iShares US Property Yield (IQQ7.DE): Historical Returns

Simulation Settings
Category: Stocks
Period: August 1953 - October 2024 (~71 years)
Consolidated Returns as of 31 October 2024
Currency: EUR
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1.00€
Initial Capital
November 1994
14.61€
Final Capital
October 2024
9.35%
Yearly Return
20.33
Std Deviation
-70.93%
Max Drawdown
66months
Recovery Period
1.00€
Initial Capital
August 1953
296.74€
Final Capital
October 2024
8.32%
Yearly Return
17.81
Std Deviation
-70.93%
Max Drawdown
66months
Recovery Period

The iShares US Property Yield (IQQ7.DE) ETF covers to the following investment themes:

  • Asset Class: Real Estate
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Real Estate
  • Industry: Broad Real Estate

As of October 2024, in the previous 30 Years, the iShares US Property Yield (IQQ7.DE) ETF obtained a 9.35% compound annual return, with a 20.33% standard deviation. It suffered a maximum drawdown of -70.93% that required 66 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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The iShares US Property Yield (IQQ7.DE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IQQ7.DE Weight▾ Currency
Talmud Portfolio To EUR Roger Gibson 33.33% EUR
Talmud Portfolio To EUR Bond Hedged Roger Gibson 33.33% EUR
Ivy Portfolio To EUR Mebane Faber 20.00% EUR
Yale Endowment To EUR David Swensen 20.00% EUR
Weird Portfolio To EUR Value Stock Geek 20.00% EUR
Ivy Portfolio To EUR Bond Hedged Mebane Faber 20.00% EUR
Yale Endowment To EUR Bond Hedged David Swensen 20.00% EUR
Weird Portfolio To EUR Bond Hedged Value Stock Geek 20.00% EUR
Pinwheel To EUR Tyler 15.00% EUR
Pinwheel To EUR Bond Hedged Tyler 15.00% EUR
Coffeehouse To EUR Bill Schultheis 10.00% EUR
Coffeehouse To EUR Bond Hedged Bill Schultheis 10.00% EUR
7Twelve Portfolio To EUR Craig Israelsen 8.34% EUR
7Twelve Portfolio To EUR Bond Hedged Craig Israelsen 8.34% EUR
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Investment Returns as of Oct 31, 2024

The iShares US Property Yield (IQQ7.DE) ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Euro Inflation rates.
ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
1 August 1953 - 31 October 2024 (~71 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Oct 31, 2024
  1 Day Time ET(*) Nov 2024 YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~71Y)
Investment Return n.a. n.a. 14.28 1.71 19.21 34.81 3.50 6.55 9.35 8.32
Euro Inflation Adjusted Return 11.97 1.71 18.68 32.60 -0.22 4.09 7.16 5.50
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Sep 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 1.66% , 5Y: 3.73% , 10Y: 2.36% , 30Y: 2.04%
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Capital Growth as of Oct 31, 2024

An investment of 1€, from November 1994 to October 2024, would be worth 14.61€, with a total return of 1361.29% (9.35% annualized).

The Inflation Adjusted Capital would be 7.96€, with a net total return of 696.33% (7.16% annualized).

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An investment of 1€, from August 1953 to October 2024, would be worth 296.74€, with a total return of 29574.45% (8.32% annualized).

The Inflation Adjusted Capital would be 45.47€, with a net total return of 4446.91% (5.50% annualized).

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Investment Metrics as of Oct 31, 2024

Metrics of iShares US Property Yield (IQQ7.DE) ETF, updated as of 31 October 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Euro Inflation rates.
ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
Advanced Metrics
1 August 1953 - 31 October 2024 (~71 years)
Swipe left to see all data
Metrics as of Oct 31, 2024
YTD
(10M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~71Y)
Investment Return (%)
14.28 1.71 5.80 19.21 34.81 2.42 3.50 6.55 7.35 9.35 8.32
Growth of 1€ 1.14 1.02 1.06 1.19 1.35 1.07 1.19 1.89 4.13 14.61 296.74
Infl. Adjusted Return (%)
11.97 1.71 5.75 18.68 32.60 -2.45 -0.22 4.09 5.15 7.16 5.50
Euro Inflation (%) 2.06 0.00 0.05 0.44 1.66 4.99 3.73 2.36 2.09 2.04 2.67
Pending updates, the monthly inflation of Oct 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -1.45 -4.65 -26.89 -30.75 -31.45 -70.93 -70.93 -70.93
Start to Recovery (# months)
31* 3 31* 21 22 66 66 66
Start (yyyy mm) 2024 04 2022 04 2019 11 2019 10 2007 02 2007 02 2007 02
Start to Bottom (# months) 1 19 5 6 26 26 26
Bottom (yyyy mm) 2024 04 2023 10 2020 03 2020 03 2009 03 2009 03 2009 03
Bottom to End (# months) 2 12 16 16 40 40 40
End (yyyy mm) 2024 06 - 2021 07 2021 07 2012 07 2012 07 2012 07
Longest Drawdown Depth (%) -2.03
same		 -26.89 -24.45
same
same		 -46.50
Start to Recovery (# months)
3 31* 32 68
Start (yyyy mm) 2024 01 2022 04 2022 04 2016 08 2007 02 2007 02 1971 05
Start to Bottom (# months) 2 19 19 20 26 26 44
Bottom (yyyy mm) 2024 02 2023 10 2023 10 2018 03 2009 03 2009 03 1974 12
Bottom to End (# months) 1 12 12 12 40 40 24
End (yyyy mm) 2024 03 - - 2019 03 2012 07 2012 07 1976 12
Longest negative period (# months)
5 34* 54 87 87 141 257
Start (yyyy mm) 2024 01 2022 01 2019 11 2016 08 2016 08 1997 07 1953 08
End (yyyy mm) 2024 05 2024 10 2024 04 2023 10 2023 10 2009 03 1974 12
Annualized Return (%) -7.17 -0.37 -0.08 -0.06 -0.06 -0.16 0.00
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -13.74 -5.66 -34.95 -34.95 -34.95 -72.36 -72.36 -72.36
Start to Recovery (# months)
34* 7 34* 34* 34* 91 91 91
Start (yyyy mm) 2024 01 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 4 22 22 22 26 26 26
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 03 2009 03 2009 03
Bottom to End (# months) 3 12 12 12 65 65 65
End (yyyy mm) 2024 07 - - - 2014 08 2014 08 2014 08
Longest Drawdown Depth (%)
same
same
same		 -26.57
same
same		 -25.65
Start to Recovery (# months)
36 138
Start (yyyy mm) 2024 01 2022 01 2022 01 2016 08 2007 02 2007 02 1959 08
Start to Bottom (# months) 4 22 22 20 26 26 35
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2018 03 2009 03 2009 03 1962 06
Bottom to End (# months) 3 12 12 16 65 65 103
End (yyyy mm) 2024 07 - - 2019 07 2014 08 2014 08 1971 01
Longest negative period (# months)
6 36* 60* 111 111 147 304
Start (yyyy mm) 2024 01 2021 11 2019 11 2015 02 2015 02 1997 01 1953 08
End (yyyy mm) 2024 06 2024 10 2024 10 2024 04 2024 04 2009 03 1978 11
Annualized Return (%) -1.93 -2.45 -0.22 -0.09 -0.09 -0.80 -0.04
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 13.53 18.14 20.34 18.75 22.55 20.33 17.81
Sharpe Ratio 2.18 -0.06 0.06 0.27 0.26 0.35 0.23
Sortino Ratio 3.22 -0.09 0.08 0.36 0.37 0.49 0.33
Ulcer Index 1.81 14.39 15.84 13.21 21.57 18.55 15.71
Ratio: Return / Standard Deviation 2.57 0.13 0.17 0.35 0.33 0.46 0.47
Ratio: Return / Deepest Drawdown 7.49 0.09 0.11 0.21 0.10 0.13 0.12
Positive Months (%)
75.00 50.00 51.66 54.16 56.25 58.33 58.24
Positive Months 9 18 31 65 135 210 498
Negative Months 3 18 29 55 105 150 357
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.55 19.97 19.97 31.53
Worst 10 Years Return (%) - Annualized 5.03 0.37 -2.61
Best 10 Years Return (%) - Annualized 4.09 18.41 18.41 26.25
Worst 10 Years Return (%) - Annualized 3.53 -1.71 -6.43
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Oct 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 114.43 44.73 27.98 19.97 12.29 9.35
Worst Rolling Return (%) - Annualized -54.94 -29.74 -11.94 0.37 6.30
Positive Periods (%) 70.4 86.7 85.3 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 111.09 41.47 25.69 18.41 10.29 7.16
Worst Rolling Return (%) - Annualized -55.20 -31.14 -13.74 -1.71 4.36
Positive Periods (%) 68.1 80.3 78.0 98.3 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
8.73 13.96 18.13 28.69 40.18 14.51 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 11.17 18.18 24.09 38.41 49.97 23.98 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
12.73 20.89 27.92 45.80 52.70 28.96 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 15.28 25.29 34.16 53.83 63.43 43.11 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 58.77 17.73 11.41 7.31 6.70 9.78
Perpetual Withdrawal Rate (%) --- --- --- --- 4.44 8.55
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Aug 1953 - Oct 2024)
Best Rolling Return (%) - Annualized 114.43 48.39 40.89 31.53 16.68 15.48
Worst Rolling Return (%) - Annualized -54.94 -29.74 -11.94 -2.61 -0.41 7.19
Positive Periods (%) 67.8 82.8 87.3 97.6 99.6 100.0
Best Rolling Return (%) - Annualized 111.09 43.97 35.61 26.25 12.98 12.40
Worst Rolling Return (%) - Annualized -55.20 -31.14 -13.76 -6.43 -3.40 4.04
Positive Periods (%) 61.6 69.6 71.3 82.3 90.4 100.0
95% VaR - Value at Risk (%) - Cumulative
7.66 12.25 15.91 22.08 22.84 15.02 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 9.79 15.94 21.14 30.79 37.76 23.33 1.44 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
11.16 18.31 24.49 38.20 49.14 28.97 12.86 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 13.39 22.17 29.95 45.28 54.45 35.28 18.16 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 58.77 17.73 11.41 7.31 4.11 3.27
Perpetual Withdrawal Rate (%) --- --- --- --- --- 2.41
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Oct 31, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares US Property Yield (IQQ7.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
Monthly correlations as of 31 October 2024
Swipe left to see all data
Correlation vs IQQ7.DE
Asset Class 1 Year 5 Years 10 Years 30 Years
SXR8.DE
 US Large Cap Blend 0.34 0.81 0.74 0.60
ZPRR.DE
 US Small Cap Blend 0.84 0.83 0.74 0.66
NQSE.DE
 US Technology 0.51 0.59 0.45 0.31
EUNL.DE
 Developed Countries 0.47 0.84 0.74 0.61
SXRT.DE
 Euro Large Cap Blend 0.28 0.67 0.55 0.48
IUSQ.DE
 World All Countries 0.47 0.84 0.73 0.60
IS3N.DE
 Emerging Markets 0.30 0.55 0.45 0.46
CEBW.DE
 US Total Bond Market EUR Hdg 0.78 0.38 0.35 0.14
IUSV.DE
 US Long Term Treasuries EUR Hdg 0.84 0.17 0.24 -0.01
PR1H.DE
 US Ultrashort Gov.Bonds EUR Hdg 0.51 -0.02 -0.03 -0.02
UEEF.DE
 US High Yield Bonds EUR Hdg 0.86 0.67 0.52 0.50
EUNU.DE
 Global Aggregate Bond EUR Hdg 0.87 0.49 0.56 0.31
SPF1.DE
 Global Convertible Bonds EUR Hdg 0.81 0.64 0.51 0.42
IS3C.DE
 Emerg. Market Bonds EUR Hdg 0.79 0.60 0.44 0.36
SYBA.DE
 Euro Total Bond Market 0.92 0.50 0.47 0.23
IBCL.DE
 Euro Long Term Gov. Bonds 0.90 0.46 0.46 0.24
EUN6.DE
 Euro Ultrashort Gov. Bonds 0.35 0.14 0.10 0.26
XHYG.DE
 Euro High Yield Bonds 0.83 0.70 0.56 0.53
IBCI.DE
 Euro Inflation Linked Bonds 0.83 0.70 0.59 0.33
PHAU
 Gold -0.28 -0.05 0.12 0.08
UIQK.DE
 Commodities -0.70 0.41 0.27 0.23
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
iShares US Property Yield (IQQ7.DE) ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in iShares US Property Yield (IQQ7.DE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from August 1953 to October 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares US Property Yield (IQQ7.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES US PROPERTY YIELD (IQQ7.DE) ETF
Monthly Returns Distribution
1 November 1994 - 31 October 2024 (30 Years)
1 August 1953 - 31 October 2024 (~71 years)
210 Positive Months (58%) - 150 Negative Months (42%)
498 Positive Months (58%) - 357 Negative Months (42%)

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Methodology

Returns, up to March 2007, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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