IS0E.DE vs. IUSQ.DE
Compare and contrast key facts about iShares Gold Producers UCITS ETF (IS0E.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE).
IS0E.DE and IUSQ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011. IUSQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI All Country World (ACWI). It was launched on Oct 21, 2011. Both IS0E.DE and IUSQ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS0E.DE or IUSQ.DE.
Key characteristics
| IS0E.DE | IUSQ.DE | |
|---|---|---|
| YTD Return | 30.68% | 17.98% |
| 1Y Return | 36.45% | 25.71% |
| 3Y Return (Ann) | 9.83% | 7.13% |
| 5Y Return (Ann) | 8.91% | 11.08% |
| 10Y Return (Ann) | 12.89% | 10.35% |
| Sharpe Ratio | 1.53 | 2.50 |
| Sortino Ratio | 2.18 | 3.27 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 1.18 | 3.13 |
| Martin Ratio | 7.11 | 15.15 |
| Ulcer Index | 6.04% | 1.69% |
| Daily Std Dev | 28.04% | 10.23% |
| Max Drawdown | -71.22% | -33.60% |
| Current Drawdown | -8.63% | -2.69% |
Correlation
The correlation between IS0E.DE and IUSQ.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IS0E.DE vs. IUSQ.DE - Performance Comparison
In the year-to-date period, IS0E.DE achieves a 30.68% return, which is significantly higher than IUSQ.DE's 17.98% return. Over the past 10 years, IS0E.DE has outperformed IUSQ.DE with an annualized return of 12.89%, while IUSQ.DE has yielded a comparatively lower 10.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS0E.DE vs. IUSQ.DE - Expense Ratio Comparison
IS0E.DE has a 0.55% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Risk-Adjusted Performance
IS0E.DE vs. IUSQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.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.
Dividends
IS0E.DE vs. IUSQ.DE - Dividend Comparison
Neither IS0E.DE nor IUSQ.DE has paid dividends to shareholders.
Drawdowns
IS0E.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS0E.DE drawdown since its inception was -71.22%, 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 IS0E.DE and IUSQ.DE. For additional features, visit the drawdowns tool.
Volatility
IS0E.DE vs. IUSQ.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (IS0E.DE) has a higher volatility of 7.22% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 2.22%. This indicates that IS0E.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.