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SPYA.DE vs. IQQT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYA.DE vs. IQQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPYA.DE achieves a 32.76% return, which is significantly lower than IQQT.DE's 70.08% return. Over the past 10 years, SPYA.DE has underperformed IQQT.DE with an annualized return of 10.77%, while IQQT.DE has yielded a comparatively higher 21.81% annualized return.


SPYA.DE

1D
-1.79%
1M
7.19%
YTD
32.76%
6M
34.22%
1Y
53.92%
3Y*
22.22%
5Y*
8.39%
10Y*
10.77%

IQQT.DE

1D
-1.61%
1M
14.31%
YTD
70.08%
6M
75.07%
1Y
111.86%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYA.DE vs. IQQT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYA.DE
SPDR MSCI EM Asia UCITS ETF
32.76%17.77%17.39%3.14%-16.02%1.17%15.21%21.30%-11.35%25.30%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-25.21%38.46%22.44%39.61%-5.81%12.48%

Correlation

The correlation between SPYA.DE and IQQT.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since May 23, 2011

0.73

The correlation between SPYA.DE and IQQT.DE shifts across timeframes, from 0.73 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SPYA.DE vs. IQQT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYA.DE
SPYA.DE Risk / Return Rank: 8585
Overall Rank
SPYA.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SPYA.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SPYA.DE Omega Ratio Rank: 8383
Omega Ratio Rank
SPYA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SPYA.DE Martin Ratio Rank: 8484
Martin Ratio Rank

IQQT.DE
IQQT.DE Risk / Return Rank: 9696
Overall Rank
IQQT.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IQQT.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
IQQT.DE Omega Ratio Rank: 9595
Omega Ratio Rank
IQQT.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IQQT.DE Martin Ratio Rank: 9696
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.

SPYA.DE vs. IQQT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) and iShares MSCI Taiwan UCITS ETF (IQQT.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.


SPYA.DEIQQT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-1.75

Omega ratioGain probability vs. loss probability

1.49

1.72

-0.23

Calmar ratioReturn relative to maximum drawdown

4.82

12.46

-7.63

Martin ratioReturn relative to average drawdown

16.86

35.53

-18.67

SPYA.DE vs. IQQT.DE - Sharpe Ratio Comparison

The current SPYA.DE Sharpe Ratio is 2.80, which is lower than the IQQT.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of SPYA.DE and IQQT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYA.DEIQQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

4.62

-1.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.03

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

1.04

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.48

-0.03

Drawdowns

SPYA.DE vs. IQQT.DE - Drawdown Comparison

The maximum SPYA.DE drawdown since its inception was -35.34%, smaller than the maximum IQQT.DE drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for SPYA.DE and IQQT.DE.


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Drawdown Indicators


SPYA.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.34%

-57.60%

+22.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-8.93%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.39%

-31.65%

+10.26%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

-32.51%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

-32.51%

-1.34%

Current Drawdown

Current decline from peak

-2.98%

-1.61%

-1.37%

Average Drawdown

Average peak-to-trough decline

-10.94%

-12.71%

+1.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.14%

+0.05%

Volatility

SPYA.DE vs. IQQT.DE - Volatility Comparison

The current volatility for SPDR MSCI EM Asia UCITS ETF (SPYA.DE) is 8.10%, while iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a volatility of 10.13%. This indicates that SPYA.DE experiences smaller price fluctuations and is considered to be less risky than IQQT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYA.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

10.13%

-2.03%

Volatility (6M)

Calculated over the trailing 6-month period

16.09%

19.53%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.17%

24.10%

-4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

21.89%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

20.80%

-1.61%

SPYA.DE vs. IQQT.DE - Expense Ratio Comparison

SPYA.DE has a 0.55% expense ratio, which is lower than IQQT.DE's 0.74% expense ratio.


Dividends

SPYA.DE vs. IQQT.DE - Dividend Comparison

SPYA.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%
SPYA.DE
SPDR MSCI EM Asia 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


SPYA.DE and IQQT.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYA.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYA.DE is cheaper with a 0.55% expense ratio, compared with 0.74% for IQQT.DE.

SPYA.DE tracks MSCI Emerging Markets Asia, while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for SPYA.DE and 0.74% for IQQT.DE.

Portfolio Optimizer

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