IBCH.DE vs. IUSD.DE
IBCH.DE (iShares MSCI World EUR Hedged UCITS ETF Accumulating) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds from iShares - IBCH.DE tracks the MSCI World 100% Hedged to EUR Net while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 10 years, IBCH.DE returned 11.23%/yr vs 11.00%/yr for IUSD.DE. A 0.56 correlation means they provide meaningful diversification when combined. IBCH.DE charges 0.55%/yr vs 0.60%/yr for IUSD.DE.
Performance
IBCH.DE vs. IUSD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCH.DE achieves a 8.84% return, which is significantly lower than IUSD.DE's 20.34% return. Both investments have delivered pretty close results over the past 10 years, with IBCH.DE having a 11.23% annualized return and IUSD.DE not far behind at 11.00%.
IBCH.DE
- 1D
- 0.09%
- 1M
- 2.82%
- YTD
- 8.84%
- 6M
- 9.58%
- 1Y
- 23.44%
- 3Y*
- 18.41%
- 5Y*
- 10.57%
- 10Y*
- 11.23%
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%
IBCH.DE vs. IUSD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCH.DE iShares MSCI World EUR Hedged UCITS ETF Accumulating | 8.84% | 16.80% | 19.60% | 21.25% | -18.84% | 23.63% | 11.16% | 24.84% | -10.33% | 16.64% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 4.32% |
Correlation
The correlation between IBCH.DE and IUSD.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 21, 2011 | 0.56 |
Over the past year, IBCH.DE and IUSD.DE have become more correlated (0.78) than their long-term average of 0.56, meaning their price movements have been converging.
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Return for Risk
IBCH.DE vs. IUSD.DE — Risk / Return Rank
IBCH.DE
IUSD.DE
IBCH.DE vs. IUSD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.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.
| IBCH.DE | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.49 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 7.08 | -4.04 |
| Martin ratioReturn relative to average drawdown | 13.04 | 22.57 | -9.53 |
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
| IBCH.DE | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 2.74 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.83 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.64 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.63 | 0.00 |
Drawdowns
IBCH.DE vs. IUSD.DE - Drawdown Comparison
The maximum IBCH.DE drawdown since its inception was -33.56%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for IBCH.DE and IUSD.DE.
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Drawdown Indicators
| IBCH.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -23.82% | -9.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -4.81% | -2.98% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -22.97% | +5.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -22.97% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -22.97% | -10.59% |
Current DrawdownCurrent decline from peak | -0.39% | -0.49% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.61% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.51% | +0.31% |
Volatility
IBCH.DE vs. IUSD.DE - Volatility Comparison
The current volatility for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) is 2.94%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that IBCH.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
| IBCH.DE | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 3.98% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 9.09% | -0.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 12.41% | -1.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 23.09% | -8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 16.93% | -1.61% |
IBCH.DE vs. IUSD.DE - Expense Ratio Comparison
IBCH.DE has a 0.55% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.
Dividends
IBCH.DE vs. IUSD.DE - Dividend Comparison
IBCH.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBCH.DE iShares MSCI World EUR Hedged UCITS ETF Accumulating | 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
IBCH.DE and IUSD.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCH.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCH.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for IUSD.DE.
IBCH.DE tracks MSCI World 100% Hedged to EUR Net, while IUSD.DE tracks MSCI World Islamic Index. Their fees differ too: 0.55% for IBCH.DE and 0.60% for IUSD.DE.
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