IUSD.DE vs. LVLC.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) are both Global Equities funds - IUSD.DE tracks the MSCI World Islamic Index while LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. Both are passively managed. Over the past 3 years, IUSD.DE returned 15.20%/yr vs 12.70%/yr for LVLC.DE. A 0.65 correlation means they provide meaningful diversification when combined. IUSD.DE charges 0.60%/yr vs 0.25%/yr for LVLC.DE.
Performance
IUSD.DE vs. LVLC.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 LVLC.DE's 4.86% 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%
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
IUSD.DE vs. LVLC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 1.55% |
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
Correlation
The correlation between IUSD.DE and LVLC.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.65 |
The correlation between IUSD.DE and LVLC.DE shifts across timeframes, from 0.65 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSD.DE vs. LVLC.DE — Risk / Return Rank
IUSD.DE
LVLC.DE
IUSD.DE vs. LVLC.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 Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.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 | LVLC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.22 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 1.80 | +5.29 |
| Martin ratioReturn relative to average drawdown | 22.57 | 6.55 | +16.02 |
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 | LVLC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 1.17 | +1.57 |
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 | 0.96 | -0.33 |
Drawdowns
IUSD.DE vs. LVLC.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, which is greater than LVLC.DE's maximum drawdown of -16.03%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and LVLC.DE.
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Drawdown Indicators
| IUSD.DE | LVLC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -16.03% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -5.67% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -16.03% | -6.94% |
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% | -0.43% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -2.98% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.56% | -0.05% |
Volatility
IUSD.DE vs. LVLC.DE - Volatility Comparison
iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a higher volatility of 3.98% compared to Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) at 2.05%. This indicates that IUSD.DE's price experiences larger fluctuations and is considered to be riskier than LVLC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSD.DE | LVLC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.05% | +1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 6.07% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 8.68% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 10.57% | +12.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 10.57% | +6.36% |
IUSD.DE vs. LVLC.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than LVLC.DE's 0.25% expense ratio.
Dividends
IUSD.DE vs. LVLC.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while LVLC.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% |
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon 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 LVLC.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for IUSD.DE.
IUSD.DE tracks MSCI World Islamic Index, while LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for IUSD.DE and 0.25% for LVLC.DE.
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