IUSL.DE vs. AMEC.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and AMEC.DE (Amundi Index Smart City UCITS ETF) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while AMEC.DE tracks the Solactive Smart City. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 6.68%/yr for AMEC.DE. A 0.78 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.35%/yr for AMEC.DE.
Performance
IUSL.DE vs. AMEC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than AMEC.DE's 30.58% return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
AMEC.DE
- 1D
- -1.34%
- 1M
- 10.00%
- YTD
- 30.58%
- 6M
- 28.27%
- 1Y
- 45.51%
- 3Y*
- 17.35%
- 5Y*
- 6.68%
- 10Y*
- —
IUSL.DE vs. AMEC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 4.49% |
AMEC.DE Amundi Index Smart City UCITS ETF | 30.58% | 9.65% | 16.27% | 1.43% | -18.74% | 9.30% | 9.10% | 3.62% |
Correlation
The correlation between IUSL.DE and AMEC.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.78 |
The correlation between IUSL.DE and AMEC.DE has been stable across timeframes, ranging from 0.76 to 0.78 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. AMEC.DE — Risk / Return Rank
IUSL.DE
AMEC.DE
IUSL.DE vs. AMEC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and Amundi Index Smart City UCITS ETF (AMEC.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.
| IUSL.DE | AMEC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.45 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 5.09 | -2.21 |
| Martin ratioReturn relative to average drawdown | 11.02 | 16.11 | -5.09 |
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
| IUSL.DE | AMEC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.65 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.38 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.44 | +0.28 |
Drawdowns
IUSL.DE vs. AMEC.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, smaller than the maximum AMEC.DE drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and AMEC.DE.
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Drawdown Indicators
| IUSL.DE | AMEC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -35.49% | +2.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -9.02% | +1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -24.98% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -27.33% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -1.34% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -11.50% | +7.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.86% | -0.96% |
Volatility
IUSL.DE vs. AMEC.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while Amundi Index Smart City UCITS ETF (AMEC.DE) has a volatility of 6.73%. This indicates that IUSL.DE experiences smaller price fluctuations and is considered to be less risky than AMEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSL.DE | AMEC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 6.73% | -3.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 13.09% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 17.36% | -5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 17.51% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 19.22% | -4.29% |
IUSL.DE vs. AMEC.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than AMEC.DE's 0.35% expense ratio.
Dividends
IUSL.DE vs. AMEC.DE - Dividend Comparison
Neither IUSL.DE nor AMEC.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and AMEC.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMEC.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMEC.DE is cheaper with a 0.35% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while AMEC.DE tracks Solactive Smart City. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IUSL.DE and 0.35% for AMEC.DE.
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