IS0M.DE vs. IUSQ.DE
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS0M.DE is a European Government Bonds fund tracking the Bloomberg Italy Treasury Bond, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IS0M.DE returned 0.92%/yr vs 12.38%/yr for IUSQ.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.20% expense ratio.
Performance
IS0M.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IS0M.DE has underperformed IUSQ.DE with an annualized return of 0.92%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
IS0M.DE
- 1D
- 0.01%
- 1M
- -0.06%
- YTD
- -0.32%
- 6M
- -0.26%
- 1Y
- 1.11%
- 3Y*
- 4.15%
- 5Y*
- -0.79%
- 10Y*
- 0.92%
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%
IS0M.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | -0.32% | 3.07% | 4.66% | 9.14% | -17.24% | -2.99% | 7.54% | 10.45% | -1.48% | 0.31% |
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 IS0M.DE and IUSQ.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2012 | 0.18 |
Over the past year, IS0M.DE and IUSQ.DE have become more correlated (0.39) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
IS0M.DE vs. IUSQ.DE — Risk / Return Rank
IS0M.DE
IUSQ.DE
IS0M.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.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.
| IS0M.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.43 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 4.08 | -3.89 |
| Martin ratioReturn relative to average drawdown | 0.58 | 16.69 | -16.11 |
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
| IS0M.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 2.31 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.88 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.82 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.76 | -0.27 |
Drawdowns
IS0M.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and IUSQ.DE.
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Drawdown Indicators
| IS0M.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -33.60% | +12.52% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -6.48% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -21.25% | +16.83% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -21.25% | +0.40% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -33.60% | +12.52% |
Current DrawdownCurrent decline from peak | -6.33% | -0.55% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -4.19% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.59% | -0.16% |
Volatility
IS0M.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) is 1.99%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IS0M.DE experiences smaller price fluctuations and is considered to be less risky 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
| IS0M.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 3.03% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 8.26% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 11.47% | -6.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 13.94% | -7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 15.02% | -8.29% |
IS0M.DE vs. IUSQ.DE - Expense Ratio Comparison
Both IS0M.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IS0M.DE vs. IUSQ.DE - Dividend Comparison
IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | 2.83% | 2.82% | 2.66% | 2.10% | 1.05% | 0.74% | 0.98% | 1.45% | 1.37% | 1.37% | 1.47% | 1.83% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IS0M.DE and IUSQ.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS0M.DE and IUSQ.DE have the same expense ratio: 0.20% per year.
IS0M.DE is categorized as European Government Bonds, while IUSQ.DE is Global Equities. IS0M.DE tracks Bloomberg Italy Treasury Bond, while IUSQ.DE tracks MSCI All Country World (ACWI).
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