EXSA.DE vs. IUSQ.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXSA.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 10 years, EXSA.DE returned 9.18%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.82 suggests significant overlap in exposure. Both charge a 0.20% expense ratio.
Performance
EXSA.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, EXSA.DE has underperformed IUSQ.DE with an annualized return of 9.18%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
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%
EXSA.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | -1.80% | 28.41% | -10.99% | 10.67% |
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 EXSA.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 (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.82 |
The correlation between EXSA.DE and IUSQ.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. IUSQ.DE — Risk / Return Rank
EXSA.DE
IUSQ.DE
EXSA.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) (EXSA.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.
| EXSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 4.08 | -2.40 |
| Martin ratioReturn relative to average drawdown | 6.32 | 16.69 | -10.37 |
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
| EXSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.31 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.88 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.82 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.76 | -0.37 |
Drawdowns
EXSA.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, 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 EXSA.DE and IUSQ.DE.
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Drawdown Indicators
| EXSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -33.60% | -24.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.48% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -21.25% | +4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -21.25% | +0.57% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | -33.60% | -2.09% |
Current DrawdownCurrent decline from peak | -1.64% | -0.55% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -4.19% | -6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.59% | +0.98% |
Volatility
EXSA.DE vs. IUSQ.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.33% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXSA.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
| EXSA.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.03% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 8.26% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 11.47% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 13.94% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 15.02% | +0.76% |
EXSA.DE vs. IUSQ.DE - Expense Ratio Comparison
Both EXSA.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
EXSA.DE vs. IUSQ.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
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
EXSA.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.
EXSA.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
EXSA.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EXSA.DE tracks STOXX® Europe 600, while IUSQ.DE tracks MSCI All Country World (ACWI).
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