IQQS.DE vs. D5BL.DE
IQQS.DE (iShares EURO STOXX Small UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - IQQS.DE tracks the EURO STOXX® Small while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, IQQS.DE returned 8.69%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.84 suggests significant overlap in exposure. IQQS.DE charges 0.40%/yr vs 0.15%/yr for D5BL.DE.
Performance
IQQS.DE vs. D5BL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQS.DE achieves a 9.12% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, IQQS.DE has underperformed D5BL.DE with an annualized return of 8.69%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
IQQS.DE
- 1D
- -0.02%
- 1M
- 1.19%
- YTD
- 9.12%
- 6M
- 11.76%
- 1Y
- 17.97%
- 3Y*
- 10.82%
- 5Y*
- 5.19%
- 10Y*
- 8.69%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
IQQS.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQS.DE iShares EURO STOXX Small UCITS ETF | 9.12% | 22.43% | -3.77% | 13.62% | -15.17% | 20.98% | 8.30% | 27.89% | -13.69% | 21.57% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between IQQS.DE and D5BL.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.84 |
The correlation between IQQS.DE and D5BL.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQS.DE vs. D5BL.DE — Risk / Return Rank
IQQS.DE
D5BL.DE
IQQS.DE vs. D5BL.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 Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.28 | -1.74 |
| Martin ratioReturn relative to average drawdown | 5.98 | 12.52 | -6.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQS.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.28 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.93 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.60 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.48 | -0.16 |
Drawdowns
IQQS.DE vs. D5BL.DE - Drawdown Comparison
The maximum IQQS.DE drawdown since its inception was -64.56%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for IQQS.DE and D5BL.DE.
Loading charts...
Drawdown Indicators
| IQQS.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -40.40% | -24.16% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -10.02% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.08% | -17.36% | +1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -19.58% | -8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -35.03% | -40.40% | +5.37% |
Current DrawdownCurrent decline from peak | -1.05% | -1.22% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -15.82% | -7.23% | -8.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.63% | +0.41% |
Volatility
IQQS.DE vs. D5BL.DE - Volatility Comparison
The current volatility for iShares EURO STOXX Small UCITS ETF (IQQS.DE) is 3.61%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that IQQS.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQS.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 4.83% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 11.54% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 14.44% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 15.59% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.76% | -1.36% |
IQQS.DE vs. D5BL.DE - Expense Ratio Comparison
IQQS.DE has a 0.40% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
IQQS.DE vs. D5BL.DE - Dividend Comparison
IQQS.DE's dividend yield for the trailing twelve months is around 2.40%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQQS.DE iShares EURO STOXX Small UCITS ETF | 2.40% | 2.99% | 2.67% | 2.23% | 2.24% | 1.48% | 1.19% | 2.00% | 2.50% | 1.81% | 2.08% | 2.11% |
Frequently Asked Questions
IQQS.DE and D5BL.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for IQQS.DE.
IQQS.DE tracks EURO STOXX® Small, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for IQQS.DE and 0.15% for D5BL.DE.
Find the right allocation for IQQS.DE and D5BL.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer