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

Performance

XBAS.DE vs. IQQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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, XBAS.DE achieves a 11.06% return, which is significantly lower than IQQT.DE's 76.00% return. Over the past 10 years, XBAS.DE has underperformed IQQT.DE with an annualized return of 7.93%, while IQQT.DE has yielded a comparatively higher 21.75% annualized return.


XBAS.DE

1D
-0.45%
1M
3.76%
6M
11.62%
YTD
11.06%
1Y
24.16%
3Y*
20.28%
5Y*
11.03%
10Y*
7.93%

IQQT.DE

1D
1.72%
1M
1.81%
6M
72.60%
YTD
76.00%
1Y
102.60%
3Y*
41.62%
5Y*
22.79%
10Y*
21.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (Acc)
11.06%15.70%34.37%0.79%-4.51%12.71%-13.87%19.13%-5.74%17.31%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
76.00%17.20%30.72%24.49%-25.21%38.46%22.43%39.64%-5.82%12.48%

Correlation

The correlation between XBAS.DE and IQQT.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

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

0.45

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

0.51

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.55

The correlation between XBAS.DE and IQQT.DE shifts across timeframes, from 0.40 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XBAS.DE
XBAS.DE Risk / Return Rank: 6868
Overall Rank
XBAS.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XBAS.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
XBAS.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XBAS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XBAS.DE Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-2.15

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.32

1.60

-0.28

Calmar ratioReturn relative to maximum drawdown

3.37

11.43

-8.06

Martin ratioReturn relative to average drawdown

8.42

29.91

-21.48

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

The current XBAS.DE Sharpe Ratio is 1.75, which is lower than the IQQT.DE Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of XBAS.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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Drawdowns

XBAS.DE vs. IQQT.DE - Drawdown Comparison

The maximum XBAS.DE drawdown since its inception was -36.43%, smaller than the maximum IQQT.DE drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for XBAS.DE and IQQT.DE.


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Drawdown Indicators


XBAS.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.43%

-55.48%

+19.05%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-8.93%

+1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-20.54%

-31.65%

+11.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-32.51%

+11.97%

Max Drawdown (10Y)

Largest decline over 10 years

-36.43%

-32.51%

-3.92%

Current Drawdown

Current decline from peak

-0.45%

-3.84%

+3.39%

Average Drawdown

Average peak-to-trough decline

-10.46%

-11.22%

+0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.42%

-0.56%

Volatility

XBAS.DE vs. IQQT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Singapore UCITS ETF (Acc) (XBAS.DE) is 3.95%, while iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a volatility of 11.18%. This indicates that XBAS.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


XBAS.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

11.18%

-7.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

21.87%

-11.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

26.15%

-12.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.73%

22.37%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

21.04%

-4.49%

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

XBAS.DE has a 0.50% expense ratio, which is lower than IQQT.DE's 0.74% expense ratio.


Dividends

XBAS.DE vs. IQQT.DE - Dividend Comparison

XBAS.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.86%.


PositionTTM20252024202320222021202020192018201720162015
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.86%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%
XBAS.DE
Xtrackers MSCI Singapore UCITS ETF (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


XBAS.DE and IQQT.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBAS.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAS.DE is cheaper with a 0.50% expense ratio, compared with 0.74% for IQQT.DE.

XBAS.DE is categorized as Asia Pacific Equities, while IQQT.DE is Taiwan Equities. XBAS.DE tracks MSCI Singapore Investable Market Index, while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.50% for XBAS.DE and 0.74% for IQQT.DE.

Portfolio Optimizer

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