IS0R.DE vs. IUSQ.DE
IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS0R.DE is a High Yield Bonds fund tracking the iBoxx® USD Liquid High Yield Capped, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IS0R.DE returned 4.79%/yr vs 12.38%/yr for IUSQ.DE. A 0.62 correlation means they provide meaningful diversification when combined. IS0R.DE charges 0.50%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IS0R.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS0R.DE achieves a 2.44% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IS0R.DE has underperformed IUSQ.DE with an annualized return of 4.79%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
IS0R.DE
- 1D
- 0.10%
- 1M
- 1.07%
- YTD
- 2.44%
- 6M
- 2.00%
- 1Y
- 5.17%
- 3Y*
- 5.34%
- 5Y*
- 4.94%
- 10Y*
- 4.79%
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%
IS0R.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 2.44% | -2.53% | 12.70% | 6.99% | -3.38% | 12.70% | -4.57% | 16.09% | 2.76% | -7.28% |
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 IS0R.DE and IUSQ.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2014 | 0.62 |
Over the past year, the correlation between IS0R.DE and IUSQ.DE has dropped to 0.42 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
IS0R.DE vs. IUSQ.DE — Risk / Return Rank
IS0R.DE
IUSQ.DE
IS0R.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.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.
| IS0R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 4.08 | -2.43 |
| Martin ratioReturn relative to average drawdown | 5.16 | 16.69 | -11.53 |
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
| IS0R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.31 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.88 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.82 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.76 | -0.27 |
Drawdowns
IS0R.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS0R.DE drawdown since its inception was -22.05%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and IUSQ.DE.
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Drawdown Indicators
| IS0R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -33.60% | +11.55% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -6.48% | +3.37% |
Max Drawdown (3Y)Largest decline over 3 years | -11.44% | -21.25% | +9.81% |
Max Drawdown (5Y)Largest decline over 5 years | -11.44% | -21.25% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | -22.05% | -33.60% | +11.55% |
Current DrawdownCurrent decline from peak | -3.26% | -0.55% | -2.71% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -4.19% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.59% | -0.59% |
Volatility
IS0R.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 0.84%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IS0R.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
| IS0R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 3.03% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.65% | 8.26% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 11.47% | -5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.66% | 13.94% | -6.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.84% | 15.02% | -6.18% |
IS0R.DE vs. IUSQ.DE - Expense Ratio Comparison
IS0R.DE has a 0.50% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IS0R.DE vs. IUSQ.DE - Dividend Comparison
IS0R.DE's dividend yield for the trailing twelve months is around 6.21%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.21% | 6.34% | 6.27% | 5.74% | 4.94% | 4.18% | 5.22% | 5.46% | 5.65% | 5.88% | 5.32% | 6.00% |
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
IS0R.DE and IUSQ.DE have a correlation of 0.42, 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 IS0R.DE.
IS0R.DE is categorized as High Yield Bonds, while IUSQ.DE is Global Equities. IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.50% for IS0R.DE and 0.20% for IUSQ.DE.
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