PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AW1P.DE vs. IUSK.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AW1P.DE and IUSK.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AW1P.DE vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2025FebruaryMarch
17.57%
20.16%
AW1P.DE
IUSK.DE

Key characteristics

Sharpe Ratio

AW1P.DE:

0.60

IUSK.DE:

0.22

Sortino Ratio

AW1P.DE:

0.90

IUSK.DE:

0.37

Omega Ratio

AW1P.DE:

1.12

IUSK.DE:

1.05

Calmar Ratio

AW1P.DE:

0.89

IUSK.DE:

0.32

Martin Ratio

AW1P.DE:

3.18

IUSK.DE:

0.80

Ulcer Index

AW1P.DE:

2.73%

IUSK.DE:

3.14%

Daily Std Dev

AW1P.DE:

14.41%

IUSK.DE:

11.65%

Max Drawdown

AW1P.DE:

-16.87%

IUSK.DE:

-33.56%

Current Drawdown

AW1P.DE:

-9.73%

IUSK.DE:

-2.83%

Returns By Period

In the year-to-date period, AW1P.DE achieves a -5.67% return, which is significantly lower than IUSK.DE's 3.67% return.


AW1P.DE

YTD

-5.67%

1M

-7.16%

6M

5.01%

1Y

9.52%

5Y*

N/A

10Y*

N/A

IUSK.DE

YTD

3.67%

1M

-0.79%

6M

0.00%

1Y

3.93%

5Y*

9.35%

10Y*

6.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AW1P.DE vs. IUSK.DE - Expense Ratio Comparison

AW1P.DE has a 0.25% expense ratio, which is higher than IUSK.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AW1P.DE
UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc
Expense ratio chart for AW1P.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IUSK.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

AW1P.DE vs. IUSK.DE — Risk-Adjusted Performance Rank

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

AW1P.DE
The Risk-Adjusted Performance Rank of AW1P.DE is 4242
Overall Rank
The Sharpe Ratio Rank of AW1P.DE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of AW1P.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of AW1P.DE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of AW1P.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AW1P.DE is 4949
Martin Ratio Rank

IUSK.DE
The Risk-Adjusted Performance Rank of IUSK.DE is 2222
Overall Rank
The Sharpe Ratio Rank of IUSK.DE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSK.DE is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IUSK.DE is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IUSK.DE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of IUSK.DE is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AW1P.DE vs. IUSK.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.


Sharpe ratio
The chart of Sharpe ratio for AW1P.DE, currently valued at 0.41, compared to the broader market0.002.004.000.410.12
The chart of Sortino ratio for AW1P.DE, currently valued at 0.66, compared to the broader market-2.000.002.004.006.008.0010.0012.000.660.26
The chart of Omega ratio for AW1P.DE, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.03
The chart of Calmar ratio for AW1P.DE, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.000.680.12
The chart of Martin ratio for AW1P.DE, currently valued at 1.92, compared to the broader market0.0020.0040.0060.0080.00100.001.920.26
AW1P.DE
IUSK.DE

The current AW1P.DE Sharpe Ratio is 0.60, which is higher than the IUSK.DE Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of AW1P.DE and IUSK.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.41
0.12
AW1P.DE
IUSK.DE

Dividends

AW1P.DE vs. IUSK.DE - Dividend Comparison

Neither AW1P.DE nor IUSK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AW1P.DE vs. IUSK.DE - Drawdown Comparison

The maximum AW1P.DE drawdown since its inception was -16.87%, smaller than the maximum IUSK.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for AW1P.DE and IUSK.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-8.41%
-5.69%
AW1P.DE
IUSK.DE

Volatility

AW1P.DE vs. IUSK.DE - Volatility Comparison

UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc (AW1P.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) have volatilities of 4.28% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2025FebruaryMarch
4.28%
4.42%
AW1P.DE
IUSK.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab