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XCS5.DE vs. IQQT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS5.DE vs. IQQT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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, XCS5.DE achieves a -11.32% return, which is significantly lower than IQQT.DE's 70.08% return. Over the past 10 years, XCS5.DE has underperformed IQQT.DE with an annualized return of 6.41%, while IQQT.DE has yielded a comparatively higher 21.81% annualized return.


XCS5.DE

1D
1.17%
1M
-1.71%
YTD
-11.32%
6M
-12.06%
1Y
-14.48%
3Y*
2.32%
5Y*
3.97%
10Y*
6.41%

IQQT.DE

1D
-1.61%
1M
14.31%
YTD
70.08%
6M
75.07%
1Y
111.86%
3Y*
40.38%
5Y*
22.82%
10Y*
21.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS5.DE vs. IQQT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS5.DE
Xtrackers MSCI India Swap UCITS ETF 1C
-11.32%-10.02%16.45%14.97%-2.23%34.65%2.15%9.29%-4.71%20.21%
IQQT.DE
iShares MSCI Taiwan UCITS ETF
70.08%17.20%30.72%24.49%-25.21%38.46%22.44%39.61%-5.81%12.48%

Correlation

The correlation between XCS5.DE and IQQT.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.36

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

0.37

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

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2011

0.52

The correlation between XCS5.DE and IQQT.DE shifts across timeframes, from 0.36 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCS5.DE vs. IQQT.DE — Risk / Return Rank

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

XCS5.DE
XCS5.DE Risk / Return Rank: 22
Overall Rank
XCS5.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XCS5.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
XCS5.DE Omega Ratio Rank: 33
Omega Ratio Rank
XCS5.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
XCS5.DE Martin Ratio Rank: 11
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.

XCS5.DE vs. IQQT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.


XCS5.DEIQQT.DEDifference
Sharpe ratioReturn per unit of total volatility

-5.49

Sortino ratioReturn per unit of downside risk

-6.60

Omega ratioGain probability vs. loss probability

0.87

1.72

-0.86

Calmar ratioReturn relative to maximum drawdown

-0.72

12.46

-13.17

Martin ratioReturn relative to average drawdown

-1.49

35.53

-37.02

XCS5.DE vs. IQQT.DE - Sharpe Ratio Comparison

The current XCS5.DE Sharpe Ratio is -0.88, which is lower than the IQQT.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of XCS5.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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Sharpe Ratios by Period


XCS5.DEIQQT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

4.62

-5.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

1.03

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

1.04

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.48

-0.24

Drawdowns

XCS5.DE vs. IQQT.DE - Drawdown Comparison

The maximum XCS5.DE drawdown since its inception was -41.37%, smaller than the maximum IQQT.DE drawdown of -57.60%. Use the drawdown chart below to compare losses from any high point for XCS5.DE and IQQT.DE.


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Drawdown Indicators


XCS5.DEIQQT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.37%

-57.60%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-20.16%

-8.93%

-11.23%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-31.65%

+2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-32.51%

+3.72%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

-32.51%

-8.86%

Current Drawdown

Current decline from peak

-25.66%

-1.61%

-24.05%

Average Drawdown

Average peak-to-trough decline

-10.00%

-12.71%

+2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

3.14%

+6.59%

Volatility

XCS5.DE vs. IQQT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) is 5.61%, while iShares MSCI Taiwan UCITS ETF (IQQT.DE) has a volatility of 10.13%. This indicates that XCS5.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


XCS5.DEIQQT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

10.13%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

19.53%

-5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

24.10%

-7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

21.89%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.39%

20.80%

-0.41%

XCS5.DE vs. IQQT.DE - Expense Ratio Comparison

XCS5.DE has a 0.75% expense ratio, which is higher than IQQT.DE's 0.74% expense ratio.


Dividends

XCS5.DE vs. IQQT.DE - Dividend Comparison

XCS5.DE has not paid dividends to shareholders, while IQQT.DE's dividend yield for the trailing twelve months is around 0.89%.


PositionTTM20252024202320222021202020192018201720162015
IQQT.DE
iShares MSCI Taiwan UCITS ETF
0.89%1.51%1.36%2.17%3.61%1.31%1.80%2.17%2.76%2.74%2.91%3.26%
XCS5.DE
Xtrackers MSCI India Swap UCITS ETF 1C
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


XCS5.DE and IQQT.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IQQT.DE is cheaper at 0.74% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQT.DE is cheaper with a 0.74% expense ratio, compared with 0.75% for XCS5.DE.

XCS5.DE tracks MSCI India, while IQQT.DE tracks MSCI Taiwan 20/35. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.75% for XCS5.DE and 0.74% for IQQT.DE.

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