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RMAX.TO vs. IQQ4.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

RMAX.TO vs. IQQ4.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and iShares Asia Property Yield UCITS ETF (IQQ4.DE).

RMAX.TO and IQQ4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RMAX.TO is managed by Hamilton ETFs. IQQ4.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Asia Dividend+. It was launched on Oct 20, 2006.

Performance

RMAX.TO vs. IQQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and iShares Asia Property Yield UCITS ETF (IQQ4.DE). The values are adjusted to include any dividend payments, if applicable.

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RMAX.TO vs. IQQ4.DE - Yearly Performance Comparison

2026 (YTD)20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF		2.84%5.39%9.70%
IQQ4.DE
iShares Asia Property Yield UCITS ETF		-1.00%24.90%4.84%
Different Trading Currencies

RMAX.TO is traded in CAD, while IQQ4.DE is traded in EUR. To make them comparable, the IQQ4.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RMAX.TO achieves a 2.84% return, which is significantly higher than IQQ4.DE's -1.00% return.

RMAX.TO

1D
0.85%
1M
-2.87%
YTD
2.84%
6M
-1.22%
1Y
6.28%
3Y*
—
5Y*
—
10Y*
—

IQQ4.DE

1D
1.78%
1M
-6.41%
YTD
-1.00%
6M
-1.03%
1Y
15.10%
3Y*
5.38%
5Y*
1.63%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Hamilton REITs YIELD MAXIMIZER ETF

iShares Asia Property Yield UCITS ETF

Often compared with RMAX.TO:
RMAX.TO vs. HGR.TORMAX.TO vs. ZRE.TORMAX.TO vs. APR-UN.TORMAX.TO vs. RIT.TORMAX.TO vs. VRAIRMAX.TO vs. AYEP.DERMAX.TO vs. UKRE.L
Often compared with IQQ4.DE:
IQQ4.DE vs. VUGIQQ4.DE vs. SPYIQQ4.DE vs. WTRE.DEIQQ4.DE vs. LMWE.DEIQQ4.DE vs. H4Z7.DEIQQ4.DE vs. CSYZ.DEIQQ4.DE vs. ZPRP.DE

RMAX.TO vs. IQQ4.DE - Expense Ratio Comparison

RMAX.TO has a 0.79% expense ratio, which is higher than IQQ4.DE's 0.59% expense ratio.

RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
IQQ4.DE
iShares Asia Property Yield UCITS ETF

Return for Risk

RMAX.TO vs. IQQ4.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RMAX.TO
RMAX.TO Risk / Return Rank: 2323
Overall Rank
RMAX.TO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
RMAX.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
RMAX.TO Omega Ratio Rank: 2222
Omega Ratio Rank
RMAX.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
RMAX.TO Martin Ratio Rank: 2323
Martin Ratio Rank
IQQ4.DE
IQQ4.DE Risk / Return Rank: 4040
Overall Rank
IQQ4.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IQQ4.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IQQ4.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IQQ4.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
IQQ4.DE Martin Ratio Rank: 4343
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.

RMAX.TO vs. IQQ4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and iShares Asia Property Yield UCITS ETF (IQQ4.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.

RMAX.TOIQQ4.DEDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.14

-0.68

Sortino ratio

Return per unit of downside risk

0.71

1.57

-0.86

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.59

1.49

-0.90

Martin ratio

Return relative to average drawdown

1.95

5.86

-3.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RMAX.TO vs. IQQ4.DE - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 0.45, which is lower than the IQQ4.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of RMAX.TO and IQQ4.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

RMAX.TOIQQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.14

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.13

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.23

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.38

+0.41

Correlation

The correlation between RMAX.TO and IQQ4.DE is 0.28, 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

RMAX.TO vs. IQQ4.DE - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 10.81%, more than IQQ4.DE's 3.49% yield.

TTM20252024202320222021202020192018201720162015
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF		10.81%10.65%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IQQ4.DE
iShares Asia Property Yield UCITS ETF		3.49%3.52%4.07%3.83%3.77%2.92%3.50%2.93%3.32%3.19%2.92%3.48%

Drawdowns

RMAX.TO vs. IQQ4.DE - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum IQQ4.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and IQQ4.DE.

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Drawdown Indicators

RMAX.TOIQQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-66.50%

+50.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-9.98%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.58%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.41%

—

Current Drawdown

Current decline from peak

-3.29%

-12.66%

+9.37%

Average Drawdown

Average peak-to-trough decline

-3.94%

-20.28%

+16.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.44%

+0.62%

Volatility

RMAX.TO vs. IQQ4.DE - Volatility Comparison

The current volatility for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) is 4.28%, while iShares Asia Property Yield UCITS ETF (IQQ4.DE) has a volatility of 4.79%. This indicates that RMAX.TO experiences smaller price fluctuations and is considered to be less risky than IQQ4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RMAX.TOIQQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.79%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

8.99%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

13.25%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

12.04%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.11%

14.14%

-1.03%