IUS4.DE vs. IUSQ.DE
IUS4.DE (iShares MSCI Japan Small Cap UCITS ETF (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IUS4.DE is a Japan Equities fund tracking the MSCI Japan Small Cap, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IUS4.DE returned 7.46%/yr vs 12.38%/yr for IUSQ.DE. A 0.64 correlation means they provide meaningful diversification when combined. IUS4.DE charges 0.58%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IUS4.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS4.DE achieves a 14.74% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, IUS4.DE has underperformed IUSQ.DE with an annualized return of 7.46%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
IUS4.DE
- 1D
- 0.43%
- 1M
- 5.25%
- YTD
- 14.74%
- 6M
- 16.38%
- 1Y
- 27.12%
- 3Y*
- 14.63%
- 5Y*
- 8.34%
- 10Y*
- 7.46%
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%
IUS4.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 14.74% | 15.96% | 9.46% | 9.42% | -7.69% | 5.35% | -2.06% | 21.73% | -13.13% | 15.52% |
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 IUS4.DE and IUSQ.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.64 |
The correlation between IUS4.DE and IUSQ.DE shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUS4.DE vs. IUSQ.DE — Risk / Return Rank
IUS4.DE
IUSQ.DE
IUS4.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.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.
| IUS4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.08 | -1.41 |
| Martin ratioReturn relative to average drawdown | 9.26 | 16.69 | -7.43 |
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
| IUS4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 2.31 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.88 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.82 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.76 | -0.20 |
Drawdowns
IUS4.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IUS4.DE drawdown since its inception was -32.63%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IUS4.DE and IUSQ.DE.
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Drawdown Indicators
| IUS4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.63% | -33.60% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -6.48% | -3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -12.92% | -21.25% | +8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.47% | -21.25% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -32.63% | -33.60% | +0.97% |
Current DrawdownCurrent decline from peak | -0.73% | -0.55% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -4.19% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 1.59% | +1.33% |
Volatility
IUS4.DE vs. IUSQ.DE - Volatility Comparison
iShares MSCI Japan Small Cap UCITS ETF (Dist) (IUS4.DE) has a higher volatility of 3.47% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IUS4.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
| IUS4.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.03% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.58% | 8.26% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.94% | 11.47% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 13.94% | +0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.94% | 15.02% | +0.92% |
IUS4.DE vs. IUSQ.DE - Expense Ratio Comparison
IUS4.DE has a 0.58% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IUS4.DE vs. IUSQ.DE - Dividend Comparison
IUS4.DE's dividend yield for the trailing twelve months is around 0.87%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS4.DE iShares MSCI Japan Small Cap UCITS ETF (Dist) | 0.87% | 1.88% | 1.70% | 1.77% | 2.10% | 1.47% | 1.60% | 1.45% | 1.41% | 1.31% | 1.15% | 0.70% |
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
IUS4.DE and IUSQ.DE have a correlation of 0.51, 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 0.58% for IUS4.DE.
IUS4.DE is categorized as Japan Equities, while IUSQ.DE is Global Equities. IUS4.DE tracks MSCI Japan Small Cap, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.58% for IUS4.DE and 0.20% for IUSQ.DE.
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