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

Performance

EXIE.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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, EXIE.DE achieves a 7.44% return, which is significantly lower than IUSQ.DE's 12.65% return.


EXIE.DE

1D
0.59%
1M
0.81%
YTD
7.44%
6M
9.96%
1Y
16.03%
3Y*
13.87%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
EXIE.DE
iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc
7.44%20.59%8.32%6.62%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%12.33%

Correlation

The correlation between EXIE.DE and IUSQ.DE is 0.76, 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

0.76

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2023

0.73

The correlation between EXIE.DE and IUSQ.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.

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Return for Risk

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

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

EXIE.DE
EXIE.DE Risk / Return Rank: 3737
Overall Rank
EXIE.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EXIE.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXIE.DE Omega Ratio Rank: 3636
Omega Ratio Rank
EXIE.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXIE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.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.


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

-1.06

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.23

1.43

-0.20

Calmar ratioReturn relative to maximum drawdown

1.70

4.08

-2.38

Martin ratioReturn relative to average drawdown

6.42

16.69

-10.27

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

The current EXIE.DE Sharpe Ratio is 1.25, which is lower than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EXIE.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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Sharpe Ratios by Period


EXIE.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

2.31

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.76

+0.24

Drawdowns

EXIE.DE vs. IUSQ.DE - Drawdown Comparison

The maximum EXIE.DE drawdown since its inception was -16.04%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for EXIE.DE and IUSQ.DE.


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Drawdown Indicators


EXIE.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-33.60%

+17.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-6.48%

-3.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.04%

-21.25%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.65%

-0.55%

-1.10%

Average Drawdown

Average peak-to-trough decline

-2.03%

-4.19%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

1.59%

+0.95%

Volatility

EXIE.DE vs. IUSQ.DE - Volatility Comparison

iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc (EXIE.DE) has a higher volatility of 4.35% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXIE.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


EXIE.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

3.03%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.75%

8.26%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

11.47%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

13.94%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

15.02%

-2.03%

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

Both EXIE.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EXIE.DE vs. IUSQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EXIE.DE and IUSQ.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EXIE.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

EXIE.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EXIE.DE tracks STOXX® Europe 600, while IUSQ.DE tracks MSCI All Country World (ACWI).

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