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IQQK.DE vs. X014.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQK.DE vs. X014.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 Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQK.DE achieves a 113.77% return, which is significantly higher than X014.DE's 17.09% return. Over the past 10 years, IQQK.DE has outperformed X014.DE with an annualized return of 17.40%, while X014.DE has yielded a comparatively lower 8.45% annualized return.


IQQK.DE

1D
3.24%
1M
5.32%
YTD
113.77%
6M
128.97%
1Y
203.72%
3Y*
48.07%
5Y*
19.72%
10Y*
17.40%

X014.DE

1D
0.62%
1M
4.13%
YTD
17.09%
6M
17.23%
1Y
30.14%
3Y*
14.07%
5Y*
7.97%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQK.DE vs. X014.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
113.77%77.57%-18.00%15.63%-24.03%-0.92%30.76%14.54%-18.10%28.00%
X014.DE
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist
17.09%9.40%11.53%8.83%-8.81%10.80%2.05%21.84%-8.83%9.35%

Correlation

The correlation between IQQK.DE and X014.DE is 0.51, 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

0.51

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

0.47

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

0.52

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

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2008

0.58

The correlation between IQQK.DE and X014.DE shifts across timeframes, from 0.47 (3 years) to 0.58 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IQQK.DE vs. X014.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: 9696
Overall Rank
IQQK.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IQQK.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
IQQK.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQK.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IQQK.DE Martin Ratio Rank: 9696
Martin Ratio Rank

X014.DE
X014.DE Risk / Return Rank: 5858
Overall Rank
X014.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
X014.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
X014.DE Omega Ratio Rank: 5353
Omega Ratio Rank
X014.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
X014.DE Martin Ratio Rank: 6060
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. X014.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 Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.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.


IQQK.DEX014.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.67

1.30

+0.37

Calmar ratioReturn relative to maximum drawdown

9.67

2.87

+6.80

Martin ratioReturn relative to average drawdown

32.85

9.61

+23.24

IQQK.DE vs. X014.DE - Sharpe Ratio Comparison

The current IQQK.DE Sharpe Ratio is 4.96, which is higher than the X014.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IQQK.DE and X014.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.


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Drawdowns

IQQK.DE vs. X014.DE - Drawdown Comparison

The maximum IQQK.DE drawdown since its inception was -68.01%, which is greater than X014.DE's maximum drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for IQQK.DE and X014.DE.


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Drawdown Indicators


IQQK.DEX014.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.01%

-40.49%

-27.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-10.47%

-10.46%

Max Drawdown (3Y)

Largest decline over 3 years

-30.43%

-17.94%

-12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-41.33%

-17.94%

-23.39%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

-29.05%

-12.98%

Current Drawdown

Current decline from peak

-5.93%

-1.93%

-4.00%

Average Drawdown

Average peak-to-trough decline

-16.76%

-12.28%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

3.13%

+3.04%

Volatility

IQQK.DE vs. X014.DE - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IQQK.DE) has a higher volatility of 18.78% compared to Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist (X014.DE) at 5.31%. This indicates that IQQK.DE's price experiences larger fluctuations and is considered to be riskier than X014.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQK.DEX014.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.78%

5.31%

+13.47%

Volatility (6M)

Calculated over the trailing 6-month period

36.63%

13.46%

+23.17%

Volatility (1Y)

Calculated over the trailing 1-year period

40.79%

18.09%

+22.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

15.56%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.32%

15.66%

+9.66%

IQQK.DE vs. X014.DE - Expense Ratio Comparison

IQQK.DE has a 0.74% expense ratio, which is higher than X014.DE's 0.45% expense ratio.


Dividends

IQQK.DE vs. X014.DE - Dividend Comparison

IQQK.DE's dividend yield for the trailing twelve months is around 0.41%, less than X014.DE's 1.57% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQK.DE
iShares MSCI Korea UCITS ETF (Dist)
0.41%0.85%1.28%1.14%1.41%1.33%0.77%1.26%1.09%0.74%0.63%0.44%
X014.DE
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist
1.57%1.84%2.13%1.85%2.23%1.47%1.79%2.06%2.15%0.00%0.00%0.00%

Frequently Asked Questions


IQQK.DE and X014.DE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X014.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X014.DE is cheaper with a 0.45% expense ratio, compared with 0.74% for IQQK.DE.

IQQK.DE tracks MSCI Korea 20/35, while X014.DE tracks MSCI Pacific ESG Broad CTB Select. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.74% for IQQK.DE and 0.45% for X014.DE.

Portfolio Optimizer

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