IQQT.DE vs. SXR8.DE
IQQT.DE (iShares MSCI Taiwan UCITS ETF) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - IQQT.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, IQQT.DE returned 21.81%/yr vs 14.95%/yr for SXR8.DE. A 0.59 correlation means they provide meaningful diversification when combined. IQQT.DE charges 0.74%/yr vs 0.07%/yr for SXR8.DE.
Performance
IQQT.DE vs. SXR8.DE - Performance Comparison
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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 SXR8.DE's 11.37% return. Over the past 10 years, IQQT.DE has outperformed SXR8.DE with an annualized return of 21.81%, while SXR8.DE has yielded a comparatively lower 14.95% annualized return.
IQQT.DE
- 1D
- -1.61%
- 1M
- 12.50%
- YTD
- 70.08%
- 6M
- 72.22%
- 1Y
- 110.41%
- 3Y*
- 40.38%
- 5Y*
- 22.82%
- 10Y*
- 21.81%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
IQQT.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between IQQT.DE and SXR8.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.59 |
The correlation between IQQT.DE and SXR8.DE shifts across timeframes, from 0.58 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IQQT.DE vs. SXR8.DE — Risk / Return Rank
IQQT.DE
SXR8.DE
IQQT.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan UCITS ETF (IQQT.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.38 | ||
| Omega ratioGain probability vs. loss probability | 1.72 | 1.41 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 12.46 | 3.58 | +8.88 |
| Martin ratioReturn relative to average drawdown | 35.53 | 12.71 | +22.82 |
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
| IQQT.DE | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | 2.21 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | 0.96 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.92 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.79 | -0.31 |
Drawdowns
IQQT.DE vs. SXR8.DE - Drawdown Comparison
The maximum IQQT.DE drawdown since its inception was -57.60%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for IQQT.DE and SXR8.DE.
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Drawdown Indicators
| IQQT.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.60% | -33.78% | -23.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.93% | -7.13% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -31.65% | -23.32% | -8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.51% | -23.32% | -9.19% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -33.78% | +1.27% |
Current DrawdownCurrent decline from peak | -1.61% | -0.45% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -5.17% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.01% | +1.13% |
Volatility
IQQT.DE vs. SXR8.DE - Volatility Comparison
iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a higher volatility of 10.13% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that IQQT.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.13% | 2.65% | +7.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.53% | 7.57% | +11.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.10% | 11.56% | +12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.89% | 15.16% | +6.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 16.09% | +4.71% |
IQQT.DE vs. SXR8.DE - Expense Ratio Comparison
IQQT.DE has a 0.74% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.
Dividends
IQQT.DE vs. SXR8.DE - Dividend Comparison
IQQT.DE's dividend yield for the trailing twelve months is around 0.89%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXR8.DE iShares Core S&P 500 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
IQQT.DE and SXR8.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.74% for IQQT.DE.
IQQT.DE is categorized as Asia Pacific Equities, while SXR8.DE is S&P 500. IQQT.DE tracks MSCI Taiwan 20/35, while SXR8.DE tracks S&P 500 Index. Their fees differ too: 0.74% for IQQT.DE and 0.07% for SXR8.DE.
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