IS20.DE vs. IUSQ.DE
IS20.DE (iShares S&P 500 Top 20 UCITS ETF USD Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS20.DE is a S&P 500 fund tracking the S&P 500 Top 20 Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past year, IS20.DE returned 30.08% vs 26.39% for IUSQ.DE. Their correlation of 0.86 suggests significant overlap in exposure. IS20.DE charges 0.10%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IS20.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS20.DE achieves a 9.38% return, which is significantly lower than IUSQ.DE's 12.65% return.
IS20.DE
- 1D
- -0.38%
- 1M
- 4.82%
- YTD
- 9.38%
- 6M
- 8.62%
- 1Y
- 30.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
IS20.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IS20.DE iShares S&P 500 Top 20 UCITS ETF USD Acc | 9.38% | 6.77% | 6.20% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 1.33% |
Correlation
The correlation between IS20.DE and IUSQ.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2024 | 0.86 |
The correlation between IS20.DE and IUSQ.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
IS20.DE vs. IUSQ.DE — Risk / Return Rank
IS20.DE
IUSQ.DE
IS20.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.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.
| IS20.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 4.08 | -1.73 |
| Martin ratioReturn relative to average drawdown | 7.30 | 16.69 | -9.39 |
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
| IS20.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.31 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.76 | +0.01 |
Drawdowns
IS20.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS20.DE and IUSQ.DE.
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Drawdown Indicators
| IS20.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.30% | -33.60% | +7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.73% | -6.48% | -6.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.55% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.19% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.59% | +2.52% |
Volatility
IS20.DE vs. IUSQ.DE - Volatility Comparison
iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IS20.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.
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Volatility by Period
| IS20.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | 3.03% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 8.26% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 11.47% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 13.94% | +5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 15.02% | +4.55% |
IS20.DE vs. IUSQ.DE - Expense Ratio Comparison
IS20.DE has a 0.10% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS20.DE vs. IUSQ.DE - Dividend Comparison
Neither IS20.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IS20.DE and IUSQ.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS20.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS20.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUSQ.DE.
IS20.DE is categorized as S&P 500, while IUSQ.DE is Global Equities. IS20.DE tracks S&P 500 Top 20 Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.10% for IS20.DE and 0.20% for IUSQ.DE.
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