IUSC.DE vs. XEG.TO
IUSC.DE (iShares MSCI EM Latin America UCITS ETF (Dist)) and XEG.TO (iShares S&P/TSX Capped Energy Index ETF) are both exchange-traded funds - IUSC.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America 10/40, while XEG.TO is a Energy Equities fund tracking the S&P/TSX Capped Energy Index. Both are passively managed. Over the past 10 years, IUSC.DE returned 6.94%/yr vs 10.58%/yr for XEG.TO. At a 0.38 correlation, their price movements are largely independent. IUSC.DE charges 0.20%/yr vs 0.61%/yr for XEG.TO.
Performance
IUSC.DE vs. XEG.TO - Performance Comparison
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Different Trading Currencies
IUSC.DE is traded in EUR, while XEG.TO is traded in CAD. To make them comparable, the XEG.TO values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSC.DE achieves a 10.69% return, which is significantly lower than XEG.TO's 45.06% return. Over the past 10 years, IUSC.DE has underperformed XEG.TO with an annualized return of 6.94%, while XEG.TO has yielded a comparatively higher 10.58% annualized return.
IUSC.DE
- 1D
- -0.68%
- 1M
- -7.75%
- YTD
- 10.69%
- 6M
- 10.35%
- 1Y
- 33.15%
- 3Y*
- 10.03%
- 5Y*
- 9.18%
- 10Y*
- 6.94%
XEG.TO
- 1D
- 0.43%
- 1M
- 3.63%
- YTD
- 45.06%
- 6M
- 40.60%
- 1Y
- 67.93%
- 3Y*
- 23.75%
- 5Y*
- 27.23%
- 10Y*
- 10.58%
IUSC.DE vs. XEG.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSC.DE iShares MSCI EM Latin America UCITS ETF (Dist) | 10.69% | 36.88% | -22.89% | 28.61% | 15.20% | -3.88% | -19.69% | 18.47% | -2.77% | 6.14% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 45.06% | 7.80% | 12.01% | 2.70% | 51.86% | 98.91% | -38.61% | 17.01% | -29.56% | -16.71% |
Correlation
The correlation between IUSC.DE and XEG.TO is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 8, 2009 | 0.38 |
The correlation between IUSC.DE and XEG.TO shifts across timeframes, from -0.03 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSC.DE vs. XEG.TO — Risk / Return Rank
IUSC.DE
XEG.TO
IUSC.DE vs. XEG.TO - 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 iShares S&P/TSX Capped Energy Index ETF (XEG.TO). 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.DE | XEG.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.45 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 5.81 | -2.82 |
| Martin ratioReturn relative to average drawdown | 9.20 | 15.49 | -6.29 |
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
| IUSC.DE | XEG.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 2.84 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.88 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.29 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.17 | -0.09 |
Drawdowns
IUSC.DE vs. XEG.TO - Drawdown Comparison
The maximum IUSC.DE drawdown since its inception was -58.97%, smaller than the maximum XEG.TO drawdown of -87.59%. Use the drawdown chart below to compare losses from any high point for IUSC.DE and XEG.TO.
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Drawdown Indicators
| IUSC.DE | XEG.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.97% | -87.59% | +28.62% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -11.78% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -30.09% | +4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -30.09% | +4.33% |
Max Drawdown (10Y)Largest decline over 10 years | -49.91% | -82.08% | +32.17% |
Current DrawdownCurrent decline from peak | -11.12% | -4.52% | -6.60% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -30.97% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 4.41% | -0.78% |
Volatility
IUSC.DE vs. XEG.TO - Volatility Comparison
The current volatility for iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) is 5.36%, while iShares S&P/TSX Capped Energy Index ETF (XEG.TO) has a volatility of 9.96%. This indicates that IUSC.DE experiences smaller price fluctuations and is considered to be less risky than XEG.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSC.DE | XEG.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 9.96% | -4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 19.73% | -4.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 24.19% | -6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 31.00% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 36.27% | -11.05% |
IUSC.DE vs. XEG.TO - Expense Ratio Comparison
IUSC.DE has a 0.20% expense ratio, which is lower than XEG.TO's 0.61% expense ratio.
Dividends
IUSC.DE vs. XEG.TO - Dividend Comparison
IUSC.DE's dividend yield for the trailing twelve months is around 3.02%, more than XEG.TO's 2.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.64% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
Frequently Asked Questions
IUSC.DE and XEG.TO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSC.DE is cheaper with a 0.20% expense ratio, compared with 0.61% for XEG.TO.
IUSC.DE is categorized as Latin America Equities, while XEG.TO is Energy Equities. IUSC.DE tracks MSCI Emerging Markets Latin America 10/40, while XEG.TO tracks S&P/TSX Capped Energy Index. Their fees differ too: 0.20% for IUSC.DE and 0.61% for XEG.TO.
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