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ASCH.DE vs. IUSL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASCH.DE vs. IUSL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Supply Chains UCITS ETF (ASCH.DE) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASCH.DE vs. IUSL.DE - Yearly Performance Comparison


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

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

ASCH.DE
ASCH.DE Risk / Return Rank: 8686
Overall Rank
ASCH.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASCH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
ASCH.DE Omega Ratio Rank: 8989
Omega Ratio Rank
ASCH.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASCH.DE Martin Ratio Rank: 8080
Martin Ratio Rank

IUSL.DE
IUSL.DE Risk / Return Rank: 5757
Overall Rank
IUSL.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUSL.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSL.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IUSL.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
IUSL.DE Martin Ratio Rank: 6262
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.

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.DEIUSL.DEDifference
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

ASCH.DE vs. IUSL.DE - Sharpe Ratio Comparison

The current ASCH.DE Sharpe Ratio is 2.97, which is higher than the IUSL.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ASCH.DE and IUSL.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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Sharpe Ratios by Period


ASCH.DEIUSL.DEDifference

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.DEIUSL.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.61%

-0.71%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.77%

-4.10%

+2.33%

Ulcer Index

Depth 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.DEIUSL.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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