IQQQ.DE vs. SXRV.DE
IQQQ.DE (iShares Global Water UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQQ.DE is a Water Equities fund tracking the S&P Global Water, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IQQQ.DE returned 9.10%/yr vs 21.24%/yr for SXRV.DE. A 0.62 correlation means they provide meaningful diversification when combined. IQQQ.DE charges 0.65%/yr vs 0.36%/yr for SXRV.DE.
Performance
IQQQ.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQQ.DE achieves a -0.71% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IQQQ.DE has underperformed SXRV.DE with an annualized return of 9.10%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IQQQ.DE
- 1D
- -0.44%
- 1M
- -3.72%
- YTD
- -0.71%
- 6M
- -1.42%
- 1Y
- 1.94%
- 3Y*
- 6.09%
- 5Y*
- 5.32%
- 10Y*
- 9.10%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IQQQ.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQQ.DE iShares Global Water UCITS ETF | -0.71% | 5.27% | 10.22% | 9.85% | -16.58% | 42.81% | 4.77% | 38.59% | -6.82% | 11.64% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IQQQ.DE and SXRV.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 10, 2010 | 0.62 |
Over the past year, the correlation between IQQQ.DE and SXRV.DE has dropped to 0.33 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
IQQQ.DE vs. SXRV.DE — Risk / Return Rank
IQQQ.DE
SXRV.DE
IQQQ.DE vs. SXRV.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IQQQ.DE) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.
| IQQQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.25 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.42 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.75 | -3.56 |
| Martin ratioReturn relative to average drawdown | 0.49 | 11.16 | -10.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.40 | -2.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.93 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 1.07 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.91 | -0.41 |
Drawdowns
IQQQ.DE vs. SXRV.DE - Drawdown Comparison
The maximum IQQQ.DE drawdown since its inception was -48.04%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IQQQ.DE and SXRV.DE.
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Drawdown Indicators
| IQQQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.04% | -32.80% | -15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -10.03% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -26.69% | +9.19% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -31.33% | +6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -31.33% | -3.17% |
Current DrawdownCurrent decline from peak | -7.97% | -0.83% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -6.56% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.38% | +0.13% |
Volatility
IQQQ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares Global Water UCITS ETF (IQQQ.DE) is 3.43%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IQQQ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 4.26% | -0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 10.98% | -2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 15.67% | -4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 19.84% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 19.65% | -4.46% |
IQQQ.DE vs. SXRV.DE - Expense Ratio Comparison
IQQQ.DE has a 0.65% expense ratio, which is higher than SXRV.DE's 0.36% expense ratio.
Dividends
IQQQ.DE vs. SXRV.DE - Dividend Comparison
IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%, while SXRV.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQQ.DE iShares Global Water UCITS ETF | 1.65% | 1.56% | 1.12% | 1.31% | 1.17% | 1.88% | 1.16% | 1.55% | 2.08% | 1.76% | 1.85% | 1.79% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 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
IQQQ.DE and SXRV.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRV.DE is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRV.DE is cheaper with a 0.36% expense ratio, compared with 0.65% for IQQQ.DE.
IQQQ.DE is categorized as Water Equities, while SXRV.DE is Nasdaq-100. IQQQ.DE tracks S&P Global Water, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.65% for IQQQ.DE and 0.36% for SXRV.DE.
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