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

Performance

IQQP.DE vs. LEEU.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 Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.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 LEEU.DE's -1.07% return. Over the past 10 years, IQQP.DE has outperformed LEEU.DE with an annualized return of 0.54%, while LEEU.DE has yielded a comparatively lower -0.33% 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%

LEEU.DE

1D
0.53%
1M
-2.85%
YTD
-1.07%
6M
0.10%
1Y
-2.90%
3Y*
6.48%
5Y*
-4.92%
10Y*
-0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQP.DE vs. LEEU.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%
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
-1.07%6.43%-4.44%16.06%-38.11%16.71%-8.35%28.60%-8.98%12.79%

Correlation

The correlation between IQQP.DE and LEEU.DE is 0.95 - 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

0.95

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 Mar 25, 2010

0.90

The correlation between IQQP.DE and LEEU.DE has been stable across timeframes, ranging from 0.90 to 0.97 - a consistent structural relationship.

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Return for Risk

IQQP.DE vs. LEEU.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

LEEU.DE
LEEU.DE Risk / Return Rank: 77
Overall Rank
LEEU.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LEEU.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
LEEU.DE Omega Ratio Rank: 77
Omega Ratio Rank
LEEU.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
LEEU.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. LEEU.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 Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.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.DELEEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.01

Calmar ratioReturn relative to maximum drawdown

-0.10

-0.18

+0.09

Martin ratioReturn relative to average drawdown

-0.26

-0.46

+0.20

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

The current IQQP.DE Sharpe Ratio is -0.10, which is higher than the LEEU.DE Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of IQQP.DE and LEEU.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.DELEEU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

-0.18

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.22

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

-0.02

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.19

-0.01

Drawdowns

IQQP.DE vs. LEEU.DE - Drawdown Comparison

The maximum IQQP.DE drawdown since its inception was -64.70%, which is greater than LEEU.DE's maximum drawdown of -48.13%. Use the drawdown chart below to compare losses from any high point for IQQP.DE and LEEU.DE.


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Drawdown Indicators


IQQP.DELEEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-48.13%

-16.57%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

-15.66%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.28%

-21.66%

+4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-49.34%

-48.13%

-1.21%

Max Drawdown (10Y)

Largest decline over 10 years

-50.23%

-48.13%

-2.10%

Current Drawdown

Current decline from peak

-26.93%

-29.86%

+2.93%

Average Drawdown

Average peak-to-trough decline

-20.15%

-14.36%

-5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.66%

6.27%

-0.61%

Volatility

IQQP.DE vs. LEEU.DE - Volatility Comparison

iShares European Property Yield UCITS ETF (IQQP.DE) and Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) have volatilities of 4.69% and 4.58%, 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.DELEEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.58%

+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%

16.03%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.49%

21.81%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

20.09%

-0.69%

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

IQQP.DE has a 0.40% expense ratio, which is higher than LEEU.DE's 0.30% expense ratio.


Dividends

IQQP.DE vs. LEEU.DE - Dividend Comparison

IQQP.DE's dividend yield for the trailing twelve months is around 2.89%, more than LEEU.DE's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LEEU.DE
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist
2.77%2.74%4.56%4.24%3.83%2.42%2.75%3.13%4.02%3.18%3.62%3.20%

Frequently Asked Questions


With a correlation of 0.95, IQQP.DE and LEEU.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, LEEU.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEEU.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for IQQP.DE.

IQQP.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Dividend+, while LEEU.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.40% for IQQP.DE and 0.30% for LEEU.DE.

Portfolio Optimizer

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