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XDAX.L vs. IQQI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDAX.L vs. IQQI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Global Infrastructure UCITS ETF (IQQI.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDAX.L is traded in GBp, while IQQI.DE is traded in EUR. To make them comparable, the IQQI.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDAX.L achieves a 0.31% return, which is significantly lower than IQQI.DE's 9.49% return.


XDAX.L

1D
0.66%
1M
2.21%
YTD
0.31%
6M
2.98%
1Y
5.08%
3Y*
15.60%
5Y*
9.31%
10Y*

IQQI.DE

1D
-1.25%
1M
-1.87%
YTD
9.49%
6M
7.98%
1Y
15.35%
3Y*
8.62%
5Y*
6.91%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDAX.L vs. IQQI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDAX.L
Xtrackers DAX UCITS ETF 1C
0.31%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%3.27%
IQQI.DE
iShares Global Infrastructure UCITS ETF
9.49%5.77%9.51%-5.10%5.08%18.01%-5.80%21.11%3.64%1.81%

Correlation

The correlation between XDAX.L and IQQI.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.19

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 22, 2017

0.40

Over the past year, the correlation between XDAX.L and IQQI.DE has dropped to 0.06 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

XDAX.L vs. IQQI.DE — Risk / Return Rank

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

XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1414
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 3838
Overall Rank
IQQI.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 3939
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.

XDAX.L vs. IQQI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) and iShares Global Infrastructure UCITS ETF (IQQI.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.


XDAX.LIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.07

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.39

2.74

-2.34

Martin ratioReturn relative to average drawdown

1.27

7.04

-5.77

XDAX.L vs. IQQI.DE - Sharpe Ratio Comparison

The current XDAX.L Sharpe Ratio is 0.33, which is lower than the IQQI.DE Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of XDAX.L and IQQI.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


XDAX.LIQQI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.44

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.54

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.39

0.00

Drawdowns

XDAX.L vs. IQQI.DE - Drawdown Comparison

The maximum XDAX.L drawdown since its inception was -37.09%, roughly equal to the maximum IQQI.DE drawdown of -36.47%. Use the drawdown chart below to compare losses from any high point for XDAX.L and IQQI.DE.


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Drawdown Indicators


XDAX.LIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.09%

-36.47%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-5.58%

-7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-12.46%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-23.19%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-26.79%

Current Drawdown

Current decline from peak

-3.19%

-3.72%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.71%

-7.17%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.18%

+1.83%

Volatility

XDAX.L vs. IQQI.DE - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (XDAX.L) has a higher volatility of 4.71% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 4.02%. This indicates that XDAX.L's price experiences larger fluctuations and is considered to be riskier than IQQI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDAX.LIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.02%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

9.08%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.15%

10.63%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

12.56%

+4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

14.34%

+4.42%

XDAX.L vs. IQQI.DE - Expense Ratio Comparison

XDAX.L has a 0.09% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.


Dividends

XDAX.L vs. IQQI.DE - Dividend Comparison

XDAX.L has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.09%.


PositionTTM20252024202320222021202020192018201720162015
IQQI.DE
iShares Global Infrastructure UCITS ETF
2.09%2.30%2.28%2.42%2.14%1.85%2.25%2.05%2.30%2.76%2.64%3.14%
XDAX.L
Xtrackers DAX 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


XDAX.L and IQQI.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDAX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDAX.L is cheaper with a 0.09% expense ratio, compared with 0.65% for IQQI.DE.

XDAX.L is categorized as Europe Equities, while IQQI.DE is Global Equities. XDAX.L tracks FSE DAX TR EUR, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDAX.L and 0.65% for IQQI.DE.

Portfolio Optimizer

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