IQQL.DE vs. XDEM.DE
IQQL.DE (iShares Listed Private Equity UCITS ETF USD (Dist)) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - IQQL.DE is a Global Equities fund tracking the S&P Listed Private Equity Index, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, IQQL.DE returned 10.38%/yr vs 14.74%/yr for XDEM.DE. A 0.72 correlation means they provide meaningful diversification when combined. IQQL.DE charges 0.75%/yr vs 0.25%/yr for XDEM.DE.
Performance
IQQL.DE vs. XDEM.DE - Performance Comparison
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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%
IQQL.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IQQL.DE vs. XDEM.DE — Risk / Return Rank
IQQL.DE
XDEM.DE
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.DE | XDEM.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| IQQL.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -23.72% | -9.86% | -13.86% |
Average DrawdownAverage peak-to-trough decline | -17.80% | -7.37% | -10.43% |
Ulcer IndexDepth 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.
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Volatility by Period
| IQQL.DE | XDEM.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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