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

IUSK.DE vs. SND.DE

Last updated Jun 5, 2026

IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) is Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while SND.DE (Schneider Electric S.E.) is a stock. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 19.77%/yr for SND.DE. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

IUSK.DE vs. SND.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 Schneider Electric S.E. (SND.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 SND.DE's 21.12% return. Over the past 10 years, IUSK.DE has underperformed SND.DE with an annualized return of 7.86%, while SND.DE has yielded a comparatively higher 19.77% annualized return.

IUSK.DE

1D
0.74%
1M
1.54%
YTD
6.53%
6M
8.40%
1Y
5.44%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%

SND.DE

1D
-0.67%
1M
1.27%
YTD
21.12%
6M
21.40%
1Y
26.55%
3Y*
21.70%
5Y*
18.73%
10Y*
19.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. SND.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%
SND.DE
Schneider Electric S.E.		21.12%0.29%33.47%40.83%-21.99%47.14%34.23%63.57%-18.31%11.88%

Correlation

The correlation between IUSK.DE and SND.DE is 0.70, 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

0.70

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

0.70

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

0.72

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

0.68

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

0.63

The correlation between IUSK.DE and SND.DE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares MSCI Europe SRI UCITS ETF (Acc)

Schneider Electric S.E.

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 SND.DE:
SND.DE vs. AEC1.DESND.DE vs. RSPTSND.DE vs. LINSND.DE vs. RSGSND.DE vs. PHSND.DE vs. SMNEYSND.DE vs. VOO

Return for Risk

IUSK.DE vs. SND.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
SND.DE
SND.DE Risk / Return Rank: 6666
Overall Rank
SND.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SND.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SND.DE Omega Ratio Rank: 6060
Omega Ratio Rank
SND.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
SND.DE Martin Ratio Rank: 7070
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. SND.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 Schneider Electric S.E. (SND.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.DESND.DEDifference
Sharpe ratioReturn per unit of total volatility
0.40
0.85

-0.46

Sortino ratioReturn per unit of downside risk
0.66
1.43

-0.77

Omega ratioGain probability vs. loss probability

1.08

1.17

-0.09

Calmar ratioReturn relative to maximum drawdown

0.53

1.47

-0.94

Martin ratioReturn relative to average drawdown

1.40

3.70

-2.30

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. SND.DE - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the SND.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IUSK.DE and SND.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.DESND.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.85

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.64

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.71

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.40

+0.09

Drawdowns

IUSK.DE vs. SND.DE - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum SND.DE drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and SND.DE.

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Drawdown Indicators

IUSK.DESND.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-62.20%

+28.64%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-18.49%

+8.37%

Max Drawdown (3Y)

Largest decline over 3 years

-15.94%

-31.09%

+15.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

-35.96%

+12.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

-35.96%

+2.40%

Current Drawdown

Current decline from peak

-0.86%

-1.90%

+1.04%

Average Drawdown

Average peak-to-trough decline

-5.91%

-14.79%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

7.34%

-3.51%

Volatility

IUSK.DE vs. SND.DE - Volatility Comparison

The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 4.24%, while Schneider Electric S.E. (SND.DE) has a volatility of 9.61%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than SND.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.DESND.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

9.61%

-5.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

24.17%

-13.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

31.76%

-18.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

29.10%

-14.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

28.21%

-12.71%

Dividends

IUSK.DE vs. SND.DE - Dividend Comparison

IUSK.DE has not paid dividends to shareholders, while SND.DE's dividend yield for the trailing twelve months is around 1.49%.

PositionTTM20252024202320222021202020192018201720162015
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%
SND.DE
Schneider Electric S.E.		1.49%1.65%1.46%1.73%2.20%1.50%2.12%2.56%0.33%2.85%3.04%1.04%

Frequently Asked Questions

IUSK.DE and SND.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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