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IQQN.DE vs. V3YA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQN.DE vs. V3YA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI North America UCITS ETF (IQQN.DE) and Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IQQN.DE having a 11.09% return and V3YA.DE slightly lower at 10.95%.


IQQN.DE

1D
-0.05%
1M
4.42%
YTD
11.09%
6M
10.54%
1Y
24.97%
3Y*
18.64%
5Y*
13.97%
10Y*
14.38%

V3YA.DE

1D
0.08%
1M
5.07%
YTD
10.95%
6M
10.62%
1Y
25.33%
3Y*
18.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQN.DE vs. V3YA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IQQN.DE
iShares MSCI North America UCITS ETF
11.09%4.95%31.43%22.31%-15.29%
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
10.95%4.20%31.35%26.80%-17.33%

Correlation

The correlation between IQQN.DE and V3YA.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 19, 2022

0.98

The correlation between IQQN.DE and V3YA.DE has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

IQQN.DE vs. V3YA.DE — Risk / Return Rank

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

IQQN.DE
IQQN.DE Risk / Return Rank: 6868
Overall Rank
IQQN.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IQQN.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IQQN.DE Omega Ratio Rank: 6868
Omega Ratio Rank
IQQN.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IQQN.DE Martin Ratio Rank: 6868
Martin Ratio Rank

V3YA.DE
V3YA.DE Risk / Return Rank: 5858
Overall Rank
V3YA.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
V3YA.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
V3YA.DE Omega Ratio Rank: 6060
Omega Ratio Rank
V3YA.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
V3YA.DE Martin Ratio Rank: 5656
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.

IQQN.DE vs. V3YA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (IQQN.DE) and Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.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.


IQQN.DEV3YA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.04

Calmar ratioReturn relative to maximum drawdown

3.46

2.66

+0.81

Martin ratioReturn relative to average drawdown

12.25

9.58

+2.67

IQQN.DE vs. V3YA.DE - Sharpe Ratio Comparison

The current IQQN.DE Sharpe Ratio is 2.16, which is comparable to the V3YA.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IQQN.DE and V3YA.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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Sharpe Ratios by Period


IQQN.DEV3YA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.98

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.83

-0.24

Drawdowns

IQQN.DE vs. V3YA.DE - Drawdown Comparison

The maximum IQQN.DE drawdown since its inception was -52.40%, which is greater than V3YA.DE's maximum drawdown of -24.84%. Use the drawdown chart below to compare losses from any high point for IQQN.DE and V3YA.DE.


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Drawdown Indicators


IQQN.DEV3YA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.40%

-24.84%

-27.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-9.60%

+2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-24.84%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-0.35%

-0.55%

+0.20%

Average Drawdown

Average peak-to-trough decline

-9.11%

-5.31%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.67%

-0.62%

Volatility

IQQN.DE vs. V3YA.DE - Volatility Comparison

The current volatility for iShares MSCI North America UCITS ETF (IQQN.DE) is 2.66%, while Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating (V3YA.DE) has a volatility of 3.17%. This indicates that IQQN.DE experiences smaller price fluctuations and is considered to be less risky than V3YA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQN.DEV3YA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

3.17%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

8.80%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.56%

12.86%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

15.58%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

15.58%

+0.51%

IQQN.DE vs. V3YA.DE - Expense Ratio Comparison

IQQN.DE has a 0.40% expense ratio, which is higher than V3YA.DE's 0.12% expense ratio.


Dividends

IQQN.DE vs. V3YA.DE - Dividend Comparison

IQQN.DE's dividend yield for the trailing twelve months is around 0.61%, while V3YA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQN.DE
iShares MSCI North America UCITS ETF
0.61%0.68%0.75%0.99%1.15%0.73%1.09%1.22%1.42%1.34%1.37%1.53%
V3YA.DE
Vanguard ESG North America All Cap UCITS ETF (USD) Accumulating
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


With a correlation of 0.98, IQQN.DE and V3YA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, V3YA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3YA.DE is cheaper with a 0.12% expense ratio, compared with 0.40% for IQQN.DE.

IQQN.DE tracks MSCI North America, while V3YA.DE tracks FTSE North America All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for IQQN.DE and 0.12% for V3YA.DE.

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