IUSK.DE vs. 18M2.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and 18M2.DE (Amundi ETF MSCI EMU High Dividend UCITS ETF EUR) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while 18M2.DE tracks the MSCI EMU High Dividend Yield. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 8.26%/yr for 18M2.DE. Their correlation of 0.82 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.30%/yr for 18M2.DE.
Performance
IUSK.DE vs. 18M2.DE - Performance Comparison
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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%
IUSK.DE vs. 18M2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IUSK.DE
18M2.DE
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.DE | 18M2.DE | Difference | |
|---|---|---|---|
| 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 |
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
| IUSK.DE | 18M2.DE | Difference | |
|---|---|---|---|
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.DE | 18M2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.86% | -1.44% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -6.42% | +0.51% |
Ulcer IndexDepth 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.DE | 18M2.DE | Difference | |
|---|---|---|---|
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.
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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