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SPYJ.DE vs. IQQ4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYJ.DE vs. IQQ4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares Asia Property Yield UCITS ETF (IQQ4.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, SPYJ.DE achieves a 8.14% return, which is significantly higher than IQQ4.DE's -5.43% return. Over the past 10 years, SPYJ.DE has outperformed IQQ4.DE with an annualized return of 3.00%, while IQQ4.DE has yielded a comparatively lower 1.47% annualized return.


SPYJ.DE

1D
0.05%
1M
-0.54%
YTD
8.14%
6M
7.27%
1Y
10.19%
3Y*
5.92%
5Y*
2.31%
10Y*
3.00%

IQQ4.DE

1D
-0.01%
1M
-6.27%
YTD
-5.43%
6M
-4.59%
1Y
4.47%
3Y*
0.64%
5Y*
-1.23%
10Y*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. IQQ4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
8.14%-2.34%4.88%7.77%-20.64%41.31%-18.77%23.49%-0.95%-3.79%
IQQ4.DE
iShares Asia Property Yield UCITS ETF
-5.43%15.95%-4.23%-5.70%-6.92%13.08%-16.71%18.57%3.15%3.88%

Correlation

The correlation between SPYJ.DE and IQQ4.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.54

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

0.56

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.60

The correlation between SPYJ.DE and IQQ4.DE shifts across timeframes, from 0.50 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYJ.DE vs. IQQ4.DE — Risk / Return Rank

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

SPYJ.DE
SPYJ.DE Risk / Return Rank: 2727
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 3131
Martin Ratio Rank

IQQ4.DE
IQQ4.DE Risk / Return Rank: 1515
Overall Rank
IQQ4.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IQQ4.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IQQ4.DE Omega Ratio Rank: 1414
Omega Ratio Rank
IQQ4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IQQ4.DE Martin Ratio Rank: 1414
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.

SPYJ.DE vs. IQQ4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) 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.


SPYJ.DEIQQ4.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.50

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.16

1.08

+0.09

Calmar ratioReturn relative to maximum drawdown

1.46

0.36

+1.10

Martin ratioReturn relative to average drawdown

4.40

1.10

+3.30

SPYJ.DE vs. IQQ4.DE - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.90, which is higher than the IQQ4.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SPYJ.DE and IQQ4.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


SPYJ.DEIQQ4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.40

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.10

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.10

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.06

+0.26

Drawdowns

SPYJ.DE vs. IQQ4.DE - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum IQQ4.DE drawdown of -66.50%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and IQQ4.DE.


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Drawdown Indicators


SPYJ.DEIQQ4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-66.50%

+23.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-12.27%

+5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-12.74%

-7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-22.58%

-8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-38.41%

-4.51%

Current Drawdown

Current decline from peak

-7.72%

-16.46%

+8.74%

Average Drawdown

Average peak-to-trough decline

-11.10%

-20.21%

+9.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

4.06%

-1.75%

Volatility

SPYJ.DE vs. IQQ4.DE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) has a higher volatility of 3.15% compared to iShares Asia Property Yield UCITS ETF (IQQ4.DE) at 2.96%. This indicates that SPYJ.DE's price experiences larger fluctuations and is considered to be riskier 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


SPYJ.DEIQQ4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

2.96%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

8.48%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.27%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

11.94%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

14.73%

+2.23%

SPYJ.DE vs. IQQ4.DE - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is lower than IQQ4.DE's 0.59% expense ratio.


Dividends

SPYJ.DE vs. IQQ4.DE - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, less than IQQ4.DE's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQ4.DE
iShares Asia Property Yield UCITS ETF
3.74%3.52%4.07%3.83%3.77%2.92%3.50%2.93%3.32%3.19%2.92%3.48%
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.57%2.80%2.70%2.67%2.91%1.76%2.70%3.16%4.36%4.02%2.53%2.10%

Frequently Asked Questions


SPYJ.DE and IQQ4.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYJ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYJ.DE is cheaper with a 0.40% expense ratio, compared with 0.59% for IQQ4.DE.

SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while IQQ4.DE tracks FTSE EPRA/NAREIT Developed Asia Dividend+. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYJ.DE and 0.59% for IQQ4.DE.

Portfolio Optimizer

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