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H4ZY.DE vs. IUSD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H4ZY.DE vs. IUSD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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, H4ZY.DE achieves a 10.90% return, which is significantly lower than IUSD.DE's 20.34% return.


H4ZY.DE

1D
-0.02%
1M
3.67%
YTD
10.90%
6M
10.95%
1Y
23.84%
3Y*
17.59%
5Y*
10Y*

IUSD.DE

1D
-0.49%
1M
7.71%
YTD
20.34%
6M
20.25%
1Y
34.31%
3Y*
15.20%
5Y*
19.36%
10Y*
11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

H4ZY.DE vs. IUSD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H4ZY.DE
HSBC MSCI World UCITS ETF USD (Acc)
10.90%7.98%25.90%20.32%-4.03%
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
20.34%6.31%11.81%63.24%1.55%

Correlation

The correlation between H4ZY.DE and IUSD.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2022

0.77

The correlation between H4ZY.DE and IUSD.DE shifts across timeframes, from 0.77 (all time) to 0.91 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

H4ZY.DE vs. IUSD.DE — Risk / Return Rank

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

H4ZY.DE
H4ZY.DE Risk / Return Rank: 7070
Overall Rank
H4ZY.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
H4ZY.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
H4ZY.DE Omega Ratio Rank: 6969
Omega Ratio Rank
H4ZY.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
H4ZY.DE Martin Ratio Rank: 7777
Martin Ratio Rank

IUSD.DE
IUSD.DE Risk / Return Rank: 8787
Overall Rank
IUSD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUSD.DE Martin Ratio Rank: 9292
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.

H4ZY.DE vs. IUSD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.


H4ZY.DEIUSD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.40

1.49

-0.09

Calmar ratioReturn relative to maximum drawdown

3.64

7.08

-3.45

Martin ratioReturn relative to average drawdown

14.48

22.57

-8.09

H4ZY.DE vs. IUSD.DE - Sharpe Ratio Comparison

The current H4ZY.DE Sharpe Ratio is 2.15, which is comparable to the IUSD.DE Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of H4ZY.DE and IUSD.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


H4ZY.DEIUSD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.74

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.63

+0.49

Drawdowns

H4ZY.DE vs. IUSD.DE - Drawdown Comparison

The maximum H4ZY.DE drawdown since its inception was -21.94%, smaller than the maximum IUSD.DE drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for H4ZY.DE and IUSD.DE.


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Drawdown Indicators


H4ZY.DEIUSD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.94%

-23.82%

+1.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-4.81%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-22.97%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

Max Drawdown (10Y)

Largest decline over 10 years

-22.97%

Current Drawdown

Current decline from peak

-0.32%

-0.49%

+0.17%

Average Drawdown

Average peak-to-trough decline

-3.60%

-3.61%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.51%

+0.14%

Volatility

H4ZY.DE vs. IUSD.DE - Volatility Comparison

The current volatility for HSBC MSCI World UCITS ETF USD (Acc) (H4ZY.DE) is 2.62%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that H4ZY.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H4ZY.DEIUSD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.98%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

9.09%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

12.41%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

23.09%

-9.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.49%

16.93%

-3.44%

H4ZY.DE vs. IUSD.DE - Expense Ratio Comparison

H4ZY.DE has a 0.15% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.


Dividends

H4ZY.DE vs. IUSD.DE - Dividend Comparison

H4ZY.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
H4ZY.DE
HSBC MSCI World UCITS ETF USD (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%
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)
0.81%1.00%1.26%1.47%2.75%1.80%1.55%1.94%1.57%1.45%1.45%1.60%

Frequently Asked Questions


H4ZY.DE and IUSD.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4ZY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZY.DE is cheaper with a 0.15% expense ratio, compared with 0.60% for IUSD.DE.

H4ZY.DE tracks MSCI World, while IUSD.DE tracks MSCI World Islamic Index. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.15% for H4ZY.DE and 0.60% for IUSD.DE.

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