EFRN.DE vs. IUSQ.DE
EFRN.DE (iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EFRN.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, EFRN.DE returned 2.35%/yr vs 12.42%/yr for IUSQ.DE. At a 0.05 correlation, their price movements are largely independent. EFRN.DE charges 0.10%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EFRN.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRN.DE achieves a 0.87% return, which is significantly lower than IUSQ.DE's 12.65% return.
EFRN.DE
- 1D
- 0.05%
- 1M
- 0.17%
- YTD
- 0.87%
- 6M
- 1.29%
- 1Y
- 2.55%
- 3Y*
- 3.61%
- 5Y*
- 2.35%
- 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%
EFRN.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 0.87% | 2.94% | 4.31% | 3.97% | -0.03% | -0.22% | -0.04% | 1.18% | -0.78% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -7.23% |
Correlation
The correlation between EFRN.DE and IUSQ.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2018 | 0.05 |
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Return for Risk
EFRN.DE vs. IUSQ.DE — Risk / Return Rank
EFRN.DE
IUSQ.DE
EFRN.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.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.
| EFRN.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.43 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 8.25 | 4.08 | +4.17 |
| Martin ratioReturn relative to average drawdown | 32.61 | 16.69 | +15.92 |
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
| EFRN.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.58 | 2.31 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 2.35 | 0.88 | +1.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.12 | 0.76 | +0.36 |
Drawdowns
EFRN.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EFRN.DE drawdown since its inception was -5.68%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EFRN.DE and IUSQ.DE.
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Drawdown Indicators
| EFRN.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.68% | -33.60% | +27.92% |
Max Drawdown (1Y)Largest decline over 1 year | -0.31% | -6.48% | +6.17% |
Max Drawdown (3Y)Largest decline over 3 years | -0.48% | -21.25% | +20.77% |
Max Drawdown (5Y)Largest decline over 5 years | -1.13% | -21.25% | +20.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.01% | -0.55% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -0.33% | -4.19% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.08% | 1.59% | -1.51% |
Volatility
EFRN.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) (EFRN.DE) is 0.34%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that EFRN.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
| EFRN.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 3.03% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 0.80% | 8.26% | -7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.98% | 11.47% | -10.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.99% | 13.94% | -12.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.35% | 15.02% | -13.67% |
EFRN.DE vs. IUSQ.DE - Expense Ratio Comparison
EFRN.DE has a 0.10% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EFRN.DE vs. IUSQ.DE - Dividend Comparison
EFRN.DE's dividend yield for the trailing twelve months is around 2.50%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EFRN.DE iShares EUR Floating Rate Bond ESG UCITS ETF EUR (Dist) | 2.50% | 2.88% | 4.22% | 2.93% | 0.00% | 0.00% | 0.00% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFRN.DE and IUSQ.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFRN.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFRN.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUSQ.DE.
EFRN.DE is categorized as European Corporate Bonds, while IUSQ.DE is Global Equities. EFRN.DE tracks Bloomberg Euro Agg Corp 1-3 Yr TR EUR, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.10% for EFRN.DE and 0.20% for IUSQ.DE.
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