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IQQL.DE vs. SXR0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQL.DE vs. SXR0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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, IQQL.DE achieves a -11.29% return, which is significantly lower than SXR0.DE's 2.15% return.


IQQL.DE

1D
0.07%
1M
3.72%
6M
-11.43%
YTD
-11.29%
1Y
-12.80%
3Y*
8.67%
5Y*
4.57%
10Y*
10.76%

SXR0.DE

1D
0.23%
1M
1.78%
6M
3.00%
YTD
2.15%
1Y
2.76%
3Y*
8.28%
5Y*
4.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQL.DE vs. SXR0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQL.DE
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.29%-9.25%30.60%34.53%-24.40%53.70%-4.49%47.93%-10.08%2.65%
SXR0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)
2.15%7.02%13.29%5.81%-9.67%16.59%-1.27%20.04%-4.03%8.98%

Correlation

The correlation between IQQL.DE and SXR0.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.45

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

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2017

0.59

Over the past year, the correlation between IQQL.DE and SXR0.DE has dropped to 0.30 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

IQQL.DE vs. SXR0.DE — Risk / Return Rank

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

IQQL.DE
IQQL.DE Risk / Return Rank: 44
Overall Rank
IQQL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IQQL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
IQQL.DE Omega Ratio Rank: 44
Omega Ratio Rank
IQQL.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
IQQL.DE Martin Ratio Rank: 55
Martin Ratio Rank

SXR0.DE
SXR0.DE Risk / Return Rank: 1414
Overall Rank
SXR0.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SXR0.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SXR0.DE Omega Ratio Rank: 1313
Omega Ratio Rank
SXR0.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
SXR0.DE Martin Ratio Rank: 1515
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.

IQQL.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.


IQQL.DESXR0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

0.90

1.06

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.54

0.52

-1.06

Martin ratioReturn relative to average drawdown

-0.98

1.13

-2.10

IQQL.DE vs. SXR0.DE - Sharpe Ratio Comparison

The current IQQL.DE Sharpe Ratio is -0.65, which is lower than the SXR0.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IQQL.DE and SXR0.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

IQQL.DE vs. SXR0.DE - Drawdown Comparison

The maximum IQQL.DE drawdown since its inception was -78.48%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for IQQL.DE and SXR0.DE.


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Drawdown Indicators


IQQL.DESXR0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.48%

-27.73%

-50.75%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-5.26%

-18.44%

Max Drawdown (3Y)

Largest decline over 3 years

-30.72%

-9.18%

-21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

-15.61%

-15.11%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

Current Drawdown

Current decline from peak

-25.56%

-1.95%

-23.61%

Average Drawdown

Average peak-to-trough decline

-17.79%

-3.96%

-13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.11%

2.44%

+10.67%

Volatility

IQQL.DE vs. SXR0.DE - Volatility Comparison

iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) has a higher volatility of 4.76% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.35%. This indicates that IQQL.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQL.DESXR0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

2.35%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

15.41%

5.77%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.59%

8.13%

+11.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.45%

10.15%

+10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

11.61%

+9.50%

IQQL.DE vs. SXR0.DE - Expense Ratio Comparison

IQQL.DE has a 0.75% expense ratio, which is higher than SXR0.DE's 0.35% expense ratio.


Dividends

IQQL.DE vs. SXR0.DE - Dividend Comparison

IQQL.DE's dividend yield for the trailing twelve months is around 3.86%, while SXR0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQL.DE
iShares Listed Private Equity UCITS ETF USD (Dist)
3.86%3.03%2.97%3.42%4.50%2.43%3.86%3.27%5.03%5.28%4.11%5.51%
SXR0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)
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


IQQL.DE and SXR0.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR0.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR0.DE is cheaper with a 0.35% expense ratio, compared with 0.75% for IQQL.DE.

IQQL.DE tracks S&P Listed Private Equity Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). Their fees differ too: 0.75% for IQQL.DE and 0.35% for SXR0.DE.

Portfolio Optimizer

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