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SPYJ.DE vs. IQQ7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPYJ.DE vs. IQQ7.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 US Property Yield UCITS ETF (IQQ7.DE). The values are adjusted to include any dividend payments, if applicable.

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SPYJ.DE vs. IQQ7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
3.04%-2.34%4.88%7.77%-20.64%41.31%-18.77%23.49%-0.95%-3.79%
IQQ7.DE
iShares US Property Yield UCITS ETF
5.68%-9.38%10.73%9.18%-19.53%54.15%-19.20%24.58%-0.68%-8.23%

Returns By Period

In the year-to-date period, SPYJ.DE achieves a 3.04% return, which is significantly lower than IQQ7.DE's 5.68% return. Over the past 10 years, SPYJ.DE has underperformed IQQ7.DE with an annualized return of 2.57%, while IQQ7.DE has yielded a comparatively higher 3.62% annualized return.


SPYJ.DE

1D
0.82%
1M
-5.71%
YTD
3.04%
6M
3.02%
1Y
1.03%
3Y*
4.87%
5Y*
2.56%
10Y*
2.57%

IQQ7.DE

1D
0.12%
1M
-4.67%
YTD
5.68%
6M
2.71%
1Y
-2.62%
3Y*
5.41%
5Y*
4.19%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPYJ.DE vs. IQQ7.DE - Expense Ratio Comparison

Both SPYJ.DE and IQQ7.DE have an expense ratio of 0.40%.


Return for Risk

SPYJ.DE vs. IQQ7.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: 1313
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 1212
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IQQ7.DE
IQQ7.DE Risk / Return Rank: 88
Overall Rank
IQQ7.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ7.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ7.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ7.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
IQQ7.DE Martin Ratio Rank: 77
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. IQQ7.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 US Property Yield UCITS ETF (IQQ7.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.DEIQQ7.DEDifference

Sharpe ratio

Return per unit of total volatility

0.07

-0.15

+0.22

Sortino ratio

Return per unit of downside risk

0.19

-0.09

+0.27

Omega ratio

Gain probability vs. loss probability

1.03

0.99

+0.04

Calmar ratio

Return relative to maximum drawdown

0.12

-0.21

+0.33

Martin ratio

Return relative to average drawdown

0.45

-0.64

+1.08

SPYJ.DE vs. IQQ7.DE - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.07, which is higher than the IQQ7.DE Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SPYJ.DE and IQQ7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPYJ.DEIQQ7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

-0.15

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.24

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.18

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.20

+0.10

Correlation

The correlation between SPYJ.DE and IQQ7.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SPYJ.DE vs. IQQ7.DE - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.70%, less than IQQ7.DE's 3.17% yield.


TTM20252024202320222021202020192018201720162015
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.70%2.80%2.70%2.67%2.91%1.76%2.70%3.16%4.36%4.02%2.53%2.10%
IQQ7.DE
iShares US Property Yield UCITS ETF
3.17%3.36%2.99%3.21%3.87%2.04%3.54%3.11%4.53%3.38%3.34%2.94%

Drawdowns

SPYJ.DE vs. IQQ7.DE - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum IQQ7.DE drawdown of -68.97%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and IQQ7.DE.


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Drawdown Indicators


SPYJ.DEIQQ7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-68.97%

+26.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-15.69%

+2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-31.10%

+0.39%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-45.21%

+2.29%

Current Drawdown

Current decline from peak

-12.07%

-12.12%

+0.05%

Average Drawdown

Average peak-to-trough decline

-11.15%

-14.90%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.93%

-1.01%

Volatility

SPYJ.DE vs. IQQ7.DE - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares US Property Yield UCITS ETF (IQQ7.DE) have volatilities of 4.22% and 4.25%, 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


SPYJ.DEIQQ7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

4.25%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

8.96%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

17.20%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

17.39%

-2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

20.12%

-3.15%