I500.DE vs. IUSQ.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - I500.DE is a S&P 500 fund tracking the S&P 500 Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 12.42%/yr for IUSQ.DE. With a 0.96 correlation, they move nearly in lockstep. I500.DE charges 0.07%/yr vs 0.20%/yr for IUSQ.DE.
Performance
I500.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly lower than IUSQ.DE's 12.65% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
I500.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 9.80% |
Correlation
The correlation between I500.DE and IUSQ.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.96 |
The correlation between I500.DE and IUSQ.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
I500.DE vs. IUSQ.DE — Risk / Return Rank
I500.DE
IUSQ.DE
I500.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.43 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 4.08 | -0.48 |
| Martin ratioReturn relative to average drawdown | 12.82 | 16.69 | -3.87 |
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
| I500.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.31 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.88 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.76 | +0.37 |
Drawdowns
I500.DE vs. IUSQ.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for I500.DE and IUSQ.DE.
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Drawdown Indicators
| I500.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -33.60% | +10.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.48% | -0.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -21.25% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -21.25% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.55% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -4.19% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.59% | +0.42% |
Volatility
I500.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) is 2.65%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that I500.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
| I500.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.03% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 8.26% | -0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 11.47% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 13.94% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 15.02% | +0.11% |
I500.DE vs. IUSQ.DE - Expense Ratio Comparison
I500.DE has a 0.07% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
I500.DE vs. IUSQ.DE - Dividend Comparison
Neither I500.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, I500.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.
I500.DE is categorized as S&P 500, while IUSQ.DE is Global Equities. I500.DE tracks S&P 500 Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.07% for I500.DE and 0.20% for IUSQ.DE.
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