IUSK.DE vs. SRIW.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) and UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L).

IUSK.DE and SRIW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSK.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe SRI Select Reduced Fossil Fuels. It was launched on Feb 25, 2011. SRIW.L is a passively managed fund by UBS that tracks the performance of the MSCI ACWI NR USD. It was launched on May 7, 2020. Both IUSK.DE and SRIW.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUSK.DE vs. SRIW.L - 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 UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). The values are adjusted to include any dividend payments, if applicable.

IUSK.DE vs. SRIW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc)	-2.06%	3.95%	5.36%	16.45%	-15.18%	26.73%	11.05%
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis	-3.32%	0.48%	24.88%	23.63%	-19.30%	34.62%	12.50%

Different Trading Currencies

IUSK.DE is traded in EUR, while SRIW.L is traded in GBp. To make them comparable, the SRIW.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSK.DE achieves a -2.06% return, which is significantly higher than SRIW.L's -3.32% return.

IUSK.DE

• 1D: 2.34%
• 1M: -4.96%
• YTD: -2.06%
• 6M: -0.58%
• 1Y: 0.89%
• 3Y*: 4.39%
• 5Y*: 4.62%
• 10Y*: 7.57%

SRIW.L

• 1D: 2.81%
• 1M: -4.01%
• YTD: -3.32%
• 6M: -1.14%
• 1Y: 7.04%
• 3Y*: 11.61%
• 5Y*: 8.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSK.DE vs. SRIW.L - Expense Ratio Comparison

IUSK.DE has a 0.20% expense ratio, which is lower than SRIW.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

SRIW.L

UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis

IUSK.DE

iShares MSCI Europe SRI UCITS ETF (Acc)

Return for Risk

IUSK.DE vs. SRIW.L — 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: 13
IUSK.DE Sharpe Ratio Rank: 13
IUSK.DE Sortino Ratio Rank: 12
IUSK.DE Omega Ratio Rank: 12
IUSK.DE Calmar Ratio Rank: 14
IUSK.DE Martin Ratio Rank: 14

SRIW.L

SRIW.L Risk / Return Rank: 27
SRIW.L Sharpe Ratio Rank: 37
SRIW.L Sortino Ratio Rank: 36
SRIW.L Omega Ratio Rank: 37
SRIW.L Calmar Ratio Rank: 13
SRIW.L Martin Ratio Rank: 13

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. SRIW.L - 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 UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L). 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.DE	SRIW.L	Difference
Sharpe ratio Return per unit of total volatility	0.06	0.44	-0.38
Sortino ratio Return per unit of downside risk	0.18	0.68	-0.50
Omega ratio Gain probability vs. loss probability	1.02	1.10	-0.08
Calmar ratio Return relative to maximum drawdown	0.14	-0.14	+0.28
Martin ratio Return relative to average drawdown	0.36	-0.40	+0.77
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. SRIW.L - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.06, which is lower than the SRIW.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IUSK.DE and SRIW.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSK.DE	SRIW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.06	0.44	-0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.65	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.85	-0.39

Correlation

The correlation between IUSK.DE and SRIW.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUSK.DE vs. SRIW.L - Dividend Comparison

IUSK.DE has not paid dividends to shareholders, while SRIW.L's dividend yield for the trailing twelve months is around 1.14%.

	TTM	2025	2024	2023	2022	2021	2020
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis	1.14%	1.28%	1.25%	1.26%	1.47%	1.10%	0.22%

Drawdowns

IUSK.DE vs. SRIW.L - Drawdown Comparison

The maximum IUSK.DE drawdown since its inception was -33.56%, which is greater than SRIW.L's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and SRIW.L.

Drawdown Indicators

	IUSK.DE	SRIW.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.56%	-21.55%	-12.01%
Max Drawdown (1Y) Largest decline over 1 year	-10.65%	-9.66%	-0.99%
Max Drawdown (5Y) Largest decline over 5 years	-23.50%	-21.55%	-1.95%
Max Drawdown (10Y) Largest decline over 10 years	-33.56%	—	—
Current Drawdown Current decline from peak	-6.48%	-6.60%	+0.12%
Average Drawdown Average peak-to-trough decline	-5.96%	-5.06%	-0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	5.47%	-1.54%

Volatility

IUSK.DE vs. SRIW.L - Volatility Comparison

iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 6.02% compared to UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) at 5.05%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than SRIW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSK.DE	SRIW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	5.05%	+0.97%
Volatility (6M) Calculated over the trailing 6-month period	9.74%	9.29%	+0.45%
Volatility (1Y) Calculated over the trailing 1-year period	15.33%	17.96%	-2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.44%	17.68%	-3.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.48%	17.29%	-1.81%