IQQY.DE vs. IEDL.L
IQQY.DE (iShares Core MSCI Europe UCITS ETF EUR (Dist)) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - IQQY.DE tracks the MSCI Europe while IEDL.L tracks the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, IQQY.DE returned 9.99%/yr vs 14.46%/yr for IEDL.L. Their correlation of 0.88 suggests significant overlap in exposure. IQQY.DE charges 0.12%/yr vs 0.25%/yr for IEDL.L.
Performance
IQQY.DE vs. IEDL.L - Performance Comparison
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Returns By Period
In the year-to-date period, IQQY.DE achieves a 7.35% return, which is significantly lower than IEDL.L's 14.02% return.
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%
IEDL.L
- 1D
- -0.09%
- 1M
- 2.51%
- YTD
- 14.02%
- 6M
- 17.04%
- 1Y
- 32.19%
- 3Y*
- 21.57%
- 5Y*
- 14.46%
- 10Y*
- —
IQQY.DE vs. IEDL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -9.14% |
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 14.02% | 35.00% | 10.46% | 13.50% | -3.75% | 26.71% | -8.76% | 21.78% | -12.14% |
Correlation
The correlation between IQQY.DE and IEDL.L is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018 | 0.88 |
The correlation between IQQY.DE and IEDL.L has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.
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Return for Risk
IQQY.DE vs. IEDL.L — Risk / Return Rank
IQQY.DE
IEDL.L
IQQY.DE vs. IEDL.L - 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 Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). 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 | IEDL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.44 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 3.36 | -1.67 |
| Martin ratioReturn relative to average drawdown | 6.35 | 12.50 | -6.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IQQY.DE | IEDL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.40 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.94 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.59 | -0.27 |
Drawdowns
IQQY.DE vs. IEDL.L - Drawdown Comparison
The maximum IQQY.DE drawdown since its inception was -56.18%, which is greater than IEDL.L's maximum drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for IQQY.DE and IEDL.L.
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Drawdown Indicators
| IQQY.DE | IEDL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -39.74% | -16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -9.70% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -17.52% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -19.57% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -35.47% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.75% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -10.76% | -6.19% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.61% | -0.07% |
Volatility
IQQY.DE vs. IEDL.L - Volatility Comparison
The current volatility for iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) is 4.34%, while iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) has a volatility of 4.76%. This indicates that IQQY.DE experiences smaller price fluctuations and is considered to be less risky than IEDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQY.DE | IEDL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.76% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 10.95% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.79% | 13.60% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.42% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 17.97% | -2.35% |
IQQY.DE vs. IEDL.L - Expense Ratio Comparison
IQQY.DE has a 0.12% expense ratio, which is lower than IEDL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IQQY.DE vs. IEDL.L - Dividend Comparison
IQQY.DE's dividend yield for the trailing twelve months is around 2.54%, less than IEDL.L's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.01% | 3.44% | 4.22% | 4.76% | 4.23% | 3.56% | 2.32% | 3.86% | 3.19% | 0.00% | 0.00% | 0.00% |
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 IEDL.L have a correlation of 0.86, 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 0.25% for IEDL.L.
IQQY.DE tracks MSCI Europe, while IEDL.L tracks MSCI Europe Value NR EUR. Their fees differ too: 0.12% for IQQY.DE and 0.25% for IEDL.L.
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