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ISEU.L vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISEU.L vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe UCITS Dist (ISEU.L) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISEU.L is traded in USD, while IUSK.DE is traded in EUR. To make them comparable, the IUSK.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISEU.L achieves a 6.49% return, which is significantly higher than IUSK.DE's 5.30% return.


ISEU.L

1D
0.66%
1M
2.76%
YTD
6.49%
6M
9.55%
1Y
18.11%
3Y*
16.86%
5Y*
8.98%
10Y*

IUSK.DE

1D
0.86%
1M
2.86%
YTD
5.30%
6M
8.09%
1Y
7.19%
3Y*
9.94%
5Y*
4.37%
10Y*
8.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISEU.L vs. IUSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist
6.49%35.19%2.19%19.52%-13.73%15.84%5.73%23.56%-14.38%26.22%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
5.30%17.36%-0.66%20.13%-19.85%16.74%14.18%28.12%-12.03%27.17%

Correlation

The correlation between ISEU.L and IUSK.DE is 0.85, 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

0.85

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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2016

0.89

The correlation between ISEU.L and IUSK.DE has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

ISEU.L vs. IUSK.DE — Risk / Return Rank

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

ISEU.L
ISEU.L Risk / Return Rank: 3434
Overall Rank
ISEU.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ISEU.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
ISEU.L Omega Ratio Rank: 3434
Omega Ratio Rank
ISEU.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
ISEU.L Martin Ratio Rank: 3737
Martin Ratio Rank

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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.

ISEU.L vs. IUSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (ISEU.L) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.


ISEU.LIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.22

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.57

0.57

+1.00

Martin ratioReturn relative to average drawdown

5.63

1.89

+3.74

ISEU.L vs. IUSK.DE - Sharpe Ratio Comparison

The current ISEU.L Sharpe Ratio is 1.19, which is higher than the IUSK.DE Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ISEU.L and IUSK.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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Sharpe Ratios by Period


ISEU.LIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.47

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.24

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.36

+0.25

Drawdowns

ISEU.L vs. IUSK.DE - Drawdown Comparison

The maximum ISEU.L drawdown since its inception was -36.02%, roughly equal to the maximum IUSK.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for ISEU.L and IUSK.DE.


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Drawdown Indicators


ISEU.LIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.02%

-35.30%

-0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-12.45%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-14.15%

-17.73%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.77%

-35.30%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-1.38%

-1.12%

-0.26%

Average Drawdown

Average peak-to-trough decline

-6.33%

-8.44%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.80%

-0.59%

Volatility

ISEU.L vs. IUSK.DE - Volatility Comparison

iShares MSCI Europe UCITS Dist (ISEU.L) has a higher volatility of 5.35% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 4.84%. This indicates that ISEU.L's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISEU.LIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

4.84%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.62%

12.57%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

15.43%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

17.81%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

17.72%

-0.11%

ISEU.L vs. IUSK.DE - Expense Ratio Comparison

ISEU.L has a 1.00% expense ratio, which is higher than IUSK.DE's 0.20% expense ratio.


Dividends

ISEU.L vs. IUSK.DE - Dividend Comparison

ISEU.L's dividend yield for the trailing twelve months is around 2.54%, while IUSK.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ISEU.L
iShares MSCI Europe UCITS Dist
2.54%2.46%3.00%2.81%2.86%2.36%1.91%3.03%3.28%2.48%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ISEU.L and IUSK.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSK.DE is cheaper with a 0.20% expense ratio, compared with 1.00% for ISEU.L.

ISEU.L tracks MSCI Europe NR EUR, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. Their fees differ too: 1.00% for ISEU.L and 0.20% for IUSK.DE.

Portfolio Optimizer

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