EXSE.DE vs. IUSQ.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXSE.DE is a Europe Equities fund tracking the STOXX® Europe Small 200, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 12.38%/yr for IUSQ.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
EXSE.DE vs. IUSQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, EXSE.DE has underperformed IUSQ.DE with an annualized return of 7.21%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
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 EXSE.DE and IUSQ.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.74 |
The correlation between EXSE.DE and IUSQ.DE has been stable across timeframes, ranging from 0.66 to 0.74 - 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
EXSE.DE vs. IUSQ.DE — Risk / Return Rank
EXSE.DE
IUSQ.DE
EXSE.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 4.08 | -2.59 |
| Martin ratioReturn relative to average drawdown | 5.48 | 16.69 | -11.21 |
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
| EXSE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 2.31 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.88 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.82 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.76 | -0.37 |
Drawdowns
EXSE.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and IUSQ.DE.
Loading charts...
Drawdown Indicators
| EXSE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -33.60% | -28.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -6.48% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -21.25% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -21.25% | -13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -33.60% | -4.43% |
Current DrawdownCurrent decline from peak | -1.14% | -0.55% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -4.19% | -8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.59% | +1.23% |
Volatility
EXSE.DE vs. IUSQ.DE - Volatility Comparison
iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) has a higher volatility of 3.72% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXSE.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
| EXSE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 3.03% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 8.26% | +2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 11.47% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 13.94% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 15.02% | +2.32% |
EXSE.DE vs. IUSQ.DE - Expense Ratio Comparison
Both EXSE.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
EXSE.DE vs. IUSQ.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
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
EXSE.DE and IUSQ.DE have a correlation of 0.69, 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.
EXSE.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
EXSE.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EXSE.DE tracks STOXX® Europe Small 200, while IUSQ.DE tracks MSCI All Country World (ACWI).
Find the right allocation for EXSE.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