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

Performance

IUSK.DE vs. URTH - 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 iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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

IUSK.DE vs. URTH - 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%
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

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

URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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. 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.DEURTHDifference
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

IUSK.DE vs. URTH - Sharpe Ratio Comparison

The current IUSK.DE Sharpe Ratio is 0.40, which is lower than the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of IUSK.DE and URTH, 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.DEURTHDifference

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.DEURTHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.86%

-0.11%

-0.75%

Average Drawdown

Average peak-to-trough decline

-5.91%

-4.11%

-1.80%

Ulcer Index

Depth 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.DEURTHDifference

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%.


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%
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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