2B7J.DE vs. IUSQ.DE
2B7J.DE (iShares MSCI World SRI UCITS ETF USD (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds from iShares - 2B7J.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while IUSQ.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, 2B7J.DE returned 10.51%/yr vs 12.42%/yr for IUSQ.DE. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.
Performance
2B7J.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 2B7J.DE achieves a 10.88% return, which is significantly lower than IUSQ.DE's 12.65% return.
2B7J.DE
- 1D
- 0.20%
- 1M
- 3.93%
- YTD
- 10.88%
- 6M
- 11.24%
- 1Y
- 18.69%
- 3Y*
- 12.93%
- 5Y*
- 10.51%
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
2B7J.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 10.88% | 2.89% | 17.47% | 20.94% | -16.87% | 36.52% | 9.59% | 19.82% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 16.21% |
Correlation
The correlation between 2B7J.DE and IUSQ.DE is 0.92, 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 | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.96 |
The correlation between 2B7J.DE and IUSQ.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
2B7J.DE vs. IUSQ.DE — Risk / Return Rank
2B7J.DE
IUSQ.DE
2B7J.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| 2B7J.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.08 | -1.71 |
| Martin ratioReturn relative to average drawdown | 8.71 | 16.69 | -7.98 |
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
| 2B7J.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.31 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.88 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.76 | +0.03 |
Drawdowns
2B7J.DE vs. IUSQ.DE - Drawdown Comparison
The maximum 2B7J.DE drawdown since its inception was -32.11%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for 2B7J.DE and IUSQ.DE.
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Drawdown Indicators
| 2B7J.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.11% | -33.60% | +1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.80% | -6.48% | -1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -21.25% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.26% | -21.25% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.19% | -0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.59% | +0.54% |
Volatility
2B7J.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF USD (Dist) (2B7J.DE) has a higher volatility of 3.54% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that 2B7J.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7J.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 3.03% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 8.26% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 11.47% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 13.94% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 15.02% | +1.27% |
2B7J.DE vs. IUSQ.DE - Expense Ratio Comparison
Both 2B7J.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
2B7J.DE vs. IUSQ.DE - Dividend Comparison
2B7J.DE's dividend yield for the trailing twelve months is around 1.13%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
2B7J.DE iShares MSCI World SRI UCITS ETF USD (Dist) | 1.13% | 1.23% | 1.37% | 1.55% | 1.74% | 1.15% | 1.28% | 1.68% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, 2B7J.DE and IUSQ.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.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
2B7J.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
2B7J.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while IUSQ.DE tracks MSCI All Country World (ACWI).
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