IUSK.DE vs. ALAG.L
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and ALAG.L (Amundi MSCI Em Latin America UCITS ETF-C USD) are both exchange-traded funds - IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while ALAG.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 7.46%/yr for ALAG.L. At a 0.45 correlation, their price movements are largely independent. IUSK.DE charges 0.20%/yr vs 0.10%/yr for ALAG.L.
Performance
IUSK.DE vs. ALAG.L - Performance Comparison
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Different Trading Currencies
IUSK.DE is traded in EUR, while ALAG.L is traded in GBp. To make them comparable, the ALAG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than ALAG.L's 11.54% return. Over the past 10 years, IUSK.DE has outperformed ALAG.L with an annualized return of 7.86%, while ALAG.L has yielded a comparatively lower 7.46% 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%
ALAG.L
- 1D
- -0.56%
- 1M
- -6.32%
- YTD
- 11.54%
- 6M
- 9.06%
- 1Y
- 35.05%
- 3Y*
- 10.80%
- 5Y*
- 9.54%
- 10Y*
- 7.46%
IUSK.DE vs. ALAG.L - 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% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 11.54% | 36.78% | -21.71% | 27.75% | 15.46% | -2.27% | -21.09% | 19.93% | -2.93% | 7.87% |
Correlation
The correlation between IUSK.DE and ALAG.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.45 |
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Return for Risk
IUSK.DE vs. ALAG.L — Risk / Return Rank
IUSK.DE
ALAG.L
IUSK.DE vs. ALAG.L - 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 MSCI Em Latin America UCITS ETF-C USD (ALAG.L). 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 | ALAG.L | 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 | 1.08 | 1.34 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.41 | -2.89 |
| Martin ratioReturn relative to average drawdown | 1.40 | 10.06 | -8.66 |
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 | ALAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.97 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.46 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.30 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.35 | +0.14 |
Drawdowns
IUSK.DE vs. ALAG.L - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum ALAG.L drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and ALAG.L.
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Drawdown Indicators
| IUSK.DE | ALAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -50.97% | +17.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -10.22% | +0.10% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -24.17% | +8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -24.17% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -50.97% | +17.41% |
Current DrawdownCurrent decline from peak | -0.86% | -10.22% | +9.36% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -11.32% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.47% | +0.36% |
Volatility
IUSK.DE vs. ALAG.L - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a volatility of 4.99%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than ALAG.L 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 | ALAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 4.99% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 15.37% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 17.72% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 20.85% | -6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 25.26% | -9.76% |
IUSK.DE vs. ALAG.L - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is higher than ALAG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSK.DE vs. ALAG.L - Dividend Comparison
Neither IUSK.DE nor ALAG.L has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and ALAG.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ALAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ALAG.L is cheaper with a 0.10% expense ratio, compared with 0.20% for IUSK.DE.
IUSK.DE is categorized as Europe Equities, while ALAG.L is Latin America Equities. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while ALAG.L tracks MSCI EM Latin America NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUSK.DE and 0.10% for ALAG.L.
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