PortfoliosLab logoPortfoliosLab logo
TDVX.DE vs. IQQD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDVX.DE vs. IQQD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


TDVX.DE

1D
0.32%
1M
-0.44%
YTD
6M
1Y
3Y*
5Y*
10Y*

IQQD.DE

1D
0.37%
1M
0.05%
YTD
8.22%
6M
11.21%
1Y
20.12%
3Y*
17.80%
5Y*
10.79%
10Y*
5.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDVX.DE vs. IQQD.DE - Yearly Performance Comparison


Correlation

The correlation between TDVX.DE and IQQD.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 23, 2026

0.76

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

TDVX.DE vs. IQQD.DE — Risk / Return Rank

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

TDVX.DE

IQQD.DE
IQQD.DE Risk / Return Rank: 4747
Overall Rank
IQQD.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IQQD.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
IQQD.DE Omega Ratio Rank: 4949
Omega Ratio Rank
IQQD.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
IQQD.DE Martin Ratio Rank: 4848
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.

TDVX.DE vs. IQQD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TDVX.DE vs. IQQD.DE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TDVX.DEIQQD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.12

+0.75

Drawdowns

TDVX.DE vs. IQQD.DE - Drawdown Comparison

The maximum TDVX.DE drawdown since its inception was -2.51%, smaller than the maximum IQQD.DE drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for TDVX.DE and IQQD.DE.


Loading charts...

Drawdown Indicators


TDVX.DEIQQD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-2.51%

-72.74%

+70.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

Max Drawdown (10Y)

Largest decline over 10 years

-49.99%

Current Drawdown

Current decline from peak

-1.99%

-3.21%

+1.22%

Average Drawdown

Average peak-to-trough decline

-0.88%

-26.97%

+26.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

Volatility

TDVX.DE vs. IQQD.DE - Volatility Comparison


Loading charts...

Volatility by Period


TDVX.DEIQQD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

12.48%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

15.17%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

19.46%

-8.14%

TDVX.DE vs. IQQD.DE - Expense Ratio Comparison

TDVX.DE has a 0.38% expense ratio, which is lower than IQQD.DE's 0.40% expense ratio.


Dividends

TDVX.DE vs. IQQD.DE - Dividend Comparison

TDVX.DE has not paid dividends to shareholders, while IQQD.DE's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM20252024202320222021202020192018201720162015
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
3.92%4.23%4.83%4.64%5.67%4.74%3.63%4.83%6.22%4.60%4.15%4.17%
TDVX.DE
VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc
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


TDVX.DE and IQQD.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDVX.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDVX.DE is cheaper with a 0.38% expense ratio, compared with 0.40% for IQQD.DE.

TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index, while IQQD.DE tracks FTSE UK Dividend+ Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.38% for TDVX.DE and 0.40% for IQQD.DE.

Portfolio Optimizer

Find the right allocation for TDVX.DE and IQQD.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