EXXY.DE vs. IUSQ.DE
EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - EXXY.DE is a Commodities fund tracking the Bloomberg Commodity, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, EXXY.DE returned 5.66%/yr vs 12.38%/yr for IUSQ.DE. At a 0.34 correlation, their price movements are largely independent. EXXY.DE charges 0.46%/yr vs 0.20%/yr for IUSQ.DE.
Performance
EXXY.DE vs. IUSQ.DE - Performance Comparison
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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%
EXXY.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
EXXY.DE
IUSQ.DE
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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| 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 |
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
| EXXY.DE | IUSQ.DE | Difference | |
|---|---|---|---|
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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.97% | -0.55% | -16.42% |
Average DrawdownAverage peak-to-trough decline | -40.08% | -4.19% | -35.89% |
Ulcer IndexDepth 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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
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.
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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