ASCH.DE vs. IUSL.DE
ASCH.DE (abrdn Future Supply Chains UCITS ETF) and IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) are both Global Equities funds. ASCH.DE is actively managed, while IUSL.DE is passively managed. Over the past year, ASCH.DE returned 47.98% vs 20.96% for IUSL.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.60% expense ratio.
Performance
ASCH.DE vs. IUSL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASCH.DE achieves a 28.67% return, which is significantly higher than IUSL.DE's 9.75% return.
ASCH.DE
- 1D
- -0.61%
- 1M
- 7.87%
- YTD
- 28.67%
- 6M
- 27.76%
- 1Y
- 47.98%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSL.DE
- 1D
- -0.15%
- 1M
- 5.05%
- YTD
- 9.75%
- 6M
- 11.34%
- 1Y
- 20.96%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
ASCH.DE vs. IUSL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ASCH.DE abrdn Future Supply Chains UCITS ETF | 28.67% | 17.25% |
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 10.37% |
Correlation
The correlation between ASCH.DE and IUSL.DE is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | 0.66 |
The correlation between ASCH.DE and IUSL.DE has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.
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Return for Risk
ASCH.DE vs. IUSL.DE — Risk / Return Rank
ASCH.DE
IUSL.DE
ASCH.DE vs. IUSL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.DE) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| ASCH.DE | IUSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.34 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 2.88 | +1.43 |
| Martin ratioReturn relative to average drawdown | 15.34 | 11.02 | +4.32 |
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
| ASCH.DE | IUSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.97 | 1.81 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.85 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.98 | 0.71 | +2.26 |
Drawdowns
ASCH.DE vs. IUSL.DE - Drawdown Comparison
The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum IUSL.DE drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and IUSL.DE.
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Drawdown Indicators
| ASCH.DE | IUSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.06% | -33.02% | +21.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -7.24% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.43% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.02% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.71% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -1.77% | -4.10% | +2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.90% | +1.22% |
Volatility
ASCH.DE vs. IUSL.DE - Volatility Comparison
abrdn Future Supply Chains UCITS ETF (ASCH.DE) has a higher volatility of 5.82% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) at 3.41%. This indicates that ASCH.DE's price experiences larger fluctuations and is considered to be riskier than IUSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ASCH.DE | IUSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 3.41% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 8.74% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 11.56% | +4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 13.53% | +2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 14.93% | +0.89% |
ASCH.DE vs. IUSL.DE - Expense Ratio Comparison
Both ASCH.DE and IUSL.DE have an expense ratio of 0.60%.
Dividends
ASCH.DE vs. IUSL.DE - Dividend Comparison
Neither ASCH.DE nor IUSL.DE has paid dividends to shareholders.
Frequently Asked Questions
ASCH.DE and IUSL.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
ASCH.DE and IUSL.DE have the same expense ratio: 0.60% per year.
They also come from different issuers: abrdn and iShares.
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