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IQQP.DE vs. IQQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQP.DE vs. IQQ4.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 iShares Asia Property Yield UCITS ETF (IQQ4.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 IQQ4.DE's -5.43% return. Over the past 10 years, IQQP.DE has underperformed IQQ4.DE with an annualized return of 0.54%, while IQQ4.DE has yielded a comparatively higher 1.47% 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%

IQQ4.DE

1D
-0.01%
1M
-7.32%
YTD
-5.43%
6M
-4.59%
1Y
4.31%
3Y*
0.64%
5Y*
-1.23%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQP.DE vs. IQQ4.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%
IQQ4.DE
iShares Asia Property Yield UCITS ETF
-5.43%15.95%-4.23%-5.70%-6.92%13.08%-16.71%18.57%3.15%3.88%

Correlation

The correlation between IQQP.DE and IQQ4.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.40

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

0.40

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

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2007

0.44

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Return for Risk

IQQP.DE vs. IQQ4.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

IQQ4.DE
IQQ4.DE Risk / Return Rank: 1515
Overall Rank
IQQ4.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IQQ4.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IQQ4.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IQQ4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IQQ4.DE Martin Ratio Rank: 1414
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. IQQ4.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 iShares Asia Property Yield UCITS ETF (IQQ4.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.DEIQQ4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.00

1.08

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.10

0.36

-0.46

Martin ratioReturn relative to average drawdown

-0.26

1.10

-1.36

IQQP.DE vs. IQQ4.DE - Sharpe Ratio Comparison

The current IQQP.DE Sharpe Ratio is -0.10, which is lower than the IQQ4.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IQQP.DE and IQQ4.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.DEIQQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.40

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.10

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.10

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.06

+0.11

Drawdowns

IQQP.DE vs. IQQ4.DE - Drawdown Comparison

The maximum IQQP.DE drawdown since its inception was -64.70%, roughly equal to the maximum IQQ4.DE drawdown of -66.50%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and IQQ4.DE.


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Drawdown Indicators


IQQP.DEIQQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-66.50%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-12.27%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.28%

-12.74%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-49.34%

-22.58%

-26.76%

Max Drawdown (10Y)

Largest decline over 10 years

-50.23%

-38.41%

-11.82%

Current Drawdown

Current decline from peak

-26.93%

-16.46%

-10.47%

Average Drawdown

Average peak-to-trough decline

-20.15%

-20.21%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

4.06%

+1.60%

Volatility

IQQP.DE vs. IQQ4.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IQQP.DE) has a higher volatility of 4.69% compared to iShares Asia Property Yield UCITS ETF (IQQ4.DE) at 2.96%. This indicates that IQQP.DE's price experiences larger fluctuations and is considered to be riskier than IQQ4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQP.DEIQQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

2.96%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

8.48%

+4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

11.27%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

11.94%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

14.73%

+4.67%

IQQP.DE vs. IQQ4.DE - Expense Ratio Comparison

IQQP.DE has a 0.40% expense ratio, which is lower than IQQ4.DE's 0.59% expense ratio.


Dividends

IQQP.DE vs. IQQ4.DE - Dividend Comparison

IQQP.DE's dividend yield for the trailing twelve months is around 2.89%, less than IQQ4.DE's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQ4.DE
iShares Asia Property Yield UCITS ETF
3.74%3.52%4.07%3.83%3.77%2.92%3.50%2.93%3.32%3.19%2.92%3.48%
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


IQQP.DE and IQQ4.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQP.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQP.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for IQQ4.DE.

IQQP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Dividend+, while IQQ4.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+. Their fees differ too: 0.40% for IQQP.DE and 0.59% for IQQ4.DE.

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