SBIM.DE vs. IQQE.DE
SBIM.DE (Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF) and IQQE.DE (iShares MSCI EM UCITS ETF (Dist)) are both Emerging Markets Equities funds - SBIM.DE tracks the MSCI Emerging Markets ESG Broad CTB Select while IQQE.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, SBIM.DE returned 7.90%/yr vs 8.39%/yr for IQQE.DE. With a 0.97 correlation, they move nearly in lockstep. SBIM.DE charges 0.20%/yr vs 0.18%/yr for IQQE.DE.
Performance
SBIM.DE vs. IQQE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SBIM.DE having a 26.80% return and IQQE.DE slightly higher at 27.09%.
SBIM.DE
- 1D
- -1.30%
- 1M
- 3.81%
- YTD
- 26.80%
- 6M
- 27.28%
- 1Y
- 47.90%
- 3Y*
- 20.34%
- 5Y*
- 7.90%
- 10Y*
- —
IQQE.DE
- 1D
- -1.70%
- 1M
- 3.86%
- YTD
- 27.09%
- 6M
- 27.76%
- 1Y
- 48.91%
- 3Y*
- 20.70%
- 5Y*
- 8.39%
- 10Y*
- 9.82%
SBIM.DE vs. IQQE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 26.80% | 19.60% | 13.97% | 4.26% | -15.54% | 5.21% | 16.37% |
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 27.09% | 19.76% | 13.75% | 5.63% | -14.17% | 4.20% | 15.77% |
Correlation
The correlation between SBIM.DE and IQQE.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.97 |
The correlation between SBIM.DE and IQQE.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.
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Return for Risk
SBIM.DE vs. IQQE.DE — Risk / Return Rank
SBIM.DE
IQQE.DE
SBIM.DE vs. IQQE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and iShares MSCI EM UCITS ETF (Dist) (IQQE.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.
| SBIM.DE | IQQE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.50 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 4.59 | -0.22 |
| Martin ratioReturn relative to average drawdown | 15.92 | 16.67 | -0.75 |
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
| SBIM.DE | IQQE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.78 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.49 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.27 | +0.42 |
Drawdowns
SBIM.DE vs. IQQE.DE - Drawdown Comparison
The maximum SBIM.DE drawdown since its inception was -26.22%, smaller than the maximum IQQE.DE drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for SBIM.DE and IQQE.DE.
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Drawdown Indicators
| SBIM.DE | IQQE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.22% | -59.33% | +33.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -10.78% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -19.41% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -24.02% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.66% | — |
Current DrawdownCurrent decline from peak | -2.43% | -2.60% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -12.99% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.98% | +0.07% |
Volatility
SBIM.DE vs. IQQE.DE - Volatility Comparison
Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) and iShares MSCI EM UCITS ETF (Dist) (IQQE.DE) have volatilities of 7.34% and 7.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBIM.DE | IQQE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 7.24% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 15.03% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 17.83% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.78% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 18.33% | -1.70% |
SBIM.DE vs. IQQE.DE - Expense Ratio Comparison
SBIM.DE has a 0.20% expense ratio, which is higher than IQQE.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SBIM.DE vs. IQQE.DE - Dividend Comparison
SBIM.DE has not paid dividends to shareholders, while IQQE.DE's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQE.DE iShares MSCI EM UCITS ETF (Dist) | 1.49% | 1.87% | 2.19% | 2.34% | 2.91% | 1.99% | 1.53% | 1.75% | 1.94% | 1.42% | 1.83% | 2.22% |
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, SBIM.DE and IQQE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IQQE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQE.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for SBIM.DE.
SBIM.DE tracks MSCI Emerging Markets ESG Broad CTB Select, while IQQE.DE tracks MSCI Emerging Markets. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for SBIM.DE and 0.18% for IQQE.DE.
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