IQQX.DE vs. EXXW.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE).

IQQX.DE and EXXW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQX.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Jun 2, 2006. EXXW.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 50. It was launched on Mar 27, 2006. Both IQQX.DE and EXXW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IQQX.DE vs. EXXW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE). The values are adjusted to include any dividend payments, if applicable.

IQQX.DE vs. EXXW.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQQX.DE iShares Asia Pacific Dividend UCITS ETF	11.26%	14.78%	12.48%	8.98%	2.81%	11.77%	-18.85%	16.80%	-11.26%	2.03%
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	11.15%	15.94%	13.25%	9.56%	4.03%	12.54%	-18.74%	18.28%	-10.70%	2.63%

Returns By Period

The year-to-date returns for both stocks are quite close, with IQQX.DE having a 11.26% return and EXXW.DE slightly lower at 11.15%. Over the past 10 years, IQQX.DE has underperformed EXXW.DE with an annualized return of 6.71%, while EXXW.DE has yielded a comparatively higher 7.45% annualized return.

IQQX.DE

• 1D: -0.09%
• 1M: -0.59%
• YTD: 11.26%
• 6M: 18.24%
• 1Y: 32.52%
• 3Y*: 15.99%
• 5Y*: 9.72%
• 10Y*: 6.71%

EXXW.DE

• 1D: -0.44%
• 1M: -1.25%
• YTD: 11.15%
• 6M: 19.14%
• 1Y: 33.63%
• 3Y*: 16.92%
• 5Y*: 10.48%
• 10Y*: 7.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQX.DE vs. EXXW.DE - Expense Ratio Comparison

IQQX.DE has a 0.59% expense ratio, which is higher than EXXW.DE's 0.31% expense ratio.

IQQX.DE

iShares Asia Pacific Dividend UCITS ETF

EXXW.DE

iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)

Return for Risk

IQQX.DE vs. EXXW.DE — Risk / Return Rank

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

IQQX.DE

IQQX.DE Risk / Return Rank: 94
IQQX.DE Sharpe Ratio Rank: 92
IQQX.DE Sortino Ratio Rank: 91
IQQX.DE Omega Ratio Rank: 94
IQQX.DE Calmar Ratio Rank: 97
IQQX.DE Martin Ratio Rank: 97

EXXW.DE

EXXW.DE Risk / Return Rank: 93
EXXW.DE Sharpe Ratio Rank: 90
EXXW.DE Sortino Ratio Rank: 90
EXXW.DE Omega Ratio Rank: 90
EXXW.DE Calmar Ratio Rank: 97
EXXW.DE Martin Ratio Rank: 97

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.

IQQX.DE vs. EXXW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.

	IQQX.DE	EXXW.DE	Difference
Sharpe ratio Return per unit of total volatility	2.22	2.04	+0.19
Sortino ratio Return per unit of downside risk	2.73	2.67	+0.07
Omega ratio Gain probability vs. loss probability	1.46	1.39	+0.07
Calmar ratio Return relative to maximum drawdown	6.01	5.86	+0.15
Martin ratio Return relative to average drawdown	22.52	20.99	+1.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQX.DE vs. EXXW.DE - Sharpe Ratio Comparison

The current IQQX.DE Sharpe Ratio is 2.22, which is comparable to the EXXW.DE Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IQQX.DE and EXXW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IQQX.DE	EXXW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	2.04	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.77	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.46	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.28	-0.07

Correlation

The correlation between IQQX.DE and EXXW.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IQQX.DE vs. EXXW.DE - Dividend Comparison

IQQX.DE's dividend yield for the trailing twelve months is around 3.18%, less than EXXW.DE's 3.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQX.DE iShares Asia Pacific Dividend UCITS ETF	3.18%	3.64%	4.84%	5.36%	6.66%	4.62%	3.16%	4.85%	5.09%	4.16%	4.03%	4.88%
EXXW.DE iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)	3.83%	4.60%	5.32%	5.98%	7.16%	5.56%	4.64%	5.67%	5.04%	7.91%	4.27%	5.52%

Drawdowns

IQQX.DE vs. EXXW.DE - Drawdown Comparison

The maximum IQQX.DE drawdown since its inception was -69.45%, roughly equal to the maximum EXXW.DE drawdown of -66.89%. Use the drawdown chart below to compare losses from any high point for IQQX.DE and EXXW.DE.

Drawdown Indicators

	IQQX.DE	EXXW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-69.45%	-66.89%	-2.56%
Max Drawdown (1Y) Largest decline over 1 year	-11.23%	-11.05%	-0.18%
Max Drawdown (5Y) Largest decline over 5 years	-20.28%	-20.10%	-0.18%
Max Drawdown (10Y) Largest decline over 10 years	-42.78%	-41.88%	-0.90%
Current Drawdown Current decline from peak	-3.25%	-4.00%	+0.75%
Average Drawdown Average peak-to-trough decline	-14.66%	-11.62%	-3.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.65%	1.84%	-0.19%

Volatility

IQQX.DE vs. EXXW.DE - Volatility Comparison

iShares Asia Pacific Dividend UCITS ETF (IQQX.DE) and iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) have volatilities of 4.88% and 4.88%, 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.

Volatility by Period

	IQQX.DE	EXXW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.88%	4.88%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	9.55%	-1.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.60%	16.46%	-1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.97%	13.40%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.84%	15.93%	-0.09%