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IUSC.DE vs. ETLQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSC.DE vs. ETLQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) and L&G Global Equity UCITS ETF (ETLQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IUSC.DE having a 10.69% return and ETLQ.DE slightly higher at 10.88%.


IUSC.DE

1D
-0.68%
1M
-7.19%
YTD
10.69%
6M
8.24%
1Y
33.46%
3Y*
10.03%
5Y*
9.18%
10Y*
6.94%

ETLQ.DE

1D
0.00%
1M
4.96%
YTD
10.88%
6M
11.36%
1Y
23.93%
3Y*
17.73%
5Y*
13.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSC.DE vs. ETLQ.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
10.69%36.88%-22.89%28.61%15.20%-3.88%-19.69%5.52%
ETLQ.DE
L&G Global Equity UCITS ETF
10.88%8.14%26.10%20.83%-13.64%32.63%5.63%24.59%

Correlation

The correlation between IUSC.DE and ETLQ.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

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

0.42

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

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2019

0.47

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Return for Risk

IUSC.DE vs. ETLQ.DE — Risk / Return Rank

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

IUSC.DE
IUSC.DE Risk / Return Rank: 5555
Overall Rank
IUSC.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IUSC.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSC.DE Omega Ratio Rank: 5151
Omega Ratio Rank
IUSC.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IUSC.DE Martin Ratio Rank: 5454
Martin Ratio Rank

ETLQ.DE
ETLQ.DE Risk / Return Rank: 6969
Overall Rank
ETLQ.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ETLQ.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ETLQ.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ETLQ.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETLQ.DE Martin Ratio Rank: 7676
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.

IUSC.DE vs. ETLQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) and L&G Global Equity UCITS ETF (ETLQ.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.


IUSC.DEETLQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

2.99

3.56

-0.57

Martin ratioReturn relative to average drawdown

9.20

14.23

-5.03

IUSC.DE vs. ETLQ.DE - Sharpe Ratio Comparison

The current IUSC.DE Sharpe Ratio is 1.85, which is comparable to the ETLQ.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of IUSC.DE and ETLQ.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


IUSC.DEETLQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.13

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.92

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.93

-0.85

Drawdowns

IUSC.DE vs. ETLQ.DE - Drawdown Comparison

The maximum IUSC.DE drawdown since its inception was -58.97%, which is greater than ETLQ.DE's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for IUSC.DE and ETLQ.DE.


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Drawdown Indicators


IUSC.DEETLQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.97%

-33.38%

-25.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-6.68%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-25.76%

-21.58%

-4.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-21.58%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

Current Drawdown

Current decline from peak

-11.12%

-0.34%

-10.78%

Average Drawdown

Average peak-to-trough decline

-25.36%

-4.33%

-21.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

1.68%

+1.95%

Volatility

IUSC.DE vs. ETLQ.DE - Volatility Comparison

iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) has a higher volatility of 5.36% compared to L&G Global Equity UCITS ETF (ETLQ.DE) at 2.68%. This indicates that IUSC.DE's price experiences larger fluctuations and is considered to be riskier than ETLQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSC.DEETLQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

2.68%

+2.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

7.77%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

11.18%

+6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

14.06%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.22%

15.74%

+9.48%

IUSC.DE vs. ETLQ.DE - Expense Ratio Comparison

IUSC.DE has a 0.20% expense ratio, which is higher than ETLQ.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSC.DE vs. ETLQ.DE - Dividend Comparison

IUSC.DE's dividend yield for the trailing twelve months is around 3.02%, while ETLQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ETLQ.DE
L&G Global Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSC.DE
iShares MSCI EM Latin America UCITS ETF (Dist)
3.02%3.20%5.24%3.98%6.78%2.68%1.65%2.07%1.88%1.41%1.22%2.65%

Frequently Asked Questions


IUSC.DE and ETLQ.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETLQ.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETLQ.DE is cheaper with a 0.10% expense ratio, compared with 0.20% for IUSC.DE.

IUSC.DE is categorized as Latin America Equities, while ETLQ.DE is Global Equities. IUSC.DE tracks MSCI Emerging Markets Latin America 10/40, while ETLQ.DE tracks Solactive Core Developed Markets Large & Mid Cap. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.20% for IUSC.DE and 0.10% for ETLQ.DE.

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