IUSD.DE vs. DEGC.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) are both Global Equities funds. IUSD.DE is passively managed, while DEGC.DE is actively managed. A 0.80 correlation means they provide meaningful diversification when combined. IUSD.DE charges 0.60%/yr vs 0.26%/yr for DEGC.DE.
Performance
IUSD.DE vs. DEGC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly higher than DEGC.DE's 11.44% return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
DEGC.DE
- 1D
- 0.20%
- 1M
- 3.23%
- YTD
- 11.44%
- 6M
- 11.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSD.DE vs. DEGC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 0.82% |
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc) | 11.44% | 2.00% |
Correlation
The correlation between IUSD.DE and DEGC.DE is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.80 |
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Return for Risk
IUSD.DE vs. DEGC.DE — Risk / Return Rank
IUSD.DE
DEGC.DE
IUSD.DE vs. DEGC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) and Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.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.
| IUSD.DE | DEGC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | — | — |
| Martin ratioReturn relative to average drawdown | 22.57 | — | — |
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
| IUSD.DE | DEGC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 2.82 | -2.19 |
Drawdowns
IUSD.DE vs. DEGC.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, which is greater than DEGC.DE's maximum drawdown of -5.49%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and DEGC.DE.
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Drawdown Indicators
| IUSD.DE | DEGC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -5.49% | -18.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | 0.00% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -1.06% | -2.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | — | — |
Volatility
IUSD.DE vs. DEGC.DE - Volatility Comparison
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Volatility by Period
| IUSD.DE | DEGC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 9.55% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 9.55% | +13.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 9.55% | +7.38% |
IUSD.DE vs. DEGC.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than DEGC.DE's 0.26% expense ratio.
Dividends
IUSD.DE vs. DEGC.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while DEGC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (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% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
Frequently Asked Questions
IUSD.DE and DEGC.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEGC.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEGC.DE is cheaper with a 0.26% expense ratio, compared with 0.60% for IUSD.DE.
They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.60% for IUSD.DE and 0.26% for DEGC.DE.
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