EXIE.DE vs. IUSQ.DE
EXIE.DE (iShares STOXX Europe 600 UCITS ETF (DE) EUR Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXIE.DE is a Europe Equities fund tracking the STOXX® Europe 600, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 3 years, EXIE.DE returned 13.87%/yr vs 17.93%/yr for IUSQ.DE. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
EXIE.DE vs. IUSQ.DE - Performance Comparison
Loading charts...
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%
EXIE.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXIE.DE vs. IUSQ.DE — Risk / Return Rank
EXIE.DE
IUSQ.DE
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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXIE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| EXIE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.65% | -0.55% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -2.03% | -4.19% | +2.16% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| EXIE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
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.
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).
Find the right allocation for EXIE.DE and IUSQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer