PortfoliosLab logoPortfoliosLab logo
IQQS.DE vs. B41J.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQQS.DE vs. B41J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Small UCITS ETF (IQQS.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IQQS.DE vs. B41J.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IQQS.DE achieves a -1.06% return, which is significantly lower than B41J.DE's 8.74% return.


IQQS.DE

1D
-0.32%
1M
-1.51%
YTD
-1.06%
6M
3.34%
1Y
15.94%
3Y*
7.19%
5Y*
4.52%
10Y*
7.99%

B41J.DE

1D
0.00%
1M
1.87%
YTD
8.74%
6M
9.04%
1Y
20.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQQS.DE vs. B41J.DE - Expense Ratio Comparison

IQQS.DE has a 0.40% expense ratio, which is lower than B41J.DE's 0.47% expense ratio.


Return for Risk

IQQS.DE vs. B41J.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQS.DE
IQQS.DE Risk / Return Rank: 4949
Overall Rank
IQQS.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IQQS.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
IQQS.DE Omega Ratio Rank: 4949
Omega Ratio Rank
IQQS.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IQQS.DE Martin Ratio Rank: 5151
Martin Ratio Rank

B41J.DE
B41J.DE Risk / Return Rank: 6262
Overall Rank
B41J.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 6161
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 5555
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.

IQQS.DE vs. B41J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (IQQS.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.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.


IQQS.DEB41J.DEDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.20

-0.21

Sortino ratio

Return per unit of downside risk

1.36

1.66

-0.31

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

2.20

-0.62

Martin ratio

Return relative to average drawdown

6.33

6.83

-0.50

IQQS.DE vs. B41J.DE - Sharpe Ratio Comparison

The current IQQS.DE Sharpe Ratio is 0.99, which is comparable to the B41J.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of IQQS.DE and B41J.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IQQS.DEB41J.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.20

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

1.34

-1.04

Correlation

The correlation between IQQS.DE and B41J.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IQQS.DE vs. B41J.DE - Dividend Comparison

IQQS.DE's dividend yield for the trailing twelve months is around 2.65%, while B41J.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IQQS.DE
iShares EURO STOXX Small UCITS ETF
2.65%2.99%2.67%2.23%2.24%1.48%1.19%2.00%2.50%1.81%2.08%2.11%
B41J.DE
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IQQS.DE vs. B41J.DE - Drawdown Comparison

The maximum IQQS.DE drawdown since its inception was -64.56%, which is greater than B41J.DE's maximum drawdown of -12.00%. Use the drawdown chart below to compare losses from any high point for IQQS.DE and B41J.DE.


Loading graphics...

Drawdown Indicators


IQQS.DEB41J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.56%

-12.00%

-52.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-9.88%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.03%

Current Drawdown

Current decline from peak

-7.28%

-3.23%

-4.05%

Average Drawdown

Average peak-to-trough decline

-15.94%

-2.37%

-13.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.00%

-0.07%

Volatility

IQQS.DE vs. B41J.DE - Volatility Comparison

iShares EURO STOXX Small UCITS ETF (IQQS.DE) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) have volatilities of 6.39% and 6.70%, 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.


Loading graphics...

Volatility by Period


IQQS.DEB41J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

6.70%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

11.62%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

17.32%

-1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

15.84%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

15.84%

+0.47%