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EXX1.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXX1.DE vs. IUSQ.DE

Last updated Jun 5, 2026

EXX1.DE (iShares EURO STOXX Banks 30-15 UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXX1.DE is a Financials Equities fund tracking the EURO STOXX® Banks 30-15, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EXX1.DE returned 14.90%/yr vs 12.38%/yr for IUSQ.DE. A 0.53 correlation means they provide meaningful diversification when combined. EXX1.DE charges 0.52%/yr vs 0.20%/yr for IUSQ.DE.

Performance

EXX1.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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, EXX1.DE achieves a 5.47% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, EXX1.DE has outperformed IUSQ.DE with an annualized return of 14.90%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.

EXX1.DE

1D
0.88%
1M
6.39%
YTD
5.47%
6M
12.15%
1Y
41.16%
3Y*
45.42%
5Y*
28.85%
10Y*
14.90%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXX1.DE vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)		5.47%90.63%30.20%30.03%0.67%39.66%-23.43%17.97%-31.04%14.78%
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 EXX1.DE and IUSQ.DE is 0.57, 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

0.57

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

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2011

0.53

The correlation between EXX1.DE and IUSQ.DE shifts across timeframes, from 0.45 (3 years) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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iShares EURO STOXX Banks 30-15 UCITS ETF (DE)

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with EXX1.DE:
EXX1.DE vs. LYBK.DEEXX1.DE vs. LHTC.DEEXX1.DE vs. PR1C.DEEXX1.DE vs. BNKE.LEXX1.DE vs. EXV1.DEEXX1.DE vs. SC0U.DEEXX1.DE vs. FNDE
Often compared with IUSQ.DE:
IUSQ.DE vs. VWCE.DEIUSQ.DE vs. SWDA.LIUSQ.DE vs. VOOIUSQ.DE vs. SSAC.LIUSQ.DE vs. IS3Q.DEIUSQ.DE vs. BRK-BIUSQ.DE vs. VGVF.DE

Return for Risk

EXX1.DE vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXX1.DE
EXX1.DE Risk / Return Rank: 4949
Overall Rank
EXX1.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXX1.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EXX1.DE Omega Ratio Rank: 4646
Omega Ratio Rank
EXX1.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
EXX1.DE Martin Ratio Rank: 4747
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.

EXX1.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.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.

EXX1.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
1.74
2.31

-0.57

Sortino ratioReturn per unit of downside risk
2.44
3.20

-0.76

Omega ratioGain probability vs. loss probability

1.29

1.43

-0.14

Calmar ratioReturn relative to maximum drawdown

2.41

4.08

-1.67

Martin ratioReturn relative to average drawdown

7.65

16.69

-9.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXX1.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current EXX1.DE Sharpe Ratio is 1.74, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EXX1.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

EXX1.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.31

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.88

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.82

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.76

-0.66

Drawdowns

EXX1.DE vs. IUSQ.DE - Drawdown Comparison

The maximum EXX1.DE drawdown since its inception was -84.32%, 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 EXX1.DE and IUSQ.DE.

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Drawdown Indicators

EXX1.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-33.60%

-50.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-6.48%

-10.50%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-21.25%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-34.17%

-21.25%

-12.92%

Max Drawdown (10Y)

Largest decline over 10 years

-62.43%

-33.60%

-28.83%

Current Drawdown

Current decline from peak

-1.57%

-0.55%

-1.02%

Average Drawdown

Average peak-to-trough decline

-49.66%

-4.19%

-45.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.36%

1.59%

+3.77%

Volatility

EXX1.DE vs. IUSQ.DE - Volatility Comparison

iShares EURO STOXX Banks 30-15 UCITS ETF (DE) (EXX1.DE) has a higher volatility of 5.65% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXX1.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

EXX1.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

3.03%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

18.82%

8.26%

+10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

23.58%

11.47%

+12.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.22%

13.94%

+11.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.34%

15.02%

+13.32%

EXX1.DE vs. IUSQ.DE - Expense Ratio Comparison

EXX1.DE has a 0.52% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.

Dividends

EXX1.DE vs. IUSQ.DE - Dividend Comparison

EXX1.DE's dividend yield for the trailing twelve months is around 3.59%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXX1.DE
iShares EURO STOXX Banks 30-15 UCITS ETF (DE)		3.59%3.40%5.16%4.44%7.03%0.75%1.20%4.32%4.44%7.30%3.48%2.67%
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

EXX1.DE and IUSQ.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.52% for EXX1.DE.

EXX1.DE is categorized as Financials Equities, while IUSQ.DE is Global Equities. EXX1.DE tracks EURO STOXX® Banks 30-15, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.52% for EXX1.DE and 0.20% for IUSQ.DE.

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