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

Performance

IQQH.DE vs. IUSQ.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 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, IQQH.DE achieves a 39.28% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, IQQH.DE has underperformed IUSQ.DE with an annualized return of 11.71%, while IUSQ.DE has yielded a comparatively higher 12.38% 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%

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)

IQQH.DE vs. IUSQ.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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between IQQH.DE and IUSQ.DE is 0.55, 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

0.55

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

0.50

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

0.56

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2011

0.64

The correlation between IQQH.DE and IUSQ.DE shifts across timeframes, from 0.50 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQQH.DE vs. IUSQ.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

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.

IQQH.DE vs. IUSQ.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 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.


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

+0.87

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.50

1.43

+0.07

Calmar ratioReturn relative to maximum drawdown

6.29

4.08

+2.21

Martin ratioReturn relative to average drawdown

19.88

16.69

+3.19

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

The current IQQH.DE Sharpe Ratio is 3.18, which is higher than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IQQH.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


IQQH.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

2.31

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.88

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.82

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.76

-0.77

Drawdowns

IQQH.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IQQH.DE drawdown since its inception was -86.09%, 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 IQQH.DE and IUSQ.DE.


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Drawdown Indicators


IQQH.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.09%

-33.60%

-52.49%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-6.48%

-5.84%

Max Drawdown (3Y)

Largest decline over 3 years

-44.43%

-21.25%

-23.18%

Max Drawdown (5Y)

Largest decline over 5 years

-57.70%

-21.25%

-36.45%

Max Drawdown (10Y)

Largest decline over 10 years

-63.78%

-33.60%

-30.18%

Current Drawdown

Current decline from peak

-24.01%

-0.55%

-23.46%

Average Drawdown

Average peak-to-trough decline

-59.78%

-4.19%

-55.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

1.59%

+2.31%

Volatility

IQQH.DE vs. IUSQ.DE - Volatility Comparison

iShares Global Clean Energy UCITS ETF USD (Dist) (IQQH.DE) has a higher volatility of 9.79% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IQQH.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


IQQH.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

3.03%

+6.76%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

8.26%

+10.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

11.47%

+12.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.69%

13.94%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.08%

15.02%

+10.06%

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

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


Dividends

IQQH.DE vs. IUSQ.DE - Dividend Comparison

IQQH.DE's dividend yield for the trailing twelve months is around 0.94%, while IUSQ.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%
IUSQ.DE
iShares MSCI ACWI 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 IUSQ.DE have a correlation of 0.55, 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 0.65% for IQQH.DE.

IQQH.DE is categorized as Energy Equities, while IUSQ.DE is Global Equities. IQQH.DE tracks S&P Global Clean Energy, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.65% for IQQH.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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