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IUSZ.DE vs. XMHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSZ.DE vs. XMHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Invesco S&P MidCap Quality ETF (XMHQ). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSZ.DE is traded in EUR, while XMHQ is traded in USD. To make them comparable, the XMHQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than XMHQ's 10.07% return.


IUSZ.DE

1D
0.15%
1M
-0.44%
YTD
6.50%
6M
8.78%
1Y
14.23%
3Y*
11.63%
5Y*
9.88%
10Y*

XMHQ

1D
-1.32%
1M
0.67%
YTD
10.07%
6M
8.93%
1Y
12.04%
3Y*
12.80%
5Y*
10.26%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSZ.DE vs. XMHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)
6.50%16.47%9.79%9.07%-1.35%24.82%-15.69%25.38%-10.49%8.10%
XMHQ
Invesco S&P MidCap Quality ETF
10.07%-7.72%24.50%25.63%-6.99%30.03%16.17%30.05%-4.81%1.43%

Correlation

The correlation between IUSZ.DE and XMHQ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2016

0.43

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Return for Risk

IUSZ.DE vs. XMHQ — Risk / Return Rank

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

IUSZ.DE
IUSZ.DE Risk / Return Rank: 3434
Overall Rank
IUSZ.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IUSZ.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUSZ.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IUSZ.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
IUSZ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

XMHQ
XMHQ Risk / Return Rank: 2626
Overall Rank
XMHQ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 2525
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 2323
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 3030
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 3030
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.

IUSZ.DE vs. XMHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Invesco S&P MidCap Quality ETF (XMHQ). 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.


IUSZ.DEXMHQDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.22

1.14

+0.08

Calmar ratioReturn relative to maximum drawdown

1.74

1.54

+0.19

Martin ratioReturn relative to average drawdown

5.71

4.18

+1.53

IUSZ.DE vs. XMHQ - Sharpe Ratio Comparison

The current IUSZ.DE Sharpe Ratio is 1.17, which is higher than the XMHQ Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IUSZ.DE and XMHQ, 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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Sharpe Ratios by Period


IUSZ.DEXMHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.79

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.51

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.49

-0.05

Drawdowns

IUSZ.DE vs. XMHQ - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, smaller than the maximum XMHQ drawdown of -52.05%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and XMHQ.


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Drawdown Indicators


IUSZ.DEXMHQDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-52.05%

+11.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-7.83%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-28.00%

+10.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-28.00%

+10.76%

Max Drawdown (10Y)

Largest decline over 10 years

-36.42%

Current Drawdown

Current decline from peak

-2.94%

-7.09%

+4.15%

Average Drawdown

Average peak-to-trough decline

-5.25%

-9.42%

+4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.89%

-0.38%

Volatility

IUSZ.DE vs. XMHQ - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 3.69%. This indicates that IUSZ.DE's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSZ.DEXMHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

3.69%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

10.83%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

15.31%

-3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.07%

20.21%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

20.97%

-4.65%

IUSZ.DE vs. XMHQ - Expense Ratio Comparison

IUSZ.DE has a 0.07% expense ratio, which is lower than XMHQ'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

IUSZ.DE vs. XMHQ - Dividend Comparison

IUSZ.DE has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 0.56%.


PositionTTM20252024202320222021202020192018201720162015
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)
0.00%0.00%0.00%3.09%3.86%3.68%3.06%4.32%4.54%4.01%0.73%0.00%
XMHQ
Invesco S&P MidCap Quality ETF
0.56%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Frequently Asked Questions


IUSZ.DE and XMHQ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XMHQ.

IUSZ.DE is categorized as Europe Equities, while XMHQ is Mid Cap Blend Equities. IUSZ.DE tracks FTSE 100, while XMHQ tracks S&P MidCap 400 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.07% for IUSZ.DE and 0.25% for XMHQ.

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