SEAC.DE vs. IQQ0.DE
SEAC.DE (UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - SEAC.DE tracks the MSCI World SRI Low Carbon Select 5% Issuer Capped while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, SEAC.DE returned 10.67%/yr vs 6.14%/yr for IQQ0.DE. A 0.71 correlation means they provide meaningful diversification when combined. SEAC.DE charges 0.22%/yr vs 0.30%/yr for IQQ0.DE.
Performance
SEAC.DE vs. IQQ0.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SEAC.DE achieves a 9.72% return, which is significantly higher than IQQ0.DE's 1.59% return.
SEAC.DE
- 1D
- 0.15%
- 1M
- 4.65%
- YTD
- 9.72%
- 6M
- 9.93%
- 1Y
- 17.77%
- 3Y*
- 14.37%
- 5Y*
- 10.67%
- 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%
SEAC.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SEAC.DE UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc | 9.72% | 1.57% | 23.09% | 24.89% | -20.42% | 36.15% | 7.56% | 32.13% | -0.88% |
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% | 6.04% |
Correlation
The correlation between SEAC.DE and IQQ0.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2018 | 0.71 |
Over the past year, the correlation between SEAC.DE and IQQ0.DE has dropped to 0.35 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SEAC.DE vs. IQQ0.DE — Risk / Return Rank
SEAC.DE
IQQ0.DE
SEAC.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc (SEAC.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.
| SEAC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | -0.05 | +0.94 |
| Martin ratioReturn relative to average drawdown | 1.62 | -0.12 | +1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SEAC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | -0.04 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.60 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.76 | -0.08 |
Drawdowns
SEAC.DE vs. IQQ0.DE - Drawdown Comparison
The maximum SEAC.DE drawdown since its inception was -32.50%, 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 SEAC.DE and IQQ0.DE.
Loading charts...
Drawdown Indicators
| SEAC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -28.65% | -3.85% |
Max Drawdown (1Y)Largest decline over 1 year | -19.82% | -5.22% | -14.60% |
Max Drawdown (3Y)Largest decline over 3 years | -22.60% | -12.82% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.64% | -12.82% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -5.73% | -6.65% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -6.86% | -4.54% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.87% | 2.44% | +8.43% |
Volatility
SEAC.DE vs. IQQ0.DE - Volatility Comparison
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc (SEAC.DE) has a higher volatility of 3.05% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that SEAC.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.
Loading charts...
Volatility by Period
| SEAC.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.53% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 5.36% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.99% | 7.78% | +17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 10.08% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 11.62% | +6.39% |
SEAC.DE vs. IQQ0.DE - Expense Ratio Comparison
SEAC.DE has a 0.22% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
SEAC.DE vs. IQQ0.DE - Dividend Comparison
Neither SEAC.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
SEAC.DE and IQQ0.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SEAC.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SEAC.DE is cheaper with a 0.22% expense ratio, compared with 0.30% for IQQ0.DE.
SEAC.DE tracks MSCI World SRI Low Carbon Select 5% Issuer Capped, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.22% for SEAC.DE and 0.30% for IQQ0.DE.
Find the right allocation for SEAC.DE and IQQ0.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer