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

EXXW.DE vs. IUSQ.DE

Last updated Jun 5, 2026

EXXW.DE (iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXXW.DE is a Asia Pacific Equities fund tracking the Dow Jones Asia/Pacific Select Dividend 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, EXXW.DE returned 7.08%/yr vs 12.38%/yr for IUSQ.DE. A 0.67 correlation means they provide meaningful diversification when combined. EXXW.DE charges 0.31%/yr vs 0.20%/yr for IUSQ.DE.

Performance

EXXW.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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, EXXW.DE achieves a 13.56% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, EXXW.DE has underperformed IUSQ.DE with an annualized return of 7.08%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.

EXXW.DE

1D
-0.19%
1M
0.30%
YTD
13.56%
6M
14.04%
1Y
36.22%
3Y*
18.59%
5Y*
10.99%
10Y*
7.08%

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)

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

2026 (YTD)202520242023202220212020201920182017
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)		13.56%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%
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 EXXW.DE and IUSQ.DE is 0.53, 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

0.53

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

0.57

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

0.57

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

0.66

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

0.67

The correlation between EXXW.DE and IUSQ.DE shifts across timeframes, from 0.53 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.

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iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with EXXW.DE:
EXXW.DE vs. SCHDEXXW.DE vs. FLXE.LEXXW.DE vs. IQQX.DEEXXW.DE vs. I500.DEEXXW.DE vs. DBX8.DEEXXW.DE vs. 18MM.DEEXXW.DE vs. APXJ.DE
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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXXW.DE
EXXW.DE Risk / Return Rank: 8989
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.

EXXW.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
2.88
2.31

+0.58

Sortino ratioReturn per unit of downside risk
4.18
3.20

+0.97

Omega ratioGain probability vs. loss probability

1.53

1.43

+0.09

Calmar ratioReturn relative to maximum drawdown

5.69

4.08

+1.61

Martin ratioReturn relative to average drawdown

20.43

16.69

+3.73

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

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

The current EXXW.DE Sharpe Ratio is 2.88, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EXXW.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

EXXW.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

2.31

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.88

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.82

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.76

-0.48

Drawdowns

EXXW.DE vs. IUSQ.DE - Drawdown Comparison

The maximum EXXW.DE drawdown since its inception was -66.89%, 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 EXXW.DE and IUSQ.DE.

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Drawdown Indicators

EXXW.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-33.60%

-33.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-6.48%

+0.14%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-21.25%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-21.25%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-33.60%

-8.28%

Current Drawdown

Current decline from peak

-2.21%

-0.55%

-1.66%

Average Drawdown

Average peak-to-trough decline

-11.54%

-4.19%

-7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.59%

+0.18%

Volatility

EXXW.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) is 2.42%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that EXXW.DE experiences smaller price fluctuations and is considered to be less risky 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

EXXW.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

3.03%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.26%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

11.47%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

13.94%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

15.02%

+0.79%

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

EXXW.DE has a 0.31% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.

Dividends

EXXW.DE vs. IUSQ.DE - Dividend Comparison

EXXW.DE's dividend yield for the trailing twelve months is around 4.04%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)		4.04%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%
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

EXXW.DE and IUSQ.DE have a correlation of 0.53, 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 0.31% for EXXW.DE.

EXXW.DE is categorized as Asia Pacific Equities, while IUSQ.DE is Global Equities. EXXW.DE tracks Dow Jones Asia/Pacific Select Dividend 50, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.31% for EXXW.DE and 0.20% for IUSQ.DE.

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