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

Performance

IUSK.DE vs. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with IUSK.DE having a 6.53% return and LCUK.DE slightly lower at 6.49%.


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%

LCUK.DE

1D
0.13%
1M
1.45%
YTD
6.49%
6M
9.10%
1Y
17.00%
3Y*
14.46%
5Y*
10.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. LCUK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-4.43%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
6.49%19.79%13.71%9.61%-4.22%25.64%-15.89%26.84%-5.66%

Correlation

The correlation between IUSK.DE and LCUK.DE is 0.74, 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

0.74

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

0.75

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

0.77

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2018

0.81

The correlation between IUSK.DE and LCUK.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

IUSK.DE vs. LCUK.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

LCUK.DE
LCUK.DE Risk / Return Rank: 4141
Overall Rank
LCUK.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LCUK.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
LCUK.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LCUK.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
LCUK.DE Martin Ratio Rank: 4545
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. LCUK.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 Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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.DELCUK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.53

2.04

-1.51

Martin ratioReturn relative to average drawdown

1.40

7.27

-5.87

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

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the LCUK.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IUSK.DE and LCUK.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.DELCUK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

1.39

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.74

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.48

+0.01

Drawdowns

IUSK.DE vs. LCUK.DE - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum LCUK.DE drawdown of -41.10%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and LCUK.DE.


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Drawdown Indicators


IUSK.DELCUK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-41.10%

+7.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-8.31%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-16.69%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-16.69%

-6.81%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-0.86%

-2.84%

+1.98%

Average Drawdown

Average peak-to-trough decline

-5.91%

-5.66%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

2.33%

+1.50%

Volatility

IUSK.DE vs. LCUK.DE - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.DE) has a volatility of 4.62%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than LCUK.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.DELCUK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.62%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

10.28%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

12.17%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

14.12%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

17.10%

-1.60%

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

IUSK.DE has a 0.20% expense ratio, which is higher than LCUK.DE's 0.04% 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. LCUK.DE - Dividend Comparison

IUSK.DE has not paid dividends to shareholders, while LCUK.DE's dividend yield for the trailing twelve months is around 2.84%.


PositionTTM2025202420232022202120202019
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%
LCUK.DE
Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist
2.84%3.03%3.73%3.09%4.08%3.76%2.95%3.36%

Frequently Asked Questions


IUSK.DE and LCUK.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCUK.DE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCUK.DE is cheaper with a 0.04% expense ratio, compared with 0.20% for IUSK.DE.

IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while LCUK.DE tracks FTSE AllSh TR GBP. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IUSK.DE and 0.04% for LCUK.DE.

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