IQQQ.DE vs. VWRL.AS
IQQQ.DE (iShares Global Water UCITS ETF) and VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) are both exchange-traded funds - IQQQ.DE is a Water Equities fund tracking the S&P Global Water, while VWRL.AS is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, IQQQ.DE returned 9.10%/yr vs 12.39%/yr for VWRL.AS. A 0.79 correlation means they provide meaningful diversification when combined. IQQQ.DE charges 0.65%/yr vs 0.19%/yr for VWRL.AS.
Performance
IQQQ.DE vs. VWRL.AS - 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 VWRL.AS's 12.89% return. Over the past 10 years, IQQQ.DE has underperformed VWRL.AS with an annualized return of 9.10%, while VWRL.AS has yielded a comparatively higher 12.39% 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%
VWRL.AS
- 1D
- -0.19%
- 1M
- 3.69%
- YTD
- 12.89%
- 6M
- 12.92%
- 1Y
- 26.30%
- 3Y*
- 17.84%
- 5Y*
- 12.29%
- 10Y*
- 12.39%
IQQQ.DE vs. VWRL.AS - 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 12.89% | 8.40% | 25.57% | 18.07% | -13.65% | 28.52% | 6.31% | 27.76% | -4.68% | 8.95% |
Correlation
The correlation between IQQQ.DE and VWRL.AS is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2013 | 0.79 |
Over the past year, the correlation between IQQQ.DE and VWRL.AS has dropped to 0.54 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
IQQQ.DE vs. VWRL.AS — Risk / Return Rank
IQQQ.DE
VWRL.AS
IQQQ.DE vs. VWRL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IQQQ.DE) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). 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 | VWRL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.44 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 4.00 | -3.80 |
| Martin ratioReturn relative to average drawdown | 0.49 | 16.48 | -15.99 |
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 | VWRL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.34 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.88 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.77 | -0.27 |
Drawdowns
IQQQ.DE vs. VWRL.AS - Drawdown Comparison
The maximum IQQQ.DE drawdown since its inception was -48.04%, which is greater than VWRL.AS's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for IQQQ.DE and VWRL.AS.
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Drawdown Indicators
| IQQQ.DE | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.04% | -33.27% | -14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | -6.53% | -2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -21.00% | +3.50% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -21.00% | -3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.50% | -33.27% | -1.23% |
Current DrawdownCurrent decline from peak | -7.97% | -0.61% | -7.36% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -4.38% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 1.59% | +1.92% |
Volatility
IQQQ.DE vs. VWRL.AS - Volatility Comparison
iShares Global Water UCITS ETF (IQQQ.DE) has a higher volatility of 3.43% compared to Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) at 3.07%. This indicates that IQQQ.DE's price experiences larger fluctuations and is considered to be riskier than VWRL.AS 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 | VWRL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.07% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.83% | 8.03% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 11.16% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.47% | 13.70% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 14.82% | +0.37% |
IQQQ.DE vs. VWRL.AS - Expense Ratio Comparison
IQQQ.DE has a 0.65% expense ratio, which is higher than VWRL.AS's 0.19% expense ratio.
Dividends
IQQQ.DE vs. VWRL.AS - Dividend Comparison
IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%, more than VWRL.AS's 1.24% yield.
| 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% |
VWRL.AS Vanguard FTSE All-World UCITS ETF (USD) Distributing | 1.24% | 1.42% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% |
Frequently Asked Questions
IQQQ.DE and VWRL.AS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.65% for IQQQ.DE.
IQQQ.DE is categorized as Water Equities, while VWRL.AS is Global Equities. IQQQ.DE tracks S&P Global Water, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for IQQQ.DE and 0.19% for VWRL.AS.
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