IS07.DE vs. IUSQ.DE
IS07.DE (iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS07.DE is a Multi-factor fund tracking the STOXX Developed World Equity Factor Screened Index (EUR Hedged), while IUSQ.DE is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 5 years, IS07.DE returned 9.90%/yr vs 11.85%/yr for IUSQ.DE. Their correlation of 0.86 suggests significant overlap in exposure. IS07.DE charges 0.33%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IS07.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS07.DE achieves a 11.48% return, which is significantly lower than IUSQ.DE's 14.14% return.
IS07.DE
- 1D
- 0.68%
- 1M
- 0.17%
- 6M
- 12.00%
- YTD
- 11.48%
- 1Y
- 23.44%
- 3Y*
- 18.84%
- 5Y*
- 9.90%
- 10Y*
- —
IUSQ.DE
- 1D
- 0.59%
- 1M
- 1.08%
- 6M
- 13.65%
- YTD
- 14.14%
- 1Y
- 26.53%
- 3Y*
- 17.85%
- 5Y*
- 11.85%
- 10Y*
- 12.51%
IS07.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS07.DE iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) | 11.48% | 21.49% | 18.24% | 12.98% | -16.13% | 22.03% | 6.67% | 18.34% | -13.48% | 16.04% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 14.14% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 5.21% |
Correlation
The correlation between IS07.DE and IUSQ.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.86 |
The correlation between IS07.DE and IUSQ.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
IS07.DE vs. IUSQ.DE — Risk / Return Rank
IS07.DE
IUSQ.DE
IS07.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.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.
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.
| IS07.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.41 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 4.08 | -0.74 |
| Martin ratioReturn relative to average drawdown | 13.14 | 16.66 | -3.52 |
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Drawdowns
IS07.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS07.DE drawdown since its inception was -33.06%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS07.DE and IUSQ.DE.
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Drawdown Indicators
| IS07.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.06% | -33.60% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -7.00% | -6.48% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.11% | -21.25% | +5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -22.26% | -21.25% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.59% | -0.06% | -0.53% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -4.17% | -1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 1.59% | +0.19% |
Volatility
IS07.DE vs. IUSQ.DE - Volatility Comparison
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) (IS07.DE) has a higher volatility of 3.86% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.66%. This indicates that IS07.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
| IS07.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.66% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.86% | 8.63% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.56% | 11.78% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 13.99% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.81% | 14.98% | +0.83% |
IS07.DE vs. IUSQ.DE - Expense Ratio Comparison
IS07.DE has a 0.33% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IS07.DE vs. IUSQ.DE - Dividend Comparison
Neither IS07.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IS07.DE and IUSQ.DE have a correlation of 0.83, 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 0.33% for IS07.DE.
IS07.DE is categorized as Multi-factor, while IUSQ.DE is Global Equities. IS07.DE tracks STOXX Developed World Equity Factor Screened Index (EUR Hedged), while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.33% for IS07.DE and 0.20% for IUSQ.DE.
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