QDEV.DE vs. IQQ0.DE
Compare and contrast key facts about SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE).
QDEV.DE and IQQ0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QDEV.DE is a passively managed fund by State Street that tracks the performance of the S&P Developed Quality FCF Aristocrats Index. It was launched on Dec 6, 2024. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. Both QDEV.DE and IQQ0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QDEV.DE vs. IQQ0.DE - Performance Comparison
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QDEV.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QDEV.DE SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR | -6.23% | 7.21% | -1.06% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.21% | -1.26% | -2.67% |
Returns By Period
In the year-to-date period, QDEV.DE achieves a -6.23% return, which is significantly lower than IQQ0.DE's 1.21% return.
QDEV.DE
- 1D
- 1.76%
- 1M
- -4.46%
- YTD
- -6.23%
- 6M
- -4.50%
- 1Y
- 5.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IQQ0.DE
- 1D
- -0.55%
- 1M
- -3.14%
- YTD
- 1.21%
- 6M
- 1.03%
- 1Y
- -4.36%
- 3Y*
- 6.86%
- 5Y*
- 6.40%
- 10Y*
- 7.05%
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QDEV.DE vs. IQQ0.DE - Expense Ratio Comparison
QDEV.DE has a 0.35% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Return for Risk
QDEV.DE vs. IQQ0.DE — Risk / Return Rank
QDEV.DE
IQQ0.DE
QDEV.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.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.
| QDEV.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | -0.34 | +0.67 |
Sortino ratioReturn per unit of downside risk | 0.58 | -0.38 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.95 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.44 | +1.00 |
Martin ratioReturn relative to average drawdown | 1.91 | -0.91 | +2.81 |
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
| QDEV.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | -0.34 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.77 | -0.79 |
Correlation
The correlation between QDEV.DE and IQQ0.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QDEV.DE vs. IQQ0.DE - Dividend Comparison
Neither QDEV.DE nor IQQ0.DE has paid dividends to shareholders.
Drawdowns
QDEV.DE vs. IQQ0.DE - Drawdown Comparison
The maximum QDEV.DE drawdown since its inception was -21.86%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for QDEV.DE and IQQ0.DE.
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Drawdown Indicators
| QDEV.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.86% | -28.65% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -9.81% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -12.82% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -8.71% | -7.00% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -4.51% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 4.80% | -1.72% |
Volatility
QDEV.DE vs. IQQ0.DE - Volatility Comparison
SPDR S&P Developed Quality Aristocrats UCITS ETF USD Unhedged Acc EUR (QDEV.DE) has a higher volatility of 4.02% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.67%. This indicates that QDEV.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
| QDEV.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.02% | 2.67% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 5.37% | +4.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.09% | 11.08% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 10.10% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 11.65% | +5.13% |