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IUSD.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSD.DE vs. WEBG.DE

Last updated Jun 5, 2026

IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both Global Equities funds - IUSD.DE tracks the MSCI World Islamic Index while WEBG.DE tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, IUSD.DE returned 34.31% vs 26.64% for WEBG.DE. Their correlation of 0.91 suggests significant overlap in exposure. IUSD.DE charges 0.60%/yr vs 0.07%/yr for WEBG.DE.

Performance

IUSD.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WEBG.DE's 12.80% 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%

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSD.DE vs. WEBG.DE - Yearly Performance Comparison

2026 (YTD)20252024
IUSD.DE
iShares MSCI World Islamic UCITS ETF USD (Dist)		20.34%6.31%7.04%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		12.80%9.19%16.33%

Correlation

The correlation between IUSD.DE and WEBG.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.91

The correlation between IUSD.DE and WEBG.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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iShares MSCI World Islamic UCITS ETF USD (Dist)

Amundi Prime All Country World UCITS ETF Dist

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Often compared with WEBG.DE:
WEBG.DE vs. WEBN.DEWEBG.DE vs. VWRL.ASWEBG.DE vs. VWCE.DEWEBG.DE vs. FWRG.LWEBG.DE vs. VTWEBG.DE vs. ACWD.LWEBG.DE vs. TSWE.AS

Return for Risk

IUSD.DE vs. WEBG.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUSD.DE
IUSD.DE Risk / Return Rank: 8787
Overall Rank
IUSD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSD.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
IUSD.DE Martin Ratio Rank: 9292
Martin Ratio Rank
WEBG.DE
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.

IUSD.DE vs. WEBG.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 Prime All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility
2.74
2.33

+0.42

Sortino ratioReturn per unit of downside risk
3.71
3.26

+0.45

Omega ratioGain probability vs. loss probability

1.49

1.44

+0.05

Calmar ratioReturn relative to maximum drawdown

7.08

4.11

+2.97

Martin ratioReturn relative to average drawdown

22.57

16.53

+6.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSD.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current IUSD.DE Sharpe Ratio is 2.74, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of IUSD.DE and WEBG.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

IUSD.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.33

+0.42

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

1.24

-0.61

Drawdowns

IUSD.DE vs. WEBG.DE - Drawdown Comparison

The maximum IUSD.DE drawdown since its inception was -23.82%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and WEBG.DE.

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Drawdown Indicators

IUSD.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.82%

-21.31%

-2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

-6.50%

+1.69%

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 Drawdown

Current decline from peak

-0.49%

-0.63%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.61%

-2.81%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.51%

1.62%

-0.11%

Volatility

IUSD.DE vs. WEBG.DE - Volatility Comparison

iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a higher volatility of 3.98% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that IUSD.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.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.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

3.10%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

8.28%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

11.48%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.09%

14.15%

+8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

14.15%

+2.78%

IUSD.DE vs. WEBG.DE - Expense Ratio Comparison

IUSD.DE has a 0.60% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

IUSD.DE vs. WEBG.DE - Dividend Comparison

IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while WEBG.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		1.22%1.32%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 WEBG.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.60% for IUSD.DE.

IUSD.DE tracks MSCI World Islamic Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IUSD.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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