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XZW0.DE vs. IQQI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZW0.DE vs. IQQI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and iShares Global Infrastructure UCITS ETF (IQQI.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, XZW0.DE achieves a 8.25% return, which is significantly lower than IQQI.DE's 15.39% return.


XZW0.DE

1D
0.19%
1M
0.36%
6M
8.77%
YTD
8.25%
1Y
17.97%
3Y*
16.22%
5Y*
11.23%
10Y*
ALL TIME*
10.78%

IQQI.DE

1D
-1.08%
1M
3.06%
6M
13.81%
YTD
15.39%
1Y
18.24%
3Y*
10.25%
5Y*
7.36%
10Y*
6.58%
ALL TIME*
5.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZW0.DE vs. IQQI.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
8.25%6.64%27.16%22.75%-16.65%37.46%5.68%33.09%-19.91%
IQQI.DE
iShares Global Infrastructure UCITS ETF
15.39%0.56%14.53%-3.18%-0.38%26.94%-10.82%27.73%7.83%

Correlation

The correlation between XZW0.DE and IQQI.DE is 0.02, 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

0.02

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

0.25

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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2018

0.53

Over the past year, the correlation between XZW0.DE and IQQI.DE has dropped to 0.02 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

XZW0.DE vs. IQQI.DE — Risk / Return Rank

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

XZW0.DE
XZW0.DE Risk / Return Rank: 5252
Overall Rank
XZW0.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 5151
Martin Ratio Rank

IQQI.DE
IQQI.DE Risk / Return Rank: 7373
Overall Rank
IQQI.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IQQI.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IQQI.DE Omega Ratio Rank: 6464
Omega Ratio Rank
IQQI.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IQQI.DE Martin Ratio Rank: 7171
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.

XZW0.DE vs. IQQI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) 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.

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.


XZW0.DEIQQI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.26

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

1.73

3.78

-2.05

Martin ratioReturn relative to average drawdown

6.39

9.42

-3.04

XZW0.DE vs. IQQI.DE - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 1.44, which is comparable to the IQQI.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of XZW0.DE 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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Drawdowns

XZW0.DE vs. IQQI.DE - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.24%, smaller than the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and IQQI.DE.


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Drawdown Indicators


XZW0.DEIQQI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.24%

-42.24%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-4.81%

-5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-22.36%

-14.75%

-7.61%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-24.82%

+2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-34.16%

Current Drawdown

Current decline from peak

-1.11%

-1.56%

+0.45%

Average Drawdown

Average peak-to-trough decline

-6.52%

-11.07%

+4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.93%

+0.88%

Volatility

XZW0.DE vs. IQQI.DE - Volatility Comparison

Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 3.25% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 2.90%. This indicates that XZW0.DE'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


XZW0.DEIQQI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.90%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

8.66%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

10.82%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

12.75%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

14.25%

+4.77%

XZW0.DE vs. IQQI.DE - Expense Ratio Comparison

XZW0.DE has a 0.20% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.


Dividends

XZW0.DE vs. IQQI.DE - Dividend Comparison

XZW0.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.00%.


PositionTTM20252024202320222021202020192018201720162015
IQQI.DE
iShares Global Infrastructure UCITS ETF
2.00%2.30%2.29%2.42%2.13%1.85%2.25%2.05%2.30%2.76%2.63%3.15%
XZW0.DE
Xtrackers MSCI World 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


XZW0.DE and IQQI.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for IQQI.DE.

XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while IQQI.DE tracks FTSE Global Core Infrastructure Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZW0.DE and 0.65% for IQQI.DE.

Portfolio Optimizer

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