PortfoliosLab logoPortfoliosLab logo
IUSK.DE vs. EXH9.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSK.DE vs. EXH9.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 iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUSK.DE achieves a 6.53% return, which is significantly lower than EXH9.DE's 12.41% return. Over the past 10 years, IUSK.DE has underperformed EXH9.DE with an annualized return of 7.86%, while EXH9.DE has yielded a comparatively higher 10.74% 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%

EXH9.DE

1D
-0.18%
1M
-3.20%
YTD
12.41%
6M
13.56%
1Y
25.76%
3Y*
16.47%
5Y*
11.76%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. EXH9.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%
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
12.41%33.92%1.25%13.58%-7.50%8.84%10.88%31.91%1.47%9.93%

Correlation

The correlation between IUSK.DE and EXH9.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.38

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

0.49

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

0.57

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

0.62

Over the past year, the correlation between IUSK.DE and EXH9.DE has dropped to 0.33 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSK.DE vs. EXH9.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

EXH9.DE
EXH9.DE Risk / Return Rank: 5555
Overall Rank
EXH9.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXH9.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXH9.DE Omega Ratio Rank: 5252
Omega Ratio Rank
EXH9.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EXH9.DE Martin Ratio Rank: 5656
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. EXH9.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 iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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.DEEXH9.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

1.08

1.32

-0.24

Calmar ratioReturn relative to maximum drawdown

0.53

3.44

-2.91

Martin ratioReturn relative to average drawdown

1.40

9.54

-8.14

IUSK.DE vs. EXH9.DE - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the EXH9.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IUSK.DE and EXH9.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.


Loading charts...

Sharpe Ratios by Period


IUSK.DEEXH9.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.74

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.73

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.63

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.42

+0.07

Drawdowns

IUSK.DE vs. EXH9.DE - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum EXH9.DE drawdown of -51.33%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and EXH9.DE.


Loading charts...

Drawdown Indicators


IUSK.DEEXH9.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-51.33%

+17.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-7.45%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-13.67%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-22.71%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-33.21%

-0.35%

Current Drawdown

Current decline from peak

-0.86%

-5.32%

+4.46%

Average Drawdown

Average peak-to-trough decline

-5.91%

-16.67%

+10.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.69%

+1.14%

Volatility

IUSK.DE vs. EXH9.DE - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) has a volatility of 5.89%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than EXH9.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSK.DEEXH9.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.89%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

12.89%

-1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

14.75%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

16.00%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

17.03%

-1.53%

IUSK.DE vs. EXH9.DE - Expense Ratio Comparison

IUSK.DE has a 0.20% expense ratio, which is lower than EXH9.DE's 0.47% expense ratio.


Dividends

IUSK.DE vs. EXH9.DE - Dividend Comparison

IUSK.DE has not paid dividends to shareholders, while EXH9.DE's dividend yield for the trailing twelve months is around 2.61%.


PositionTTM20252024202320222021202020192018201720162015
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
2.61%2.96%3.27%3.47%3.33%3.11%2.36%3.41%3.31%6.56%4.89%4.62%
IUSK.DE
iShares MSCI Europe SRI 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


IUSK.DE and EXH9.DE have a correlation of 0.33, 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 0.47% for EXH9.DE.

IUSK.DE is categorized as Europe Equities, while EXH9.DE is Utilities Equities. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while EXH9.DE tracks STOXX® Europe 600 Utilities. Their fees differ too: 0.20% for IUSK.DE and 0.47% for EXH9.DE.

Portfolio Optimizer

Find the right allocation for IUSK.DE and EXH9.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer