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IQQT.DE vs. DBX7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQT.DE vs. DBX7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Taiwan UCITS ETF (IQQT.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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, IQQT.DE achieves a 70.08% return, which is significantly higher than DBX7.DE's -14.67% return. Over the past 10 years, IQQT.DE has outperformed DBX7.DE with an annualized return of 21.81%, while DBX7.DE has yielded a comparatively lower 6.12% annualized return.


IQQT.DE

1D
-1.61%
1M
14.31%
YTD
70.08%
6M
75.07%
1Y
111.86%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%

DBX7.DE

1D
1.02%
1M
-2.76%
YTD
-14.67%
6M
-15.66%
1Y
-16.62%
3Y*
-0.53%
5Y*
3.07%
10Y*
6.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQT.DE vs. DBX7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-25.21%38.46%22.44%39.61%-5.81%12.48%
DBX7.DE
Xtrackers Nifty 50 Swap UCITS ETF 1C
-14.67%-7.11%11.08%14.41%0.26%31.14%0.48%12.15%-2.45%19.29%

Correlation

The correlation between IQQT.DE and DBX7.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2007

0.50

The correlation between IQQT.DE and DBX7.DE shifts across timeframes, from 0.35 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQT.DE vs. DBX7.DE — Risk / Return Rank

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

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
Martin Ratio Rank

DBX7.DE
DBX7.DE Risk / Return Rank: 11
Overall Rank
DBX7.DE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DBX7.DE Sortino Ratio Rank: 11
Sortino Ratio Rank
DBX7.DE Omega Ratio Rank: 22
Omega Ratio Rank
DBX7.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
DBX7.DE Martin Ratio Rank: 00
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.

IQQT.DE vs. DBX7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (IQQT.DE) and Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.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.


IQQT.DEDBX7.DEDifference
Sharpe ratioReturn per unit of total volatility

+5.71

Sortino ratioReturn per unit of downside risk

+6.94

Omega ratioGain probability vs. loss probability

1.72

0.83

+0.89

Calmar ratioReturn relative to maximum drawdown

12.46

-0.83

+13.29

Martin ratioReturn relative to average drawdown

35.53

-1.76

+37.29

IQQT.DE vs. DBX7.DE - Sharpe Ratio Comparison

The current IQQT.DE Sharpe Ratio is 4.62, which is higher than the DBX7.DE Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of IQQT.DE and DBX7.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


IQQT.DEDBX7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.62

-1.10

+5.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.19

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.30

+0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.18

+0.30

Drawdowns

IQQT.DE vs. DBX7.DE - Drawdown Comparison

The maximum IQQT.DE drawdown since its inception was -57.60%, smaller than the maximum DBX7.DE drawdown of -64.45%. Use the drawdown chart below to compare losses from any high point for IQQT.DE and DBX7.DE.


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Drawdown Indicators


IQQT.DEDBX7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.60%

-64.45%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-19.90%

+10.97%

Max Drawdown (3Y)

Largest decline over 3 years

-31.65%

-26.75%

-4.90%

Max Drawdown (5Y)

Largest decline over 5 years

-32.51%

-26.75%

-5.76%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-41.75%

+9.24%

Current Drawdown

Current decline from peak

-1.61%

-25.53%

+23.92%

Average Drawdown

Average peak-to-trough decline

-12.71%

-15.94%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

9.42%

-6.28%

Volatility

IQQT.DE vs. DBX7.DE - Volatility Comparison

iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a higher volatility of 10.13% compared to Xtrackers Nifty 50 Swap UCITS ETF 1C (DBX7.DE) at 5.80%. This indicates that IQQT.DE's price experiences larger fluctuations and is considered to be riskier than DBX7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQT.DEDBX7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

5.80%

+4.33%

Volatility (6M)

Calculated over the trailing 6-month period

19.53%

12.49%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

24.10%

15.10%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.89%

15.60%

+6.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

20.35%

+0.45%

IQQT.DE vs. DBX7.DE - Expense Ratio Comparison

IQQT.DE has a 0.74% expense ratio, which is lower than DBX7.DE's 0.85% expense ratio.


Dividends

IQQT.DE vs. DBX7.DE - Dividend Comparison

IQQT.DE's dividend yield for the trailing twelve months is around 0.89%, while DBX7.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DBX7.DE
Xtrackers Nifty 50 Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%

Frequently Asked Questions


IQQT.DE and DBX7.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQT.DE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQT.DE is cheaper with a 0.74% expense ratio, compared with 0.85% for DBX7.DE.

IQQT.DE tracks MSCI Taiwan 20/35, while DBX7.DE tracks Nifty 50. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.74% for IQQT.DE and 0.85% for DBX7.DE.

Portfolio Optimizer

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