S6DW.DE vs. IQQ0.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 6.14%/yr for IQQ0.DE. A 0.71 correlation means they provide meaningful diversification when combined. S6DW.DE charges 0.20%/yr vs 0.30%/yr for IQQ0.DE.
Performance
S6DW.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly higher than IQQ0.DE's 1.59% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
S6DW.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 31.31% | -6.30% |
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% | -3.65% |
Correlation
The correlation between S6DW.DE and IQQ0.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.71 |
Over the past year, the correlation between S6DW.DE and IQQ0.DE has dropped to 0.32 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
S6DW.DE vs. IQQ0.DE — Risk / Return Rank
S6DW.DE
IQQ0.DE
S6DW.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.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.
| S6DW.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.82 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | -0.05 | +3.15 |
| Martin ratioReturn relative to average drawdown | 12.18 | -0.12 | +12.29 |
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
| S6DW.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | -0.04 | +2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 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 | 0.86 | 0.76 | +0.10 |
Drawdowns
S6DW.DE vs. IQQ0.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, 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 S6DW.DE and IQQ0.DE.
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Drawdown Indicators
| S6DW.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -28.65% | -4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -5.22% | -2.52% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -12.82% | -9.48% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -12.82% | -9.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.44% | -6.65% | +6.21% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -4.54% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.44% | -0.47% |
Volatility
S6DW.DE vs. IQQ0.DE - Volatility Comparison
iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) has a higher volatility of 2.85% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that S6DW.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
| S6DW.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 2.53% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 5.36% | +3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 7.78% | +4.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 10.08% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 11.62% | +4.75% |
S6DW.DE vs. IQQ0.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
S6DW.DE vs. IQQ0.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while IQQ0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% |
Frequently Asked Questions
S6DW.DE and IQQ0.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQQ0.DE.
S6DW.DE tracks MSCI World ESG Screened, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.20% for S6DW.DE and 0.30% for IQQ0.DE.
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