IUSK.DE vs. URTH
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and URTH (iShares MSCI World ETF) are both exchange-traded funds - IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Both are passively managed. Over the past 10 years, IUSK.DE returned 7.86%/yr vs 12.97%/yr for URTH. A 0.51 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.24%/yr for URTH.
Performance
IUSK.DE vs. URTH - Performance Comparison
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Different Trading Currencies
IUSK.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH 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 6.53% return, which is significantly lower than URTH's 11.97% return. Over the past 10 years, IUSK.DE has underperformed URTH with an annualized return of 7.86%, while URTH has yielded a comparatively higher 12.97% 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%
URTH
- 1D
- 0.36%
- 1M
- 5.08%
- YTD
- 11.97%
- 6M
- 11.62%
- 1Y
- 24.41%
- 3Y*
- 17.91%
- 5Y*
- 13.01%
- 10Y*
- 12.97%
IUSK.DE vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
URTH iShares MSCI World ETF | 11.97% | 6.96% | 26.49% | 20.23% | -12.88% | 31.42% | 6.24% | 31.04% | -4.27% | 7.84% |
Correlation
The correlation between IUSK.DE and URTH is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.51 |
The correlation between IUSK.DE and URTH has been stable across timeframes, ranging from 0.49 to 0.54 - a consistent structural relationship.
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Return for Risk
IUSK.DE vs. URTH — Risk / Return Rank
IUSK.DE
URTH
IUSK.DE vs. URTH - 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 iShares MSCI World ETF (URTH). 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 | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.39 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 3.74 | -3.21 |
| Martin ratioReturn relative to average drawdown | 1.40 | 15.35 | -13.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSK.DE | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 2.08 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.85 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.76 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.75 | -0.26 |
Drawdowns
IUSK.DE vs. URTH - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, roughly equal to the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and URTH.
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Drawdown Indicators
| IUSK.DE | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -33.45% | -0.11% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -6.56% | -3.56% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -20.94% | +5.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -20.94% | -2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -33.45% | -0.11% |
Current DrawdownCurrent decline from peak | -0.86% | -0.11% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -4.11% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 1.59% | +2.24% |
Volatility
IUSK.DE vs. URTH - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a higher volatility of 4.24% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that IUSK.DE's price experiences larger fluctuations and is considered to be riskier than URTH 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 | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 2.51% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | 8.59% | +2.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.77% | +1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 15.37% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 17.21% | -1.71% |
IUSK.DE vs. URTH - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than URTH's 0.24% 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%.
Dividends
IUSK.DE vs. URTH - Dividend Comparison
IUSK.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
URTH iShares MSCI World ETF | 1.34% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
IUSK.DE and URTH have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.24% for URTH.
IUSK.DE is categorized as Europe Equities, while URTH is Global Equities. IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while URTH tracks MSCI World Index (Net). Their fees differ too: 0.20% for IUSK.DE and 0.24% for URTH.
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