IQSI vs. EVUS
IQSI (IQ Candriam ESG International Equity ETF) and EVUS (Ishares ESG Aware MSCI USA Value ETF) are both exchange-traded funds - IQSI is a Foreign Large Cap Equities fund tracking the IQ Candriam ESG International Equity Index, while EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, IQSI returned 14.63%/yr vs 14.60%/yr for EVUS. Their 0.69 correlation means they have sometimes moved together and sometimes differently. IQSI charges 0.15%/yr vs 0.18%/yr for EVUS.
Performance
IQSI vs. EVUS - Performance Comparison
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Returns By Period
In the year-to-date period, IQSI achieves a 10.87% return, which is significantly lower than EVUS's 13.26% return.
IQSI
- 1D
- -0.67%
- 1M
- 0.01%
- 6M
- 5.93%
- YTD
- 10.87%
- 1Y
- 22.05%
- 3Y*
- 14.63%
- 5Y*
- 8.27%
- 10Y*
- —
- ALL TIME*
- 9.51%
EVUS
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 8.62%
- YTD
- 13.26%
- 1Y
- 22.56%
- 3Y*
- 14.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $812.63K | $2.09M | $1.35M | |
| $27.33K | $342.54K | $932.39K |
IQSI vs. EVUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 10.87% | 26.95% | 4.84% | 6.59% |
EVUS Ishares ESG Aware MSCI USA Value ETF | 13.26% | 13.31% | 14.23% | 3.68% |
Correlation
The correlation between IQSI and EVUS is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.69 |
The correlation between IQSI and EVUS has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.
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Return for Risk
IQSI vs. EVUS — Risk / Return Rank
IQSI
EVUS
IQSI vs. EVUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) and Ishares ESG Aware MSCI USA Value ETF (EVUS). 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.
| IQSI | EVUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.77 | -0.94 |
| Martin ratioReturn relative to average drawdown | 6.72 | 11.74 | -5.03 |
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Drawdowns
IQSI vs. EVUS - Drawdown Comparison
The maximum IQSI drawdown since its inception was -31.90%, which is greater than EVUS's maximum drawdown of -15.65%. Use the drawdown chart below to compare losses from any high point for IQSI and EVUS.
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Drawdown Indicators
| IQSI | EVUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -15.65% | -16.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -7.72% | -4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.02% | -15.65% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -29.86% | — | — |
Current DrawdownCurrent decline from peak | -0.96% | -0.22% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -2.68% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.82% | +1.44% |
Volatility
IQSI vs. EVUS - Volatility Comparison
IQ Candriam ESG International Equity ETF (IQSI) has a higher volatility of 4.48% compared to Ishares ESG Aware MSCI USA Value ETF (EVUS) at 2.85%. This indicates that IQSI's price experiences larger fluctuations and is considered to be riskier than EVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQSI | EVUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 2.85% | +1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.64% | 8.03% | +5.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 10.67% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 12.62% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 12.62% | +6.33% |
IQSI vs. EVUS - Expense Ratio Comparison
IQSI has a 0.15% expense ratio, which is lower than EVUS's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IQSI vs. EVUS - Dividend Comparison
IQSI's dividend yield for the trailing twelve months is around 2.70%, more than EVUS's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.48% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% |
IQSI IQ Candriam ESG International Equity ETF | 2.70% | 2.75% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% |
Frequently Asked Questions
IQSI and EVUS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IQSI has higher volatility (4.48%) compared to EVUS (2.85%). In terms of maximum drawdown, IQSI dropped -31.90% vs EVUS's -15.65%.
On 3-year performance, IQSI leads with 14.63% vs 14.60% for EVUS. On fees, IQSI is cheaper at 0.15% per year. On volatility, EVUS has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IQSI has performed better with a 14.63% return vs 14.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IQSI is cheaper with a 0.15% expense ratio, compared with 0.18% for EVUS.
IQSI has the higher dividend yield at 2.70%, compared with 1.48% for EVUS.
IQSI is categorized as Foreign Large Cap Equities, while EVUS is Large Cap Value Equities. IQSI tracks IQ Candriam ESG International Equity Index, while EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. They also come from different issuers: New York Life and iShares. Their fees differ too: 0.15% for IQSI and 0.18% for EVUS.
EVUS currently has the higher Sharpe Ratio (2.01 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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