IS0D.DE vs. IUSQ.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS0D.DE is a Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IS0D.DE returned 6.95%/yr vs 12.38%/yr for IUSQ.DE. A 0.52 correlation means they provide meaningful diversification when combined. IS0D.DE charges 0.55%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IS0D.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, IS0D.DE has underperformed IUSQ.DE with an annualized return of 6.95%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
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%
IS0D.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
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 IS0D.DE and IUSQ.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2012 | 0.52 |
The correlation between IS0D.DE and IUSQ.DE shifts across timeframes, from -0.07 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS0D.DE vs. IUSQ.DE — Risk / Return Rank
IS0D.DE
IUSQ.DE
IS0D.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.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.
| IS0D.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.08 | -2.06 |
| Martin ratioReturn relative to average drawdown | 5.02 | 16.69 | -11.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS0D.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.31 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.88 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.82 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.76 | -0.67 |
Drawdowns
IS0D.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, 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 IS0D.DE and IUSQ.DE.
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Drawdown Indicators
| IS0D.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -33.60% | -45.87% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -6.48% | -11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -21.25% | -9.55% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -21.25% | -11.09% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -33.60% | -40.13% |
Current DrawdownCurrent decline from peak | -9.82% | -0.55% | -9.27% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -4.19% | -22.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 1.59% | +5.59% |
Volatility
IS0D.DE vs. IUSQ.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IS0D.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
| IS0D.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 3.03% | +4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 8.26% | +14.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 11.47% | +15.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 13.94% | +16.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 15.02% | +18.10% |
IS0D.DE vs. IUSQ.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IS0D.DE vs. IUSQ.DE - Dividend Comparison
Neither IS0D.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0D.DE and IUSQ.DE have a correlation of -0.07, 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 0.55% for IS0D.DE.
IS0D.DE is categorized as Energy Equities, while IUSQ.DE is Global Equities. IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.55% for IS0D.DE and 0.20% for IUSQ.DE.
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