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IDVY.AS vs. CSUS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDVY.AS vs. CSUS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IDVY.AS having a 12.47% return and CSUS.AS slightly higher at 12.98%. Over the past 10 years, IDVY.AS has underperformed CSUS.AS with an annualized return of 7.95%, while CSUS.AS has yielded a comparatively higher 14.34% annualized return.


IDVY.AS

1D
0.00%
1M
1.35%
6M
10.91%
YTD
12.47%
1Y
24.28%
3Y*
21.45%
5Y*
10.33%
10Y*
7.95%

CSUS.AS

1D
0.00%
1M
1.93%
6M
10.53%
YTD
12.98%
1Y
24.85%
3Y*
19.35%
5Y*
13.23%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVY.AS vs. CSUS.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDVY.AS
iShares Euro Dividend UCITS ETF
12.47%41.92%8.62%4.42%-13.82%24.39%-17.87%20.43%-10.28%9.96%
CSUS.AS
iShares MSCI USA UCITS ETF USD (Acc)
12.98%4.04%33.96%22.33%-15.27%37.95%10.18%32.81%-0.73%6.52%

Correlation

The correlation between IDVY.AS and CSUS.AS is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.32

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

0.43

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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2014

0.55

Over the past year, the correlation between IDVY.AS and CSUS.AS has dropped to 0.35 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

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Return for Risk

IDVY.AS vs. CSUS.AS — Risk / Return Rank

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

IDVY.AS
IDVY.AS Risk / Return Rank: 7676
Overall Rank
IDVY.AS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IDVY.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
IDVY.AS Omega Ratio Rank: 8181
Omega Ratio Rank
IDVY.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDVY.AS Martin Ratio Rank: 6666
Martin Ratio Rank

CSUS.AS
CSUS.AS Risk / Return Rank: 8080
Overall Rank
CSUS.AS Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CSUS.AS Sortino Ratio Rank: 8080
Sortino Ratio Rank
CSUS.AS Omega Ratio Rank: 8181
Omega Ratio Rank
CSUS.AS Calmar Ratio Rank: 8080
Calmar Ratio Rank
CSUS.AS Martin Ratio Rank: 7878
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.

IDVY.AS vs. CSUS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDVY.ASCSUS.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.02

3.37

-0.35

Martin ratioReturn relative to average drawdown

9.39

11.66

-2.26

IDVY.AS vs. CSUS.AS - Sharpe Ratio Comparison

The current IDVY.AS Sharpe Ratio is 2.03, which is comparable to the CSUS.AS Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IDVY.AS and CSUS.AS, 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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Drawdowns

IDVY.AS vs. CSUS.AS - Drawdown Comparison

The maximum IDVY.AS drawdown since its inception was -68.85%, which is greater than CSUS.AS's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for IDVY.AS and CSUS.AS.


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Drawdown Indicators


IDVY.ASCSUS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-68.85%

-34.08%

-34.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-7.34%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.81%

-23.49%

+10.68%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-23.49%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.34%

-34.08%

-8.26%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-29.06%

-4.36%

-24.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.13%

+0.44%

Volatility

IDVY.AS vs. CSUS.AS - Volatility Comparison

iShares Euro Dividend UCITS ETF (IDVY.AS) and iShares MSCI USA UCITS ETF USD (Acc) (CSUS.AS) have volatilities of 3.00% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDVY.ASCSUS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

2.98%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

8.23%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.85%

11.88%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.76%

15.56%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.88%

16.26%

+0.62%

IDVY.AS vs. CSUS.AS - Expense Ratio Comparison

IDVY.AS has a 0.40% expense ratio, which is higher than CSUS.AS's 0.33% expense ratio.


Dividends

IDVY.AS vs. CSUS.AS - Dividend Comparison

IDVY.AS's dividend yield for the trailing twelve months is around 4.42%, while CSUS.AS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CSUS.AS
iShares MSCI USA 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%
IDVY.AS
iShares Euro Dividend UCITS ETF
4.42%4.36%5.85%5.84%5.28%3.68%3.57%4.84%4.76%3.91%3.97%3.99%

Frequently Asked Questions


IDVY.AS and CSUS.AS have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSUS.AS is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSUS.AS is cheaper with a 0.33% expense ratio, compared with 0.40% for IDVY.AS.

IDVY.AS is categorized as Europe Equities, while CSUS.AS is Large Cap Blend Equities. IDVY.AS tracks MSCI EMU NR EUR, while CSUS.AS tracks Russell 1000 TR USD. Their fees differ too: 0.40% for IDVY.AS and 0.33% for CSUS.AS.

Portfolio Optimizer

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