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IQQW.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQW.DE vs. UBU7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IQQW.DE having a 11.57% return and UBU7.DE slightly higher at 11.81%. Both investments have delivered pretty close results over the past 10 years, with IQQW.DE having a 12.14% annualized return and UBU7.DE not far ahead at 12.39%.


IQQW.DE

1D
-1.06%
1M
0.57%
6M
8.68%
YTD
11.57%
1Y
21.42%
3Y*
17.21%
5Y*
11.74%
10Y*
12.14%

UBU7.DE

1D
-1.10%
1M
0.56%
6M
8.88%
YTD
11.81%
1Y
21.98%
3Y*
17.71%
5Y*
12.06%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQW.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQW.DE
iShares MSCI World UCITS ETF USD (Dist)
11.57%7.59%25.52%19.92%-13.90%32.21%5.13%30.90%-5.28%7.45%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
11.81%8.11%26.08%20.13%-13.88%32.53%5.35%31.21%-5.14%7.21%

Correlation

The correlation between IQQW.DE and UBU7.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2012

0.99

The correlation between IQQW.DE and UBU7.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

IQQW.DE vs. UBU7.DE — Risk / Return Rank

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

IQQW.DE
IQQW.DE Risk / Return Rank: 8282
Overall Rank
IQQW.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQQW.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IQQW.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IQQW.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
IQQW.DE Martin Ratio Rank: 8585
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 8181
Overall Rank
UBU7.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 8585
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.

IQQW.DE vs. UBU7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.


IQQW.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.23

3.36

-0.13

Martin ratioReturn relative to average drawdown

12.83

13.28

-0.45

IQQW.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current IQQW.DE Sharpe Ratio is 1.93, which is comparable to the UBU7.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IQQW.DE and UBU7.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

IQQW.DE vs. UBU7.DE - Drawdown Comparison

The maximum IQQW.DE drawdown since its inception was -52.35%, which is greater than UBU7.DE's maximum drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for IQQW.DE and UBU7.DE.


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Drawdown Indicators


IQQW.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.35%

-33.85%

-18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-6.52%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-21.70%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-21.70%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-33.85%

+0.20%

Current Drawdown

Current decline from peak

-1.18%

-1.15%

-0.03%

Average Drawdown

Average peak-to-trough decline

-9.01%

-5.66%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

1.65%

+0.02%

Volatility

IQQW.DE vs. UBU7.DE - Volatility Comparison

iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) have volatilities of 2.75% and 2.65%, 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.


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Volatility by Period


IQQW.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

2.65%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

7.83%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.23%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.16%

14.14%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.02%

15.06%

-0.04%

IQQW.DE vs. UBU7.DE - Expense Ratio Comparison

IQQW.DE has a 0.50% expense ratio, which is higher than UBU7.DE's 0.10% expense ratio.


Dividends

IQQW.DE vs. UBU7.DE - Dividend Comparison

IQQW.DE's dividend yield for the trailing twelve months is around 0.87%, less than UBU7.DE's 1.31% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQW.DE
iShares MSCI World UCITS ETF USD (Dist)
0.87%0.95%1.05%1.32%1.49%1.01%1.21%1.60%1.84%1.66%1.70%1.80%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.31%1.56%1.33%1.44%1.61%1.08%1.46%1.72%1.70%1.80%2.20%1.80%

Frequently Asked Questions


With a correlation of 0.98, IQQW.DE and UBU7.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, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.50% for IQQW.DE.

IQQW.DE tracks MSCI World Index, while UBU7.DE tracks MSCI World. They also come from different issuers: iShares and UBS. Their fees differ too: 0.50% for IQQW.DE and 0.10% for UBU7.DE.

Portfolio Optimizer

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