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IQQP.DE vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQP.DE vs. D5BK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares European Property Yield UCITS ETF (IQQP.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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, IQQP.DE achieves a 0.31% return, which is significantly higher than D5BK.DE's -0.60% return. Over the past 10 years, IQQP.DE has outperformed D5BK.DE with an annualized return of 0.54%, while D5BK.DE has yielded a comparatively lower -0.15% annualized return.


IQQP.DE

1D
0.51%
1M
-3.27%
YTD
0.31%
6M
1.57%
1Y
-1.56%
3Y*
10.88%
5Y*
-4.17%
10Y*
0.54%

D5BK.DE

1D
0.72%
1M
-2.59%
YTD
-0.60%
6M
0.51%
1Y
-2.67%
3Y*
6.51%
5Y*
-4.66%
10Y*
-0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQP.DE vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQP.DE
iShares European Property Yield UCITS ETF
0.31%8.56%-0.81%17.81%-37.23%8.18%-8.95%26.21%-7.04%14.56%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-0.60%5.96%-4.03%15.92%-36.63%17.10%-10.26%29.66%-8.93%12.62%

Correlation

The correlation between IQQP.DE and D5BK.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.97

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

0.97

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2010

0.88

The correlation between IQQP.DE and D5BK.DE has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.

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Return for Risk

IQQP.DE vs. D5BK.DE — Risk / Return Rank

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

IQQP.DE
IQQP.DE Risk / Return Rank: 88
Overall Rank
IQQP.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
IQQP.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQP.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
IQQP.DE Martin Ratio Rank: 88
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 77
Overall Rank
D5BK.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 77
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 77
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.

IQQP.DE vs. D5BK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares European Property Yield UCITS ETF (IQQP.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.


IQQP.DED5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.18

+0.08

Martin ratioReturn relative to average drawdown

-0.26

-0.45

+0.19

IQQP.DE vs. D5BK.DE - Sharpe Ratio Comparison

The current IQQP.DE Sharpe Ratio is -0.10, which is higher than the D5BK.DE Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IQQP.DE and D5BK.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


IQQP.DED5BK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.17

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.21

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

-0.01

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.27

-0.09

Drawdowns

IQQP.DE vs. D5BK.DE - Drawdown Comparison

The maximum IQQP.DE drawdown since its inception was -64.70%, which is greater than D5BK.DE's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and D5BK.DE.


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Drawdown Indicators


IQQP.DED5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-46.41%

-18.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-15.61%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.28%

-21.61%

+4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-49.34%

-46.41%

-2.93%

Max Drawdown (10Y)

Largest decline over 10 years

-50.23%

-46.41%

-3.82%

Current Drawdown

Current decline from peak

-26.93%

-28.23%

+1.30%

Average Drawdown

Average peak-to-trough decline

-20.15%

-13.98%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

6.05%

-0.39%

Volatility

IQQP.DE vs. D5BK.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IQQP.DE) and Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) have volatilities of 4.69% and 4.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQP.DED5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.80%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

13.17%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

15.75%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

21.49%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

19.95%

-0.55%

IQQP.DE vs. D5BK.DE - Expense Ratio Comparison

IQQP.DE has a 0.40% expense ratio, which is higher than D5BK.DE's 0.33% expense ratio.


Dividends

IQQP.DE vs. D5BK.DE - Dividend Comparison

IQQP.DE's dividend yield for the trailing twelve months is around 2.89%, while D5BK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate 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%
IQQP.DE
iShares European Property Yield UCITS ETF
2.89%2.89%2.75%2.65%4.34%2.07%2.64%2.92%3.33%2.83%2.61%2.62%

Frequently Asked Questions


With a correlation of 0.95, IQQP.DE and D5BK.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, D5BK.DE is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BK.DE is cheaper with a 0.33% expense ratio, compared with 0.40% for IQQP.DE.

IQQP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Dividend+, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IQQP.DE and 0.33% for D5BK.DE.

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