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IUSK.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSK.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IUSK.DE having a 6.53% return and 18M2.DE slightly higher at 6.76%. Over the past 10 years, IUSK.DE has underperformed 18M2.DE with an annualized return of 7.86%, while 18M2.DE has yielded a comparatively higher 8.26% annualized return.


IUSK.DE

1D
0.74%
1M
3.57%
YTD
6.53%
6M
8.39%
1Y
5.38%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%

18M2.DE

1D
0.32%
1M
1.10%
YTD
6.76%
6M
8.84%
1Y
15.86%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
6.53%3.95%5.36%16.45%-15.18%26.73%4.02%30.88%-7.69%11.41%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between IUSK.DE and 18M2.DE is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2011

0.82

The correlation between IUSK.DE and 18M2.DE shifts across timeframes, from 0.68 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IUSK.DE vs. 18M2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
Martin Ratio Rank
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.

IUSK.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


IUSK.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.09

Sortino ratioReturn per unit of downside risk

-1.40

Omega ratioGain probability vs. loss probability

1.08

1.28

-0.20

Calmar ratioReturn relative to maximum drawdown

0.53

2.55

-2.02

Martin ratioReturn relative to average drawdown

1.40

6.71

-5.31

IUSK.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the 18M2.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of IUSK.DE and 18M2.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


IUSK.DE18M2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.49

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.66

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.44

+0.05

Drawdowns

IUSK.DE vs. 18M2.DE - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and 18M2.DE.


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Drawdown Indicators


IUSK.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-37.06%

+3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-6.19%

-3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-14.68%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-20.81%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-37.06%

+3.50%

Current Drawdown

Current decline from peak

-0.86%

-1.44%

+0.58%

Average Drawdown

Average peak-to-trough decline

-5.91%

-6.42%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.36%

+1.47%

Volatility

IUSK.DE vs. 18M2.DE - Volatility Comparison

iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.63%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSK.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

2.63%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

8.33%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

10.62%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

13.41%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

15.44%

+0.06%

IUSK.DE vs. 18M2.DE - Expense Ratio Comparison

IUSK.DE has a 0.20% expense ratio, which is lower than 18M2.DE's 0.30% expense ratio.


Dividends

IUSK.DE vs. 18M2.DE - Dividend Comparison

Neither IUSK.DE nor 18M2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSK.DE and 18M2.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for 18M2.DE.

IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUSK.DE and 0.30% for 18M2.DE.

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