XDRE.DE vs. IQQ7.DE

Last updated Jun 5, 2026

XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and IQQ7.DE (iShares US Property Yield UCITS ETF) are both REIT funds - XDRE.DE tracks the Dow Jones Developed Green Real Estate Index while IQQ7.DE tracks the FTSE EPRA/NAREIT United States Dividend+. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 12.16% for IQQ7.DE. Their correlation of 0.94 suggests significant overlap in exposure. XDRE.DE charges 0.18%/yr vs 0.40%/yr for IQQ7.DE.

Performance

XDRE.DE vs. IQQ7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and iShares US Property Yield UCITS ETF (IQQ7.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly lower than IQQ7.DE's 14.24% return.

XDRE.DE

• 1D: 0.41%
• 1M: 0.53%
• YTD: 7.27%
• 6M: 6.71%
• 1Y: 9.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IQQ7.DE

• 1D: -0.04%
• 1M: -0.03%
• YTD: 14.24%
• 6M: 13.41%
• 1Y: 12.16%
• 3Y*: 7.46%
• 5Y*: 4.46%
• 10Y*: 4.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDRE.DE vs. IQQ7.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C	7.27%	-2.46%	-3.63%
IQQ7.DE iShares US Property Yield UCITS ETF	14.24%	-9.38%	-4.52%

Correlation

The correlation between XDRE.DE and IQQ7.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024	0.94

The correlation between XDRE.DE and IQQ7.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

XDRE.DE vs. IQQ7.DE — Risk / Return Rank

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

XDRE.DE

XDRE.DE Risk / Return Rank: 26
XDRE.DE Sharpe Ratio Rank: 25
XDRE.DE Sortino Ratio Rank: 24
XDRE.DE Omega Ratio Rank: 24
XDRE.DE Calmar Ratio Rank: 30
XDRE.DE Martin Ratio Rank: 30

IQQ7.DE

IQQ7.DE Risk / Return Rank: 30
IQQ7.DE Sharpe Ratio Rank: 27
IQQ7.DE Sortino Ratio Rank: 26
IQQ7.DE Omega Ratio Rank: 26
IQQ7.DE Calmar Ratio Rank: 40
IQQ7.DE Martin Ratio Rank: 29

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.

XDRE.DE vs. IQQ7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and iShares US Property Yield UCITS ETF (IQQ7.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.

	XDRE.DE	IQQ7.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.86	0.94	-0.09
Sortino ratio: Return per unit of downside risk	1.25	1.37	-0.11
Omega ratio: Gain probability vs. loss probability	1.15	1.17	-0.02
Calmar ratio: Return relative to maximum drawdown	1.41	1.96	-0.56
Martin ratio: Return relative to average drawdown	4.22	4.13	+0.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDRE.DE vs. IQQ7.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 0.86, which is comparable to the IQQ7.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XDRE.DE and IQQ7.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.

Sharpe Ratios by Period

	XDRE.DE	IQQ7.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.86	0.94	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.22	-0.18

Drawdowns

XDRE.DE vs. IQQ7.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum IQQ7.DE drawdown of -68.97%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and IQQ7.DE.

Drawdown Indicators

	XDRE.DE	IQQ7.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.91%	-68.97%	+48.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.79%	-6.13%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	—	-24.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.10%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.21%	—
Current Drawdown Current decline from peak	-2.81%	-5.01%	+2.20%
Average Drawdown Average peak-to-trough decline	-8.22%	-14.82%	+6.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.92%	-0.65%

Volatility

XDRE.DE vs. IQQ7.DE - Volatility Comparison

The current volatility for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) is 2.92%, while iShares US Property Yield UCITS ETF (IQQ7.DE) has a volatility of 3.27%. This indicates that XDRE.DE experiences smaller price fluctuations and is considered to be less risky than IQQ7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDRE.DE	IQQ7.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	3.27%	-0.35%
Volatility (6M) Calculated over the trailing 6-month period	8.43%	8.99%	-0.56%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	12.78%	-1.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	17.35%	-3.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.01%	20.09%	-6.08%

XDRE.DE vs. IQQ7.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% expense ratio, which is lower than IQQ7.DE's 0.40% expense ratio.

Dividends

XDRE.DE vs. IQQ7.DE - Dividend Comparison

XDRE.DE has not paid dividends to shareholders, while IQQ7.DE's dividend yield for the trailing twelve months is around 2.98%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQ7.DE iShares US Property Yield UCITS ETF	2.98%	3.36%	2.99%	3.21%	3.87%	2.04%	3.54%	3.11%	4.53%	3.38%	3.34%	2.94%
XDRE.DE Xtrackers Developed Green Real Estate ESG 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

Can I hold both XDRE.DE and IQQ7.DE in my portfolio?

With a correlation of 0.93, XDRE.DE and IQQ7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, XDRE.DE or IQQ7.DE?

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDRE.DE or IQQ7.DE?

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for IQQ7.DE.

What is the main difference between XDRE.DE and IQQ7.DE?

XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while IQQ7.DE tracks FTSE EPRA/NAREIT United States Dividend+. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.18% for XDRE.DE and 0.40% for IQQ7.DE.