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IS0Q.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Q.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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, IS0Q.DE achieves a 4.68% return, which is significantly lower than IUSQ.DE's 14.14% return. Over the past 10 years, IS0Q.DE has underperformed IUSQ.DE with an annualized return of 3.24%, while IUSQ.DE has yielded a comparatively higher 12.51% annualized return.


IS0Q.DE

1D
0.09%
1M
1.94%
6M
4.52%
YTD
4.68%
1Y
8.96%
3Y*
5.37%
5Y*
2.68%
10Y*
3.24%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Q.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
4.68%-3.70%12.34%4.23%-6.55%7.84%-2.78%16.71%1.69%-5.24%
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%9.14%

Correlation

The correlation between IS0Q.DE and IUSQ.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2012

0.38

The correlation between IS0Q.DE and IUSQ.DE shifts across timeframes, from 0.23 (5 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS0Q.DE vs. IUSQ.DE — Risk / Return Rank

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

IS0Q.DE
IS0Q.DE Risk / Return Rank: 6262
Overall Rank
IS0Q.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IS0Q.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
IS0Q.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS0Q.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS0Q.DE Martin Ratio Rank: 5858
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8686
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 9090
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.

IS0Q.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.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.


IS0Q.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.98

4.08

-1.10

Martin ratioReturn relative to average drawdown

8.52

16.66

-8.14

IS0Q.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current IS0Q.DE Sharpe Ratio is 1.63, which is comparable to the IUSQ.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IS0Q.DE and IUSQ.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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Drawdowns

IS0Q.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IS0Q.DE drawdown since its inception was -26.03%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS0Q.DE and IUSQ.DE.


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Drawdown Indicators


IS0Q.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-33.60%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-6.48%

+3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-11.02%

-21.25%

+10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-11.02%

-21.25%

+10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-23.18%

-33.60%

+10.42%

Current Drawdown

Current decline from peak

-2.03%

-0.06%

-1.97%

Average Drawdown

Average peak-to-trough decline

-7.56%

-4.17%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

1.59%

-0.54%

Volatility

IS0Q.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (IS0Q.DE) is 1.46%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.66%. This indicates that IS0Q.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


IS0Q.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

3.66%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.76%

8.63%

-4.87%

Volatility (1Y)

Calculated over the trailing 1-year period

5.48%

11.78%

-6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

13.99%

-6.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.77%

14.98%

-6.21%

IS0Q.DE vs. IUSQ.DE - Expense Ratio Comparison

IS0Q.DE has a 0.50% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

IS0Q.DE vs. IUSQ.DE - Dividend Comparison

IS0Q.DE's dividend yield for the trailing twelve months is around 5.50%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0Q.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.50%5.61%5.36%5.07%4.31%3.54%4.14%4.58%4.69%4.55%4.51%5.13%
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


IS0Q.DE and IUSQ.DE have a correlation of 0.28, 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 0.50% for IS0Q.DE.

IS0Q.DE is categorized as Emerging Markets Bonds, while IUSQ.DE is Global Equities. IS0Q.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.50% for IS0Q.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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