IQQY.DE vs. EXS2.DE
IQQY.DE (iShares Core MSCI Europe UCITS ETF EUR (Dist)) and EXS2.DE (iShares TecDAX UCITS ETF (DE)) are both Europe Equities funds from iShares - IQQY.DE tracks the MSCI Europe while EXS2.DE tracks the TecDAX®. Both are passively managed. Over the past 10 years, IQQY.DE returned 9.17%/yr vs 9.01%/yr for EXS2.DE. A 0.72 correlation means they provide meaningful diversification when combined. IQQY.DE charges 0.12%/yr vs 0.51%/yr for EXS2.DE.
Performance
IQQY.DE vs. EXS2.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IQQY.DE achieves a 7.35% return, which is significantly lower than EXS2.DE's 15.70% return. Both investments have delivered pretty close results over the past 10 years, with IQQY.DE having a 9.17% annualized return and EXS2.DE not far behind at 9.01%.
IQQY.DE
- 1D
- 0.55%
- 1M
- 1.13%
- YTD
- 7.35%
- 6M
- 9.87%
- 1Y
- 15.99%
- 3Y*
- 13.71%
- 5Y*
- 9.99%
- 10Y*
- 9.17%
EXS2.DE
- 1D
- 0.52%
- 1M
- 10.24%
- YTD
- 15.70%
- 6M
- 16.12%
- 1Y
- 5.55%
- 3Y*
- 8.54%
- 5Y*
- 3.72%
- 10Y*
- 9.01%
IQQY.DE vs. EXS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 7.35% | 20.51% | 8.32% | 15.43% | -9.13% | 25.32% | -3.28% | 27.76% | -10.88% | 10.56% |
EXS2.DE iShares TecDAX UCITS ETF (DE) | 15.70% | 5.33% | 1.63% | 13.54% | -26.00% | 21.07% | 6.12% | 22.25% | -3.77% | 39.90% |
Correlation
The correlation between IQQY.DE and EXS2.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2007 | 0.72 |
The correlation between IQQY.DE and EXS2.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IQQY.DE vs. EXS2.DE — Risk / Return Rank
IQQY.DE
EXS2.DE
IQQY.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.
| IQQY.DE | EXS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.07 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.40 | +1.29 |
| Martin ratioReturn relative to average drawdown | 6.35 | 0.80 | +5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IQQY.DE | EXS2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 0.36 | +0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.20 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.46 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.14 | +0.19 |
Drawdowns
IQQY.DE vs. EXS2.DE - Drawdown Comparison
The maximum IQQY.DE drawdown since its inception was -56.18%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for IQQY.DE and EXS2.DE.
Loading charts...
Drawdown Indicators
| IQQY.DE | EXS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -84.49% | +28.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -16.12% | +6.60% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -17.93% | +1.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -34.97% | +15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | -34.97% | -0.50% |
Current DrawdownCurrent decline from peak | -1.60% | -0.81% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -39.46% | +28.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 8.07% | -5.53% |
Volatility
IQQY.DE vs. EXS2.DE - Volatility Comparison
The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) is 4.34%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that IQQY.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IQQY.DE | EXS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.29% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 14.25% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 17.83% | -5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 18.80% | -4.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 19.47% | -3.85% |
IQQY.DE vs. EXS2.DE - Expense Ratio Comparison
IQQY.DE has a 0.12% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.
Dividends
IQQY.DE vs. EXS2.DE - Dividend Comparison
IQQY.DE's dividend yield for the trailing twelve months is around 2.54%, while EXS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXS2.DE iShares TecDAX UCITS ETF (DE) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.04% | 0.15% | 0.25% | 0.36% |
IQQY.DE iShares Core MSCI Europe UCITS ETF EUR (Dist) | 2.54% | 2.54% | 2.88% | 2.87% | 2.92% | 2.24% | 2.06% | 3.04% | 3.26% | 2.63% | 2.85% | 2.65% |
Frequently Asked Questions
IQQY.DE and EXS2.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQY.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQY.DE is cheaper with a 0.12% expense ratio, compared with 0.51% for EXS2.DE.
IQQY.DE tracks MSCI Europe, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.12% for IQQY.DE and 0.51% for EXS2.DE.
Find the right allocation for IQQY.DE and EXS2.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer