EXW1.DE vs. IUSQ.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXW1.DE is a Europe Equities fund tracking the EURO STOXX® 50, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EXW1.DE returned 10.49%/yr vs 12.38%/yr for IUSQ.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXW1.DE charges 0.10%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EXW1.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW1.DE achieves a 7.31% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, EXW1.DE has underperformed IUSQ.DE with an annualized return of 10.49%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
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%
EXW1.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
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 EXW1.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 | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.77 |
The correlation between EXW1.DE and IUSQ.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
EXW1.DE vs. IUSQ.DE — Risk / Return Rank
EXW1.DE
IUSQ.DE
EXW1.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.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.
| EXW1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.43 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 4.08 | -2.62 |
| Martin ratioReturn relative to average drawdown | 4.97 | 16.69 | -11.73 |
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
| EXW1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 2.31 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.88 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.82 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.76 | -0.55 |
Drawdowns
EXW1.DE vs. IUSQ.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, 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 EXW1.DE and IUSQ.DE.
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Drawdown Indicators
| EXW1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -33.60% | -24.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -6.48% | -4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -21.25% | +4.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -21.25% | -2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | -33.60% | -4.89% |
Current DrawdownCurrent decline from peak | -0.54% | -0.55% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -4.19% | -11.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 1.59% | +1.59% |
Volatility
EXW1.DE vs. IUSQ.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) has a higher volatility of 4.90% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXW1.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
| EXW1.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.03% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 8.26% | +4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 11.47% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 13.94% | +3.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 15.02% | +3.18% |
EXW1.DE vs. IUSQ.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EXW1.DE vs. IUSQ.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
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
EXW1.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.
On fees, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUSQ.DE.
EXW1.DE is categorized as Europe Equities, while IUSQ.DE is Global Equities. EXW1.DE tracks EURO STOXX® 50, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.10% for EXW1.DE and 0.20% for IUSQ.DE.
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