IQQW.DE vs. XG12.DE
IQQW.DE (iShares MSCI World UCITS ETF USD (Dist)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - IQQW.DE tracks the MSCI World Index while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, IQQW.DE returned 17.17%/yr vs 10.96%/yr for XG12.DE. A 0.73 correlation means they provide meaningful diversification when combined. IQQW.DE charges 0.50%/yr vs 0.35%/yr for XG12.DE.
Performance
IQQW.DE vs. XG12.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQW.DE achieves a 12.38% return, which is significantly lower than XG12.DE's 35.42% return.
IQQW.DE
- 1D
- 0.43%
- 1M
- 1.51%
- 6M
- 12.34%
- YTD
- 12.38%
- 1Y
- 23.86%
- 3Y*
- 17.17%
- 5Y*
- 11.94%
- 10Y*
- 12.69%
XG12.DE
- 1D
- 0.00%
- 1M
- -3.60%
- 6M
- 33.95%
- YTD
- 35.42%
- 1Y
- 45.69%
- 3Y*
- 10.96%
- 5Y*
- —
- 10Y*
- —
IQQW.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 12.38% | 7.59% | 25.52% | 19.92% | -3.85% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 35.42% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between IQQW.DE and XG12.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.73 |
The correlation between IQQW.DE and XG12.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
IQQW.DE vs. XG12.DE — Risk / Return Rank
IQQW.DE
XG12.DE
IQQW.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.DE | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.38 | +1.21 |
| Martin ratioReturn relative to average drawdown | 14.30 | 5.06 | +9.24 |
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Drawdowns
IQQW.DE vs. XG12.DE - Drawdown Comparison
The maximum IQQW.DE drawdown since its inception was -52.35%, which is greater than XG12.DE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IQQW.DE and XG12.DE.
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Drawdown Indicators
| IQQW.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.35% | -32.01% | -20.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -19.16% | +12.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -24.98% | +3.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -4.84% | +4.74% |
Average DrawdownAverage peak-to-trough decline | -9.01% | -14.74% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 9.03% | -7.37% |
Volatility
IQQW.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) is 3.28%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.78%. This indicates that IQQW.DE experiences smaller price fluctuations and is considered to be less risky than XG12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQW.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 6.78% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 14.09% | -6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 27.89% | -16.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 21.10% | -6.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 21.10% | -6.07% |
IQQW.DE vs. XG12.DE - Expense Ratio Comparison
IQQW.DE has a 0.50% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.
Dividends
IQQW.DE vs. XG12.DE - Dividend Comparison
IQQW.DE's dividend yield for the trailing twelve months is around 0.86%, while XG12.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQW.DE iShares MSCI World UCITS ETF USD (Dist) | 0.86% | 0.95% | 1.05% | 1.32% | 1.49% | 1.01% | 1.21% | 1.60% | 1.84% | 1.66% | 1.70% | 1.80% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy 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% |
Frequently Asked Questions
IQQW.DE and XG12.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XG12.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for IQQW.DE.
IQQW.DE tracks MSCI World Index, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for IQQW.DE and 0.35% for XG12.DE.
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