IUSK.DE vs. H4ZZ.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and H4ZZ.DE (HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while H4ZZ.DE tracks the EURO STOXX 50. Both are passively managed. Over the past year, IUSK.DE returned 11.69% vs 21.69% for H4ZZ.DE. Their correlation of 0.88 suggests significant overlap in exposure. IUSK.DE charges 0.20%/yr vs 0.05%/yr for H4ZZ.DE.
Performance
IUSK.DE vs. H4ZZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSK.DE achieves a 8.91% return, which is significantly lower than H4ZZ.DE's 9.44% return.
IUSK.DE
- 1D
- -0.36%
- 1M
- 2.37%
- YTD
- 8.91%
- 6M
- 9.82%
- 1Y
- 11.69%
- 3Y*
- 8.50%
- 5Y*
- 5.34%
- 10Y*
- 8.92%
H4ZZ.DE
- 1D
- -0.68%
- 1M
- 2.65%
- YTD
- 9.44%
- 6M
- 10.41%
- 1Y
- 21.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUSK.DE vs. H4ZZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 8.91% | 3.95% | -4.28% |
H4ZZ.DE HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) | 9.44% | 22.35% | -2.42% |
Correlation
The correlation between IUSK.DE and H4ZZ.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 (All Time) Calculated using the full available price history since Jun 3, 2024 | 0.88 |
The correlation between IUSK.DE and H4ZZ.DE has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
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Return for Risk
IUSK.DE vs. H4ZZ.DE — Risk / Return Rank
IUSK.DE
H4ZZ.DE
IUSK.DE vs. H4ZZ.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 (Acc) (H4ZZ.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSK.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.97 | -0.82 |
| Martin ratioReturn relative to average drawdown | 3.70 | 6.84 | -3.14 |
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Drawdowns
IUSK.DE vs. H4ZZ.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, which is greater than H4ZZ.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and H4ZZ.DE.
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Drawdown Indicators
| IUSK.DE | H4ZZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -16.46% | -17.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -10.94% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.36% | -1.50% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -2.66% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 3.16% | -0.01% |
Volatility
IUSK.DE vs. H4ZZ.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 2.84%, while HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE) has a volatility of 3.61%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than H4ZZ.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 | H4ZZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.84% | 3.61% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.06% | 13.19% | -2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.54% | 15.96% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 16.80% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 16.80% | -1.64% |
IUSK.DE vs. H4ZZ.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is higher than H4ZZ.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. H4ZZ.DE - Dividend Comparison
Neither IUSK.DE nor H4ZZ.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and H4ZZ.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, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
H4ZZ.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 H4ZZ.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 H4ZZ.DE.
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