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IS0D.DE vs. IXUA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0D.DE vs. IXUA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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, IS0D.DE achieves a 30.64% return, which is significantly higher than IXUA.DE's 9.84% 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%

IXUA.DE

1D
0.20%
1M
1.58%
YTD
9.84%
6M
11.80%
1Y
20.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0D.DE vs. IXUA.DE - Yearly Performance Comparison


Correlation

The correlation between IS0D.DE and IXUA.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

-0.01

The correlation between IS0D.DE and IXUA.DE shifts across timeframes, from -0.14 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0D.DE vs. IXUA.DE — Risk / Return Rank

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

IS0D.DE
IS0D.DE Risk / Return Rank: 3737
Overall Rank
IS0D.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0D.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0D.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0D.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
IS0D.DE Martin Ratio Rank: 3434
Martin Ratio Rank

IXUA.DE
IXUA.DE Risk / Return Rank: 5252
Overall Rank
IXUA.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IXUA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IXUA.DE Omega Ratio Rank: 5252
Omega Ratio Rank
IXUA.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
IXUA.DE Martin Ratio Rank: 5555
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.

IS0D.DE vs. IXUA.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 World ex-USA UCITS ETF USD Acc (IXUA.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.DEIXUA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.02

2.44

-0.42

Martin ratioReturn relative to average drawdown

5.02

9.50

-4.49

IS0D.DE vs. IXUA.DE - Sharpe Ratio Comparison

The current IS0D.DE Sharpe Ratio is 1.33, which is comparable to the IXUA.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of IS0D.DE and IXUA.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


IS0D.DEIXUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.71

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.10

-1.01

Drawdowns

IS0D.DE vs. IXUA.DE - Drawdown Comparison

The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than IXUA.DE's maximum drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and IXUA.DE.


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Drawdown Indicators


IS0D.DEIXUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.47%

-16.58%

-62.89%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-8.53%

-9.22%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.34%

Max Drawdown (10Y)

Largest decline over 10 years

-73.73%

Current Drawdown

Current decline from peak

-9.82%

-0.74%

-9.08%

Average Drawdown

Average peak-to-trough decline

-27.09%

-2.09%

-25.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.18%

2.20%

+4.98%

Volatility

IS0D.DE vs. IXUA.DE - Volatility Comparison

iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) at 3.28%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than IXUA.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.DEIXUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

3.28%

+4.50%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

9.95%

+12.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

12.21%

+14.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

14.74%

+15.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.12%

14.74%

+18.38%

IS0D.DE vs. IXUA.DE - Expense Ratio Comparison

IS0D.DE has a 0.55% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio.


Dividends

IS0D.DE vs. IXUA.DE - Dividend Comparison

Neither IS0D.DE nor IXUA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS0D.DE and IXUA.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for IS0D.DE.

IS0D.DE is categorized as Energy Equities, while IXUA.DE is Global Equities. IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while IXUA.DE tracks MSCI World ex USA. Their fees differ too: 0.55% for IS0D.DE and 0.15% for IXUA.DE.

Portfolio Optimizer

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