IUSA.DE vs. XD5E.DE
IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both exchange-traded funds - IUSA.DE is a S&P 500 fund tracking the S&P 500 Index, while XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, IUSA.DE returned 14.31%/yr vs 10.45%/yr for XD5E.DE. A 0.68 correlation means they provide meaningful diversification when combined. IUSA.DE charges 0.07%/yr vs 0.12%/yr for XD5E.DE.
Performance
IUSA.DE vs. XD5E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSA.DE achieves a 11.82% return, which is significantly higher than XD5E.DE's 10.78% return. Over the past 10 years, IUSA.DE has outperformed XD5E.DE with an annualized return of 14.31%, while XD5E.DE has yielded a comparatively lower 10.45% annualized return.
IUSA.DE
- 1D
- -1.23%
- 1M
- 0.29%
- 6M
- 9.52%
- YTD
- 11.82%
- 1Y
- 21.99%
- 3Y*
- 18.64%
- 5Y*
- 13.46%
- 10Y*
- 14.31%
XD5E.DE
- 1D
- -0.80%
- 1M
- -1.66%
- 6M
- 6.81%
- YTD
- 10.78%
- 1Y
- 20.20%
- 3Y*
- 15.98%
- 5Y*
- 11.06%
- 10Y*
- 10.45%
IUSA.DE vs. XD5E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.82% | 4.69% | 32.36% | 22.47% | -14.25% | 40.75% | 6.77% | 34.55% | -1.14% | 6.67% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 10.78% | 24.71% | 9.50% | 18.85% | -11.91% | 22.16% | -0.74% | 27.47% | -12.94% | 13.47% |
Correlation
The correlation between IUSA.DE and XD5E.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.68 |
The correlation between IUSA.DE and XD5E.DE shifts across timeframes, from 0.55 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSA.DE vs. XD5E.DE — Risk / Return Rank
IUSA.DE
XD5E.DE
IUSA.DE vs. XD5E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) and Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| IUSA.DE | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.26 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 1.94 | +1.17 |
| Martin ratioReturn relative to average drawdown | 11.06 | 7.18 | +3.89 |
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Drawdowns
IUSA.DE vs. XD5E.DE - Drawdown Comparison
The maximum IUSA.DE drawdown since its inception was -52.05%, which is greater than XD5E.DE's maximum drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for IUSA.DE and XD5E.DE.
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Drawdown Indicators
| IUSA.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.05% | -38.04% | -14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.90% | -10.26% | +3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -23.36% | -15.30% | -8.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -24.56% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -38.04% | +4.37% |
Current DrawdownCurrent decline from peak | -1.33% | -2.86% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -8.41% | -5.66% | -2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.77% | -0.83% |
Volatility
IUSA.DE vs. XD5E.DE - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) is 3.00%, while Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a volatility of 3.98%. This indicates that IUSA.DE experiences smaller price fluctuations and is considered to be less risky than XD5E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSA.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 3.98% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 12.45% | -4.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.64% | 14.70% | -3.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.21% | 16.14% | -0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 16.66% | -0.62% |
IUSA.DE vs. XD5E.DE - Expense Ratio Comparison
IUSA.DE has a 0.07% expense ratio, which is lower than XD5E.DE's 0.12% 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
IUSA.DE vs. XD5E.DE - Dividend Comparison
IUSA.DE's dividend yield for the trailing twelve months is around 0.86%, less than XD5E.DE's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.86% | 0.94% | 0.99% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.70% | 1.51% | 1.37% | 1.52% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.37% | 2.54% | 2.86% | 2.74% | 4.65% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
IUSA.DE and XD5E.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for XD5E.DE.
IUSA.DE is categorized as S&P 500, while XD5E.DE is Europe Equities. IUSA.DE tracks S&P 500 Index, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.07% for IUSA.DE and 0.12% for XD5E.DE.
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