IUSK.DE vs. XB4A.DE
IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) and XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) are both Europe Equities funds - IUSK.DE tracks the MSCI Europe SRI Select Reduced Fossil Fuels while XB4A.DE tracks the ATX Index. Both are passively managed. Over the past 10 years, IUSK.DE returned 8.13%/yr vs 14.54%/yr for XB4A.DE. A 0.68 correlation means they provide meaningful diversification when combined. IUSK.DE charges 0.20%/yr vs 0.25%/yr for XB4A.DE.
Performance
IUSK.DE vs. XB4A.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSK.DE achieves a 9.41% return, which is significantly lower than XB4A.DE's 23.39% return. Over the past 10 years, IUSK.DE has underperformed XB4A.DE with an annualized return of 8.13%, while XB4A.DE has yielded a comparatively higher 14.54% annualized return.
IUSK.DE
- 1D
- -0.46%
- 1M
- 0.57%
- 6M
- 7.85%
- YTD
- 9.41%
- 1Y
- 10.55%
- 3Y*
- 7.79%
- 5Y*
- 5.31%
- 10Y*
- 8.13%
- ALL TIME*
- 8.15%
XB4A.DE
- 1D
- 0.48%
- 1M
- -2.08%
- 6M
- 20.54%
- YTD
- 23.39%
- 1Y
- 46.18%
- 3Y*
- 30.27%
- 5Y*
- 17.78%
- 10Y*
- 14.54%
- ALL TIME*
- 11.52%
IUSK.DE vs. XB4A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 9.41% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.01% | 30.88% | -7.68% | 11.41% |
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 23.39% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
Correlation
The correlation between IUSK.DE and XB4A.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2011 | 0.68 |
The correlation between IUSK.DE and XB4A.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSK.DE vs. XB4A.DE — Risk / Return Rank
IUSK.DE
XB4A.DE
IUSK.DE vs. XB4A.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 Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IUSK.DE | XB4A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.44 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 4.22 | -3.18 |
| Martin ratioReturn relative to average drawdown | 3.45 | 14.25 | -10.80 |
Loading charts...
Drawdowns
IUSK.DE vs. XB4A.DE - Drawdown Comparison
The maximum IUSK.DE drawdown since its inception was -33.56%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for IUSK.DE and XB4A.DE.
Loading charts...
Drawdown Indicators
| IUSK.DE | XB4A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -53.54% | +19.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.12% | -10.88% | +0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.94% | -16.26% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.50% | -32.50% | +9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | -53.54% | +19.98% |
Current DrawdownCurrent decline from peak | -1.98% | -2.96% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -5.86% | -9.88% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 3.23% | -0.18% |
Volatility
IUSK.DE vs. XB4A.DE - Volatility Comparison
The current volatility for iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) is 3.06%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 5.00%. This indicates that IUSK.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSK.DE | XB4A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 5.00% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.00% | 14.89% | -3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 17.66% | -4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.59% | 19.12% | -4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 20.15% | -5.05% |
IUSK.DE vs. XB4A.DE - Expense Ratio Comparison
IUSK.DE has a 0.20% expense ratio, which is lower than XB4A.DE's 0.25% 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. XB4A.DE - Dividend Comparison
Neither IUSK.DE nor XB4A.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSK.DE and XB4A.DE have a correlation of 0.60, 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 0.25% for XB4A.DE.
IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels, while XB4A.DE tracks ATX Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IUSK.DE and 0.25% for XB4A.DE.
Find the right allocation for IUSK.DE and XB4A.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer