IUSD.DE vs. LCUW.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and LCUW.DE (Amundi MSCI World V UCITS ETF Acc) are both Global Equities funds - IUSD.DE tracks the MSCI World Islamic Index while LCUW.DE tracks the MSCI World. Both are passively managed. At a 0.28 correlation, their price movements are largely independent. IUSD.DE charges 0.60%/yr vs 0.12%/yr for LCUW.DE.
Performance
IUSD.DE vs. LCUW.DE - Performance Comparison
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Returns By Period
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%
LCUW.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSD.DE vs. LCUW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | 1.58% |
LCUW.DE Amundi MSCI World V UCITS ETF Acc | 0.00% | 3.85% | 25.97% | 20.04% | -14.02% | 33.02% | 5.33% | 31.23% | 0.23% |
Correlation
The correlation between IUSD.DE and LCUW.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2018 | 0.28 |
The correlation between IUSD.DE and LCUW.DE shifts across timeframes, from 0.28 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSD.DE vs. LCUW.DE — Risk / Return Rank
IUSD.DE
LCUW.DE
IUSD.DE vs. LCUW.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 Amundi MSCI World V UCITS ETF Acc (LCUW.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 | LCUW.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 | LCUW.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 | — | — |
Drawdowns
IUSD.DE vs. LCUW.DE - Drawdown Comparison
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Drawdown Indicators
| IUSD.DE | LCUW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | — | — |
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% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.61% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | — | — |
Volatility
IUSD.DE vs. LCUW.DE - Volatility Comparison
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Volatility by Period
| IUSD.DE | LCUW.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% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | — | — |
IUSD.DE vs. LCUW.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than LCUW.DE's 0.12% expense ratio.
Dividends
IUSD.DE vs. LCUW.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while LCUW.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LCUW.DE Amundi MSCI World V 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
IUSD.DE and LCUW.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LCUW.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LCUW.DE is cheaper with a 0.12% expense ratio, compared with 0.60% for IUSD.DE.
IUSD.DE tracks MSCI World Islamic Index, while LCUW.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IUSD.DE and 0.12% for LCUW.DE.
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