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CEBP.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBP.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EMU USD Hedged UCITS ETF (Acc) (CEBP.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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, CEBP.DE achieves a 18.33% return, which is significantly higher than IUSQ.DE's 14.14% return. Both investments have delivered pretty close results over the past 10 years, with CEBP.DE having a 13.04% annualized return and IUSQ.DE not far behind at 12.51%.


CEBP.DE

1D
1.07%
1M
6.87%
6M
17.26%
YTD
18.33%
1Y
30.12%
3Y*
17.21%
5Y*
14.39%
10Y*
13.04%

IUSQ.DE

1D
0.59%
1M
1.08%
6M
13.65%
YTD
14.14%
1Y
26.53%
3Y*
17.85%
5Y*
11.85%
10Y*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBP.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEBP.DE
iShares MSCI EMU USD Hedged UCITS ETF (Acc)
18.33%12.28%17.61%17.66%-3.75%33.16%-8.03%34.07%-6.38%1.04%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
14.14%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between CEBP.DE and IUSQ.DE is 0.74, 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

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2015

0.83

The correlation between CEBP.DE and IUSQ.DE has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

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Return for Risk

CEBP.DE vs. IUSQ.DE — Risk / Return Rank

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

CEBP.DE
CEBP.DE Risk / Return Rank: 8080
Overall Rank
CEBP.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CEBP.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
CEBP.DE Omega Ratio Rank: 7777
Omega Ratio Rank
CEBP.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
CEBP.DE Martin Ratio Rank: 8282
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8686
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 9090
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.

CEBP.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU USD Hedged UCITS ETF (Acc) (CEBP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEBP.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

3.65

4.08

-0.43

Martin ratioReturn relative to average drawdown

13.30

16.66

-3.36

CEBP.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current CEBP.DE Sharpe Ratio is 2.04, which is comparable to the IUSQ.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of CEBP.DE and IUSQ.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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Drawdowns

CEBP.DE vs. IUSQ.DE - Drawdown Comparison

The maximum CEBP.DE drawdown since its inception was -38.05%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for CEBP.DE and IUSQ.DE.


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Drawdown Indicators


CEBP.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.05%

-33.60%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.21%

-6.48%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

-21.25%

+1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-21.25%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.05%

-33.60%

-4.45%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

-6.57%

-4.17%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.59%

+0.67%

Volatility

CEBP.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares MSCI EMU USD Hedged UCITS ETF (Acc) (CEBP.DE) is 3.22%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.66%. This indicates that CEBP.DE experiences smaller price fluctuations and is considered to be less risky 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


CEBP.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.66%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

8.63%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.68%

11.78%

+2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

13.99%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.19%

14.98%

+2.21%

CEBP.DE vs. IUSQ.DE - Expense Ratio Comparison

CEBP.DE has a 0.38% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

CEBP.DE vs. IUSQ.DE - Dividend Comparison

Neither CEBP.DE nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CEBP.DE and IUSQ.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.38% for CEBP.DE.

CEBP.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. CEBP.DE tracks MSCI EMU 100% Hedged to USD Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.38% for CEBP.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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