IUSZ.DE vs. XMHQ
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and XMHQ (Invesco S&P MidCap Quality ETF) are both exchange-traded funds - IUSZ.DE is a Europe Equities fund tracking the FTSE 100, while XMHQ is a Mid Cap Blend Equities fund tracking the S&P MidCap 400 Index. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 10.26%/yr for XMHQ. At a 0.43 correlation, their price movements are largely independent. IUSZ.DE charges 0.07%/yr vs 0.25%/yr for XMHQ.
Performance
IUSZ.DE vs. XMHQ - Performance Comparison
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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%
IUSZ.DE vs. XMHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IUSZ.DE
XMHQ
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.DE | XMHQ | Difference | |
|---|---|---|---|
| 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 |
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
| IUSZ.DE | XMHQ | Difference | |
|---|---|---|---|
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.DE | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.94% | -7.09% | +4.15% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -9.42% | +4.17% |
Ulcer IndexDepth 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.DE | XMHQ | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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