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IUSK.DE vs. H4ZA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSK.DE vs. H4ZA.DE

Last updated Jun 5, 2026

IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and H4ZA.DE (HSBC EURO STOXX 50 UCITS ETF EUR) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while H4ZA.DE tracks the EURO STOXX® 50. Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 10.80%/yr for H4ZA.DE. Their correlation of 0.90 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.05%/yr for H4ZA.DE.

Performance

IUSK.DE vs. H4ZA.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 HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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, IUSK.DE achieves a 6.53% return, which is significantly lower than H4ZA.DE's 7.24% return. Over the past 10 years, IUSK.DE has underperformed H4ZA.DE with an annualized return of 7.86%, while H4ZA.DE has yielded a comparatively higher 10.80% 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%

H4ZA.DE

1D
0.77%
1M
4.72%
YTD
7.24%
6M
8.63%
1Y
15.73%
3Y*
16.60%
5Y*
12.12%
10Y*
10.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. H4ZA.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%
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR		7.24%22.26%13.81%22.59%-8.87%23.72%-2.73%30.07%-11.96%10.07%

Correlation

The correlation between IUSK.DE and H4ZA.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 (3Y)
Calculated over the trailing 3-year period

0.88

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

0.90

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

0.92

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

0.90

The correlation between IUSK.DE and H4ZA.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares MSCI Europe SRI UCITS ETF (Acc)

HSBC EURO STOXX 50 UCITS ETF EUR

Often compared with IUSK.DE:
IUSK.DE vs. SRIW.LIUSK.DE vs. SLMC.DEIUSK.DE vs. AW1P.DEIUSK.DE vs. VTIIUSK.DE vs. VWCE.DEIUSK.DE vs. ^NDXIUSK.DE vs. AYEW.DE
Often compared with H4ZA.DE:
H4ZA.DE vs. H4ZF.DEH4ZA.DE vs. SCHDH4ZA.DE vs. HWWA.LH4ZA.DE vs. MEUD.LH4ZA.DE vs. ISF.LH4ZA.DE vs. PR1E.DEH4ZA.DE vs. TDGB.L

Return for Risk

IUSK.DE vs. H4ZA.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
H4ZA.DE
H4ZA.DE Risk / Return Rank: 2929
Overall Rank
H4ZA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
H4ZA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
H4ZA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
H4ZA.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
H4ZA.DE Martin Ratio Rank: 3333
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. H4ZA.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 HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.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.DEH4ZA.DEDifference
Sharpe ratioReturn per unit of total volatility
0.40
0.98

-0.58

Sortino ratioReturn per unit of downside risk
0.66
1.54

-0.88

Omega ratioGain probability vs. loss probability

1.08

1.18

-0.11

Calmar ratioReturn relative to maximum drawdown

0.53

1.43

-0.90

Martin ratioReturn relative to average drawdown

1.40

4.85

-3.44

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

IUSK.DE vs. H4ZA.DE - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the H4ZA.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IUSK.DE and H4ZA.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.DEH4ZA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.98

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.69

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.59

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.08

Drawdowns

IUSK.DE vs. H4ZA.DE - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum H4ZA.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and H4ZA.DE.

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Drawdown Indicators

IUSK.DEH4ZA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-38.41%

+4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-10.97%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-16.40%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-23.26%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-38.41%

+4.85%

Current Drawdown

Current decline from peak

-0.86%

-0.50%

-0.36%

Average Drawdown

Average peak-to-trough decline

-5.91%

-7.84%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.24%

+0.59%

Volatility

IUSK.DE vs. H4ZA.DE - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while HSBC EURO STOXX 50 UCITS ETF EUR (H4ZA.DE) has a volatility of 4.95%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than H4ZA.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.DEH4ZA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.95%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

12.99%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

15.99%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

17.50%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

18.17%

-2.67%

IUSK.DE vs. H4ZA.DE - Expense Ratio Comparison

IUSK.DE has a 0.20% expense ratio, which is higher than H4ZA.DE's 0.05% 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. H4ZA.DE - Dividend Comparison

IUSK.DE has not paid dividends to shareholders, while H4ZA.DE's dividend yield for the trailing twelve months is around 2.44%.

PositionTTM20252024202320222021202020192018201720162015
H4ZA.DE
HSBC EURO STOXX 50 UCITS ETF EUR		2.44%2.49%5.35%2.93%2.94%1.94%2.06%2.84%3.55%2.73%2.85%2.70%
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 H4ZA.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, H4ZA.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZA.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for IUSK.DE.

IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while H4ZA.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.20% for IUSK.DE and 0.05% for H4ZA.DE.

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