQK.DESPYA.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.12

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.78

1.49

+0.28

Calmar ratioReturn relative to maximum drawdown

10.70

4.82

+5.87

Martin ratioReturn relative to average drawdown

38.75

16.86

+21.89

IQQK.DE vs. SPYA.DE - Sharpe Ratio Comparison

The current IQQK.DE Sharpe Ratio is 5.92, which is higher than the SPYA.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of IQQK.DE and SPYA.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.


Loading charts...

Sharpe Ratios by Period


IQQK.DESPYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.92

2.80

+3.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.45

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.58

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.45

-0.12

Drawdowns

IQQK.DE vs. SPYA.DE - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.13%, which is greater than SPYA.DE's maximum drawdown of -35.34%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and SPYA.DE.


Loading charts...

Drawdown Indicators


IQQK.DESPYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.13%

-35.34%

-32.79%

Max Drawdown (1Y)

Largest decline over 1 year

-20.96%

-11.13%

-9.83%

Max Drawdown (3Y)

Largest decline over 3 years

-30.51%

-21.39%

-9.12%

Max Drawdown (5Y)

Largest decline over 5 years

-41.53%

-29.31%

-12.22%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-33.85%

-8.50%

Current Drawdown

Current decline from peak

-5.73%

-2.98%

-2.75%

Average Drawdown

Average peak-to-trough decline

-17.35%

-10.94%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

3.19%

+2.61%

Volatility

IQQK.DE vs. SPYA.DE - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a higher volatility of 17.23% compared to SPDR MSCI EM Asia UCITS ETF (SPYA.DE) at 8.10%. This indicates that IQQK.DE's price experiences larger fluctuations and is considered to be riskier than SPYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IQQK.DESPYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.23%

8.10%

+9.13%

Volatility (6M)

Calculated over the trailing 6-month period

33.01%

16.09%

+16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.90%

19.17%

+18.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

18.38%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

19.19%

+5.65%

IQQK.DE vs. SPYA.DE - Expense Ratio Comparison

IQQK.DE has a 0.74% expense ratio, which is higher than SPYA.DE's 0.55% expense ratio.


Dividends

IQQK.DE vs. SPYA.DE - Dividend Comparison

IQQK.DE's dividend yield for the trailing twelve months is around 0.36%, while SPYA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.36%0.75%1.17%1.07%1.29%1.11%0.69%1.12%0.89%0.69%0.56%0.39%
SPYA.DE
SPDR MSCI EM Asia 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


IQQK.DE and SPYA.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

SPYA.DE is cheaper with a 0.55% expense ratio, compared with 0.74% for IQQK.DE.

IQQK.DE tracks MSCI Korea 20/35, while SPYA.DE tracks MSCI Emerging Markets Asia. They also come from different issuers: iShares and State Street. Their fees differ too: 0.74% for IQQK.DE and 0.55% for SPYA.DE.

Portfolio Optimizer

Find the right allocation for IQQK.DE and SPYA.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