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OPEN.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OPEN.DE vs. IQQ0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc) (OPEN.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OPEN.DE achieves a 19.86% return, which is significantly higher than IQQ0.DE's 1.59% return.


OPEN.DE

1D
-0.71%
1M
10.85%
YTD
19.86%
6M
21.67%
1Y
28.74%
3Y*
16.69%
5Y*
11.65%
10Y*

IQQ0.DE

1D
-0.02%
1M
1.50%
YTD
1.59%
6M
1.72%
1Y
-0.28%
3Y*
6.35%
5Y*
6.14%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OPEN.DE vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
OPEN.DE
iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc)
19.86%10.46%14.15%11.37%-3.82%27.16%0.34%25.25%-8.09%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
1.59%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%-5.01%

Correlation

The correlation between OPEN.DE and IQQ0.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.57

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

0.63

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2018

0.69

Over the past year, the correlation between OPEN.DE and IQQ0.DE has dropped to 0.45 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

OPEN.DE vs. IQQ0.DE — Risk / Return Rank

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

OPEN.DE
OPEN.DE Risk / Return Rank: 7575
Overall Rank
OPEN.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
OPEN.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
OPEN.DE Omega Ratio Rank: 7777
Omega Ratio Rank
OPEN.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
OPEN.DE Martin Ratio Rank: 7171
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
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.

OPEN.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc) (OPEN.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.


OPEN.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

3.51

-0.05

+3.56

Martin ratioReturn relative to average drawdown

12.97

-0.12

+13.08

OPEN.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current OPEN.DE Sharpe Ratio is 2.40, which is higher than the IQQ0.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of OPEN.DE and IQQ0.DE, 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


OPEN.DEIQQ0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

-0.04

+2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.60

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.76

0.00

Drawdowns

OPEN.DE vs. IQQ0.DE - Drawdown Comparison

The maximum OPEN.DE drawdown since its inception was -33.09%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for OPEN.DE and IQQ0.DE.


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Drawdown Indicators


OPEN.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.09%

-28.65%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-5.22%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-19.68%

-12.82%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-12.82%

-6.86%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-2.06%

-6.65%

+4.59%

Average Drawdown

Average peak-to-trough decline

-3.97%

-4.54%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.44%

-0.23%

Volatility

OPEN.DE vs. IQQ0.DE - Volatility Comparison

iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc) (OPEN.DE) has a higher volatility of 4.89% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that OPEN.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OPEN.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

2.53%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

5.36%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

7.78%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.04%

10.08%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

11.62%

+3.84%

OPEN.DE vs. IQQ0.DE - Expense Ratio Comparison

OPEN.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.


Dividends

OPEN.DE vs. IQQ0.DE - Dividend Comparison

Neither OPEN.DE nor IQQ0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OPEN.DE and IQQ0.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OPEN.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OPEN.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.

OPEN.DE tracks MSCI ACWI Value NR USD, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.25% for OPEN.DE and 0.30% for IQQ0.DE.

Portfolio Optimizer

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