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IQQU.DE vs. EXW3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQU.DE vs. EXW3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) and iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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, IQQU.DE achieves a 10.15% return, which is significantly lower than EXW3.DE's 13.53% return. Both investments have delivered pretty close results over the past 10 years, with IQQU.DE having a 9.78% annualized return and EXW3.DE not far behind at 9.73%.


IQQU.DE

1D
-0.42%
1M
-0.13%
6M
6.22%
YTD
10.15%
1Y
19.25%
3Y*
13.69%
5Y*
9.34%
10Y*
9.78%

EXW3.DE

1D
-0.53%
1M
-0.09%
6M
7.74%
YTD
13.53%
1Y
25.04%
3Y*
14.51%
5Y*
12.14%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQU.DE vs. EXW3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
10.15%20.10%6.36%17.27%-12.22%24.46%1.52%28.72%-11.38%11.87%
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
13.53%18.18%7.34%14.18%-1.79%26.04%-6.57%28.26%-10.63%9.15%

Correlation

The correlation between IQQU.DE and EXW3.DE is 0.93, 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

0.93

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

0.94

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2006

0.91

The correlation between IQQU.DE and EXW3.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

IQQU.DE vs. EXW3.DE — Risk / Return Rank

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

IQQU.DE
IQQU.DE Risk / Return Rank: 5454
Overall Rank
IQQU.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IQQU.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
IQQU.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IQQU.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
IQQU.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EXW3.DE
EXW3.DE Risk / Return Rank: 7171
Overall Rank
EXW3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 7070
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.

IQQU.DE vs. EXW3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) and iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQQU.DEEXW3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.33

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratioReturn relative to maximum drawdown

1.92

2.57

-0.65

Martin ratioReturn relative to average drawdown

7.25

9.49

-2.24

IQQU.DE vs. EXW3.DE - Sharpe Ratio Comparison

The current IQQU.DE Sharpe Ratio is 1.40, which is comparable to the EXW3.DE Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IQQU.DE and EXW3.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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Drawdowns

IQQU.DE vs. EXW3.DE - Drawdown Comparison

The maximum IQQU.DE drawdown since its inception was -58.28%, roughly equal to the maximum EXW3.DE drawdown of -57.13%. Use the drawdown chart below to compare losses from any high point for IQQU.DE and EXW3.DE.


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Drawdown Indicators


IQQU.DEEXW3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.28%

-57.13%

-1.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-9.51%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-17.29%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-17.29%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.62%

-32.27%

-2.35%

Current Drawdown

Current decline from peak

-2.31%

-2.81%

+0.50%

Average Drawdown

Average peak-to-trough decline

-12.48%

-12.66%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.58%

+0.06%

Volatility

IQQU.DE vs. EXW3.DE - Volatility Comparison

The current volatility for iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) is 3.45%, while iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a volatility of 3.68%. This indicates that IQQU.DE experiences smaller price fluctuations and is considered to be less risky than EXW3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQU.DEEXW3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

3.68%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.42%

11.94%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

14.20%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

14.13%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.38%

15.06%

+0.32%

IQQU.DE vs. EXW3.DE - Expense Ratio Comparison

IQQU.DE has a 0.40% expense ratio, which is lower than EXW3.DE's 0.52% expense ratio.


Dividends

IQQU.DE vs. EXW3.DE - Dividend Comparison

IQQU.DE's dividend yield for the trailing twelve months is around 2.02%, less than EXW3.DE's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.28%2.22%2.44%2.10%2.52%2.04%2.16%2.79%2.83%5.17%4.31%3.43%
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
2.02%2.15%2.38%2.36%2.33%1.62%1.43%2.31%2.67%2.26%2.31%2.14%

Frequently Asked Questions


With a correlation of 0.93, IQQU.DE and EXW3.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IQQU.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQU.DE is cheaper with a 0.40% expense ratio, compared with 0.52% for EXW3.DE.

IQQU.DE tracks MSCI Europe ex UK, while EXW3.DE tracks STOXX® Europe 50. Their fees differ too: 0.40% for IQQU.DE and 0.52% for EXW3.DE.

Portfolio Optimizer

Find the right allocation for IQQU.DE and EXW3.DE

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