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IQQP.DE vs. IQQ6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQP.DE vs. IQQ6.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 Developed Markets Property Yield UCITS ETF (IQQ6.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 lower than IQQ6.DE's 8.43% return. Over the past 10 years, IQQP.DE has underperformed IQQ6.DE with an annualized return of 0.54%, while IQQ6.DE has yielded a comparatively higher 3.38% 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%

IQQ6.DE

1D
0.18%
1M
-1.64%
YTD
8.43%
6M
8.59%
1Y
9.26%
3Y*
6.05%
5Y*
1.95%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQP.DE vs. IQQ6.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%
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
8.43%-2.51%5.91%6.19%-19.35%36.59%-17.05%24.57%-0.76%-1.81%

Correlation

The correlation between IQQP.DE and IQQ6.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.60

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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2007

0.60

The correlation between IQQP.DE and IQQ6.DE has been stable across timeframes, ranging from 0.60 to 0.63 - a consistent structural relationship.

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Return for Risk

IQQP.DE vs. IQQ6.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

IQQ6.DE
IQQ6.DE Risk / Return Rank: 2525
Overall Rank
IQQ6.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IQQ6.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IQQ6.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IQQ6.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
IQQ6.DE Martin Ratio Rank: 2727
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. IQQ6.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 Developed Markets Property Yield UCITS ETF (IQQ6.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.DEIQQ6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.00

1.15

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.10

1.20

-1.30

Martin ratioReturn relative to average drawdown

-0.26

3.63

-3.89

IQQP.DE vs. IQQ6.DE - Sharpe Ratio Comparison

The current IQQP.DE Sharpe Ratio is -0.10, which is lower than the IQQ6.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IQQP.DE and IQQ6.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.DEIQQ6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.83

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.13

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.21

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.22

-0.04

Drawdowns

IQQP.DE vs. IQQ6.DE - Drawdown Comparison

The maximum IQQP.DE drawdown since its inception was -64.70%, roughly equal to the maximum IQQ6.DE drawdown of -66.50%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and IQQ6.DE.


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Drawdown Indicators


IQQP.DEIQQ6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-66.50%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-7.63%

-7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-17.28%

-19.92%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-49.34%

-29.62%

-19.72%

Max Drawdown (10Y)

Largest decline over 10 years

-50.23%

-41.83%

-8.40%

Current Drawdown

Current decline from peak

-26.93%

-5.68%

-21.25%

Average Drawdown

Average peak-to-trough decline

-20.15%

-14.00%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

2.54%

+3.12%

Volatility

IQQP.DE vs. IQQ6.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IQQP.DE) has a higher volatility of 4.69% compared to iShares Developed Markets Property Yield UCITS ETF (IQQ6.DE) at 2.78%. This indicates that IQQP.DE's price experiences larger fluctuations and is considered to be riskier than IQQ6.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.DEIQQ6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

2.78%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

8.20%

+4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.91%

11.05%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

14.51%

+6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

16.36%

+3.04%

IQQP.DE vs. IQQ6.DE - Expense Ratio Comparison

IQQP.DE has a 0.40% expense ratio, which is lower than IQQ6.DE's 0.59% expense ratio.


Dividends

IQQP.DE vs. IQQ6.DE - Dividend Comparison

IQQP.DE's dividend yield for the trailing twelve months is around 2.89%, less than IQQ6.DE's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF
3.51%3.61%3.37%3.39%3.91%2.51%3.58%3.24%4.53%3.49%3.45%3.27%
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 IQQ6.DE have a correlation of 0.61, 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 IQQ6.DE.

IQQP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Dividend+, while IQQ6.DE tracks FTSE EPRA/NAREIT Developed Dividend+. Their fees differ too: 0.40% for IQQP.DE and 0.59% for IQQ6.DE.

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