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IEVD.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEVD.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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, IEVD.DE achieves a 58.66% return, which is significantly higher than IUSQ.DE's 12.65% return.


IEVD.DE

1D
-1.86%
1M
18.11%
YTD
58.66%
6M
57.41%
1Y
88.40%
3Y*
23.68%
5Y*
13.50%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEVD.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)
58.66%10.81%5.27%23.03%-23.20%26.64%20.44%6.55%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%4.94%15.76%

Correlation

The correlation between IEVD.DE and IUSQ.DE is 0.76, 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

0.76

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

0.75

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.81

The correlation between IEVD.DE and IUSQ.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.

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Return for Risk

IEVD.DE vs. IUSQ.DE — Risk / Return Rank

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

IEVD.DE
IEVD.DE Risk / Return Rank: 7878
Overall Rank
IEVD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEVD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
IEVD.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IEVD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IEVD.DE Martin Ratio Rank: 5656
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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.

IEVD.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.


IEVD.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.53

1.43

+0.09

Calmar ratioReturn relative to maximum drawdown

4.17

4.08

+0.09

Martin ratioReturn relative to average drawdown

9.74

16.69

-6.95

IEVD.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current IEVD.DE Sharpe Ratio is 2.71, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IEVD.DE and IUSQ.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


IEVD.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

2.31

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.88

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.76

-0.15

Drawdowns

IEVD.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IEVD.DE drawdown since its inception was -42.37%, 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 IEVD.DE and IUSQ.DE.


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Drawdown Indicators


IEVD.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-33.60%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-21.18%

-6.48%

-14.70%

Max Drawdown (3Y)

Largest decline over 3 years

-30.23%

-21.25%

-8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.39%

-21.25%

-9.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.86%

-0.55%

-1.31%

Average Drawdown

Average peak-to-trough decline

-10.27%

-4.19%

-6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.09%

1.59%

+7.50%

Volatility

IEVD.DE vs. IUSQ.DE - Volatility Comparison

iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a higher volatility of 11.17% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IEVD.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


IEVD.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

3.03%

+8.14%

Volatility (6M)

Calculated over the trailing 6-month period

19.50%

8.26%

+11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

32.58%

11.47%

+21.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.27%

13.94%

+10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

15.02%

+10.25%

IEVD.DE vs. IUSQ.DE - Expense Ratio Comparison

IEVD.DE has a 0.40% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

IEVD.DE vs. IUSQ.DE - Dividend Comparison

Neither IEVD.DE nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEVD.DE and IUSQ.DE have a correlation of 0.76, 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 0.40% for IEVD.DE.

IEVD.DE is categorized as Technology Equities, while IUSQ.DE is Global Equities. IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.40% for IEVD.DE and 0.20% for IUSQ.DE.

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