EVUS vs. IQSI
EVUS (Ishares ESG Aware MSCI USA Value ETF) and IQSI (IQ Candriam ESG International Equity ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while IQSI is a Foreign Large Cap Equities fund tracking the IQ Candriam ESG International Equity Index. Both are passively managed. Over the past 3 years, EVUS returned 14.60%/yr vs 14.63%/yr for IQSI. Their 0.69 correlation means they have sometimes moved together and sometimes differently. EVUS charges 0.18%/yr vs 0.15%/yr for IQSI.
Performance
EVUS vs. IQSI - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 13.26% return, which is significantly higher than IQSI's 10.87% return.
EVUS
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 8.62%
- YTD
- 13.26%
- 1Y
- 22.56%
- 3Y*
- 14.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.74%
IQSI
- 1D
- -0.67%
- 1M
- 0.01%
- 6M
- 5.93%
- YTD
- 10.87%
- 1Y
- 22.05%
- 3Y*
- 14.63%
- 5Y*
- 8.27%
- 10Y*
- —
- ALL TIME*
- 9.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $812.63K | $2.09M | $1.35M | |
| $27.33K | $342.54K | $932.39K |
EVUS vs. IQSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 13.26% | 13.31% | 14.23% | 3.68% |
IQSI IQ Candriam ESG International Equity ETF | 10.87% | 26.95% | 4.84% | 6.59% |
Correlation
The correlation between EVUS and IQSI is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.69 |
The correlation between EVUS and IQSI has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.
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Return for Risk
EVUS vs. IQSI — Risk / Return Rank
EVUS
IQSI
EVUS vs. IQSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and IQ Candriam ESG International Equity ETF (IQSI). 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.
| EVUS | IQSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.25 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 1.83 | +0.94 |
| Martin ratioReturn relative to average drawdown | 11.74 | 6.72 | +5.03 |
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Drawdowns
EVUS vs. IQSI - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum IQSI drawdown of -31.90%. Use the drawdown chart below to compare losses from any high point for EVUS and IQSI.
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Drawdown Indicators
| EVUS | IQSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -31.90% | +16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -12.00% | +4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -14.02% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.86% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.96% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -6.38% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.26% | -1.44% |
Volatility
EVUS vs. IQSI - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 2.85%, while IQ Candriam ESG International Equity ETF (IQSI) has a volatility of 4.48%. This indicates that EVUS experiences smaller price fluctuations and is considered to be less risky than IQSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVUS | IQSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 4.48% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 13.64% | -5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 15.83% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.62% | 16.43% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.62% | 18.95% | -6.33% |
EVUS vs. IQSI - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is higher than IQSI's 0.15% 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%.
Dividends
EVUS vs. IQSI - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.48%, less than IQSI's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.48% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% |
IQSI IQ Candriam ESG International Equity ETF | 2.70% | 2.75% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% |
Frequently Asked Questions
EVUS and IQSI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IQSI has higher volatility (4.48%) compared to EVUS (2.85%). In terms of maximum drawdown, EVUS dropped -15.65% vs IQSI's -31.90%.
On 3-year performance, IQSI leads with 14.63% vs 14.60% for EVUS. On fees, IQSI is cheaper at 0.15% per year. On volatility, EVUS has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IQSI has performed better with a 14.63% return vs 14.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IQSI is cheaper with a 0.15% expense ratio, compared with 0.18% for EVUS.
IQSI has the higher dividend yield at 2.70%, compared with 1.48% for EVUS.
EVUS is categorized as Large Cap Value Equities, while IQSI is Foreign Large Cap Equities. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while IQSI tracks IQ Candriam ESG International Equity Index. They also come from different issuers: iShares and New York Life. Their fees differ too: 0.18% for EVUS and 0.15% for IQSI.
EVUS currently has the higher Sharpe Ratio (2.01 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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