XDEQ.DE vs. IQQ0.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - XDEQ.DE tracks the MSCI ACWI NR USD while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 6.81%/yr for IQQ0.DE. A 0.70 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.30%/yr for IQQ0.DE.
Performance
XDEQ.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly higher than IQQ0.DE's 1.59% return. Over the past 10 years, XDEQ.DE has outperformed IQQ0.DE with an annualized return of 12.38%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized return.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
XDEQ.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
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% | 2.03% | 3.11% |
Correlation
The correlation between XDEQ.DE and IQQ0.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.70 |
Over the past year, the correlation between XDEQ.DE and IQQ0.DE has dropped to 0.45 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
XDEQ.DE vs. IQQ0.DE — Risk / Return Rank
XDEQ.DE
IQQ0.DE
XDEQ.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDEQ.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | -0.05 | +3.09 |
| Martin ratioReturn relative to average drawdown | 12.17 | -0.12 | +12.29 |
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
| XDEQ.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | -0.04 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.60 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.58 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.76 | +0.04 |
Drawdowns
XDEQ.DE vs. IQQ0.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, 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 XDEQ.DE and IQQ0.DE.
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Drawdown Indicators
| XDEQ.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -28.65% | -3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -5.22% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -12.82% | -7.77% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -12.82% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -28.65% | -3.51% |
Current DrawdownCurrent decline from peak | 0.00% | -6.65% | +6.65% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -4.54% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.44% | -0.88% |
Volatility
XDEQ.DE vs. IQQ0.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.53%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDEQ.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 2.53% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 5.36% | +1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 7.78% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 10.08% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 11.62% | +3.73% |
XDEQ.DE vs. IQQ0.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Dividends
XDEQ.DE vs. IQQ0.DE - Dividend Comparison
Neither XDEQ.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and IQQ0.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IQQ0.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEQ.DE and 0.30% for IQQ0.DE.
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