PortfoliosLab logoPortfoliosLab logo
IQQL.DE vs. XDEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQL.DE vs. XDEM.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 Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IQQL.DE achieves a -9.10% return, which is significantly lower than XDEM.DE's 17.77% return. Over the past 10 years, IQQL.DE has underperformed XDEM.DE with an annualized return of 10.38%, while XDEM.DE has yielded a comparatively higher 14.74% annualized return.


IQQL.DE

1D
-0.29%
1M
1.63%
6M
-12.93%
YTD
-9.10%
1Y
-15.41%
3Y*
8.64%
5Y*
5.17%
10Y*
10.38%

XDEM.DE

1D
-1.69%
1M
-6.97%
6M
13.50%
YTD
17.77%
1Y
26.04%
3Y*
23.96%
5Y*
13.15%
10Y*
14.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IQQL.DE
iShares Listed Private Equity UCITS ETF USD (Dist)
-9.10%-9.25%30.60%34.53%-24.40%53.70%-4.49%47.93%-10.08%9.67%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
17.77%8.09%38.22%8.18%-13.65%24.74%16.54%31.58%0.81%16.07%

Correlation

The correlation between IQQL.DE and XDEM.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.61

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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.72

Over the past year, the correlation between IQQL.DE and XDEM.DE has dropped to 0.45 - well below their long-term average of 0.72, 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

IQQL.DE vs. XDEM.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: 33
Sharpe Ratio Rank
IQQL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
IQQL.DE Omega Ratio Rank: 33
Omega Ratio Rank
IQQL.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
IQQL.DE Martin Ratio Rank: 44
Martin Ratio Rank

XDEM.DE
XDEM.DE Risk / Return Rank: 5656
Overall Rank
XDEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEM.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
XDEM.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEM.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XDEM.DE Martin Ratio Rank: 6767
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. XDEM.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 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.


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

-2.14

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.88

1.25

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.65

2.63

-3.28

Martin ratioReturn relative to average drawdown

-1.14

9.37

-10.50

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

The current IQQL.DE Sharpe Ratio is -0.79, which is lower than the XDEM.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of IQQL.DE and XDEM.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...

Drawdowns

IQQL.DE vs. XDEM.DE - Drawdown Comparison

The maximum IQQL.DE drawdown since its inception was -78.48%, 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 IQQL.DE and XDEM.DE.


Loading charts...

Drawdown Indicators


IQQL.DEXDEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-78.48%

-30.94%

-47.54%

Max Drawdown (1Y)

Largest decline over 1 year

-23.70%

-9.86%

-13.84%

Max Drawdown (3Y)

Largest decline over 3 years

-30.72%

-23.51%

-7.21%

Max Drawdown (5Y)

Largest decline over 5 years

-30.72%

-23.51%

-7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

-30.94%

-18.97%

Current Drawdown

Current decline from peak

-23.72%

-9.86%

-13.86%

Average Drawdown

Average peak-to-trough decline

-17.80%

-7.37%

-10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

2.77%

+10.79%

Volatility

IQQL.DE vs. XDEM.DE - Volatility Comparison

The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) is 4.99%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 8.34%. This indicates that IQQL.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


IQQL.DEXDEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

8.34%

-3.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

16.56%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

19.33%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.49%

17.78%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.12%

18.25%

+2.87%

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

IQQL.DE has a 0.75% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.


Dividends

IQQL.DE vs. XDEM.DE - Dividend Comparison

IQQL.DE's dividend yield for the trailing twelve months is around 3.76%, while XDEM.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQL.DE
iShares Listed Private Equity UCITS ETF USD (Dist)
3.76%3.03%2.97%3.42%4.50%2.43%3.86%3.27%5.03%5.28%4.11%5.51%
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


IQQL.DE and XDEM.DE have a correlation of 0.45, 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 0.75% for IQQL.DE.

IQQL.DE is categorized as Global Equities, while XDEM.DE is Momentum. IQQL.DE tracks S&P Listed Private Equity Index, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.75% for IQQL.DE and 0.25% for XDEM.DE.

Portfolio Optimizer

Find the right allocation for IQQL.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