EXH4.DE vs. IUSQ.DE
EXH4.DE (iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXH4.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Industrial Goods & Services, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EXH4.DE returned 12.08%/yr vs 12.38%/yr for IUSQ.DE. A 0.75 correlation means they provide meaningful diversification when combined. EXH4.DE charges 0.46%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EXH4.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH4.DE achieves a 8.61% return, which is significantly lower than IUSQ.DE's 12.65% return. Both investments have delivered pretty close results over the past 10 years, with EXH4.DE having a 12.08% annualized return and IUSQ.DE not far ahead at 12.38%.
EXH4.DE
- 1D
- 0.57%
- 1M
- 1.72%
- YTD
- 8.61%
- 6M
- 10.71%
- 1Y
- 14.50%
- 3Y*
- 17.96%
- 5Y*
- 11.25%
- 10Y*
- 12.08%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
EXH4.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 8.61% | 23.72% | 14.66% | 23.26% | -18.58% | 27.14% | 5.60% | 36.93% | -13.73% | 16.86% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between EXH4.DE and IUSQ.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.75 |
The correlation between EXH4.DE and IUSQ.DE has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.
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Return for Risk
EXH4.DE vs. IUSQ.DE — Risk / Return Rank
EXH4.DE
IUSQ.DE
EXH4.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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.
| EXH4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | 4.08 | -2.99 |
| Martin ratioReturn relative to average drawdown | 3.91 | 16.69 | -12.78 |
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
| EXH4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | 2.31 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.88 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.82 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.76 | -0.29 |
Drawdowns
EXH4.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EXH4.DE drawdown since its inception was -60.02%, 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 EXH4.DE and IUSQ.DE.
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Drawdown Indicators
| EXH4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.02% | -33.60% | -26.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.28% | -6.48% | -6.80% |
Max Drawdown (3Y)Largest decline over 3 years | -19.33% | -21.25% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -31.07% | -21.25% | -9.82% |
Max Drawdown (10Y)Largest decline over 10 years | -41.94% | -33.60% | -8.34% |
Current DrawdownCurrent decline from peak | -1.40% | -0.55% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -4.19% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 1.59% | +2.10% |
Volatility
EXH4.DE vs. IUSQ.DE - Volatility Comparison
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a higher volatility of 6.36% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXH4.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXH4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 3.03% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 16.56% | 8.26% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.71% | 11.47% | +8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.66% | 13.94% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 15.02% | +4.91% |
EXH4.DE vs. IUSQ.DE - Expense Ratio Comparison
EXH4.DE has a 0.46% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
EXH4.DE vs. IUSQ.DE - Dividend Comparison
EXH4.DE's dividend yield for the trailing twelve months is around 1.18%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 1.18% | 1.31% | 1.51% | 1.72% | 1.68% | 1.08% | 0.85% | 1.69% | 1.67% | 2.38% | 2.10% | 2.79% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXH4.DE and IUSQ.DE have a correlation of 0.72, 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 0.46% for EXH4.DE.
EXH4.DE is categorized as Industrials Equities, while IUSQ.DE is Global Equities. EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.46% for EXH4.DE and 0.20% for IUSQ.DE.
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