TSWE.DE vs. IQQ0.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, TSWE.DE returned 11.66%/yr vs 6.14%/yr for IQQ0.DE. A 0.68 correlation means they provide meaningful diversification when combined. TSWE.DE charges 0.20%/yr vs 0.30%/yr for IQQ0.DE.
Performance
TSWE.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly higher than IQQ0.DE's 1.59% return.
TSWE.DE
- 1D
- -0.01%
- 1M
- 6.60%
- YTD
- 13.30%
- 6M
- 15.30%
- 1Y
- 25.79%
- 3Y*
- 17.12%
- 5Y*
- 11.66%
- 10Y*
- —
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.50%
- YTD
- 1.59%
- 6M
- 1.72%
- 1Y
- -0.28%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
TSWE.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 13.30% | 13.87% | 16.42% | 16.27% | -13.06% | 29.28% | 5.03% | 28.44% | -5.05% |
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% | -4.88% |
Correlation
The correlation between TSWE.DE and IQQ0.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
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 Dec 12, 2018 | 0.68 |
Over the past year, the correlation between TSWE.DE and IQQ0.DE has dropped to 0.34 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
TSWE.DE vs. IQQ0.DE — Risk / Return Rank
TSWE.DE
IQQ0.DE
TSWE.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.
| TSWE.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.02 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.00 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | -0.05 | +3.25 |
| Martin ratioReturn relative to average drawdown | 12.60 | -0.12 | +12.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSWE.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | -0.04 | +2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.60 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.76 | +0.06 |
Drawdowns
TSWE.DE vs. IQQ0.DE - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -33.61%, 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 TSWE.DE and IQQ0.DE.
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Drawdown Indicators
| TSWE.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -28.65% | -4.96% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -5.22% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -12.82% | -6.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -12.82% | -6.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.65% | — |
Current DrawdownCurrent decline from peak | -0.11% | -6.65% | +6.54% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -4.54% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.44% | -0.40% |
Volatility
TSWE.DE vs. IQQ0.DE - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a higher volatility of 3.04% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that TSWE.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.
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Volatility by Period
| TSWE.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 2.53% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 5.36% | +4.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 7.78% | +5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 10.08% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 11.62% | +4.27% |
TSWE.DE vs. IQQ0.DE - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
TSWE.DE vs. IQQ0.DE - Dividend Comparison
TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, while IQQ0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
TSWE.DE and IQQ0.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQQ0.DE.
TSWE.DE tracks Solactive Sustainable World Equity, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.20% for TSWE.DE and 0.30% for IQQ0.DE.
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