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IQQH.DE vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQH.DE vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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, IQQH.DE achieves a 39.28% return, which is significantly higher than IUSK.DE's 6.53% return. Over the past 10 years, IQQH.DE has outperformed IUSK.DE with an annualized return of 11.71%, while IUSK.DE has yielded a comparatively lower 7.86% annualized return.


IQQH.DE

1D
-1.81%
1M
8.45%
YTD
39.28%
6M
35.95%
1Y
78.04%
3Y*
5.37%
5Y*
2.58%
10Y*
11.71%

IUSK.DE

1D
0.74%
1M
1.54%
YTD
6.53%
6M
8.40%
1Y
5.44%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQH.DE vs. IUSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
39.28%29.83%-21.49%-22.15%0.84%-17.65%117.65%49.62%-4.26%7.71%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
6.53%3.95%5.36%16.45%-15.18%26.73%4.02%30.88%-7.69%11.41%

Correlation

The correlation between IQQH.DE and IUSK.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.47

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

0.51

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2011

0.59

The correlation between IQQH.DE and IUSK.DE shifts across timeframes, from 0.42 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQH.DE vs. IUSK.DE — Risk / Return Rank

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

IQQH.DE
IQQH.DE Risk / Return Rank: 8989
Overall Rank
IQQH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQH.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
IQQH.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IQQH.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
IQQH.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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.

IQQH.DE vs. IUSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.


IQQH.DEIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.78

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.50

1.08

+0.42

Calmar ratioReturn relative to maximum drawdown

6.29

0.53

+5.76

Martin ratioReturn relative to average drawdown

19.88

1.40

+18.48

IQQH.DE vs. IUSK.DE - Sharpe Ratio Comparison

The current IQQH.DE Sharpe Ratio is 3.18, which is higher than the IUSK.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of IQQH.DE and IUSK.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


IQQH.DEIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

0.40

+2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.36

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.50

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.49

-0.50

Drawdowns

IQQH.DE vs. IUSK.DE - Drawdown Comparison

The maximum IQQH.DE drawdown since its inception was -86.09%, which is greater than IUSK.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IQQH.DE and IUSK.DE.


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Drawdown Indicators


IQQH.DEIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.09%

-33.56%

-52.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-10.12%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-44.43%

-15.94%

-28.49%

Max Drawdown (5Y)

Largest decline over 5 years

-57.70%

-23.50%

-34.20%

Max Drawdown (10Y)

Largest decline over 10 years

-63.78%

-33.56%

-30.22%

Current Drawdown

Current decline from peak

-24.01%

-0.86%

-23.15%

Average Drawdown

Average peak-to-trough decline

-59.78%

-5.91%

-53.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.83%

+0.07%

Volatility

IQQH.DE vs. IUSK.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a higher volatility of 9.79% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 4.24%. This indicates that IQQH.DE's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQH.DEIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

4.24%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

11.01%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

13.58%

+10.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.69%

14.62%

+10.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

15.50%

+9.58%

IQQH.DE vs. IUSK.DE - Expense Ratio Comparison

IQQH.DE has a 0.65% expense ratio, which is higher than IUSK.DE's 0.20% expense ratio.


Dividends

IQQH.DE vs. IUSK.DE - Dividend Comparison

IQQH.DE's dividend yield for the trailing twelve months is around 0.94%, while IUSK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
0.94%1.53%1.32%1.23%0.83%1.23%0.56%2.89%3.30%4.82%4.72%2.86%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (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%

Frequently Asked Questions


IQQH.DE and IUSK.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.65% for IQQH.DE.

IQQH.DE is categorized as Energy Equities, while IUSK.DE is Europe Equities. IQQH.DE tracks S&P Global Clean Energy, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. Their fees differ too: 0.65% for IQQH.DE and 0.20% for IUSK.DE.

Portfolio Optimizer

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