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

Performance

EXXY.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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, EXXY.DE achieves a 23.43% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, EXXY.DE has underperformed IUSQ.DE with an annualized return of 5.66%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.


EXXY.DE

1D
-1.47%
1M
-3.12%
YTD
23.43%
6M
24.08%
1Y
33.97%
3Y*
11.64%
5Y*
11.46%
10Y*
5.66%

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)

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


2026 (YTD)202520242023202220212020201920182017
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
23.43%3.90%10.13%-10.90%21.43%38.49%-14.34%8.73%-6.18%-12.20%
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 EXXY.DE and IUSQ.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

0.14

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

0.18

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

0.29

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

0.34

The correlation between EXXY.DE and IUSQ.DE shifts across timeframes, from -0.07 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXXY.DE
EXXY.DE Risk / Return Rank: 5656
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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.


EXXY.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

3.78

4.08

-0.30

Martin ratioReturn relative to average drawdown

8.41

16.69

-8.28

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

The current EXXY.DE Sharpe Ratio is 1.78, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of EXXY.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


EXXY.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.31

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.88

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.82

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.76

-0.74

Drawdowns

EXXY.DE vs. IUSQ.DE - Drawdown Comparison

The maximum EXXY.DE drawdown since its inception was -65.58%, 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 EXXY.DE and IUSQ.DE.


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Drawdown Indicators


EXXY.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-33.60%

-31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-6.48%

-2.47%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-21.25%

+4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-21.25%

-6.78%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

-33.60%

+0.06%

Current Drawdown

Current decline from peak

-16.97%

-0.55%

-16.42%

Average Drawdown

Average peak-to-trough decline

-40.08%

-4.19%

-35.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

1.59%

+2.44%

Volatility

EXXY.DE vs. IUSQ.DE - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that EXXY.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


EXXY.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

3.03%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

8.26%

+8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

11.47%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

13.94%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

15.02%

+0.30%

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

EXXY.DE has a 0.46% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

EXXY.DE vs. IUSQ.DE - Dividend Comparison

Neither EXXY.DE nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EXXY.DE and IUSQ.DE have a correlation of -0.07, 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 0.46% for EXXY.DE.

EXXY.DE is categorized as Commodities, while IUSQ.DE is Global Equities. EXXY.DE tracks Bloomberg Commodity, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.46% for EXXY.DE and 0.20% for IUSQ.DE.

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