IUSL.DE vs. ASCH.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE).

IUSL.DE and ASCH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSL.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others. It was launched on Feb 25, 2011. ASCH.DE is an actively managed fund by abrdn. It was launched on May 9, 2025.

Performance

IUSL.DE vs. ASCH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and abrdn Future Supply Chains UCITS ETF (ASCH.DE). The values are adjusted to include any dividend payments, if applicable.

IUSL.DE vs. ASCH.DE - Yearly Performance Comparison

	2026 (YTD)	2025
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF	-1.37%	10.37%
ASCH.DE abrdn Future Supply Chains UCITS ETF	8.27%	17.25%

Returns By Period

In the year-to-date period, IUSL.DE achieves a -1.37% return, which is significantly lower than ASCH.DE's 8.27% return.

IUSL.DE

• 1D: -0.38%
• 1M: -2.61%
• YTD: -1.37%
• 6M: 1.13%
• 1Y: 11.35%
• 3Y*: 13.09%
• 5Y*: 9.89%
• 10Y*: 11.25%

ASCH.DE

• 1D: -0.61%
• 1M: -4.44%
• YTD: 8.27%
• 6M: 12.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IUSL.DE vs. ASCH.DE - Expense Ratio Comparison

Both IUSL.DE and ASCH.DE have an expense ratio of 0.60%.

IUSL.DE

iShares Dow Jones Global Sustainability Screened UCITS ETF

ASCH.DE

abrdn Future Supply Chains UCITS ETF

Return for Risk

IUSL.DE vs. ASCH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSL.DE

IUSL.DE Risk / Return Rank: 49
IUSL.DE Sharpe Ratio Rank: 36
IUSL.DE Sortino Ratio Rank: 34
IUSL.DE Omega Ratio Rank: 36
IUSL.DE Calmar Ratio Rank: 69
IUSL.DE Martin Ratio Rank: 68

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.

IUSL.DE vs. ASCH.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 abrdn Future Supply Chains UCITS ETF (ASCH.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	ASCH.DE	Difference
Sharpe ratio Return per unit of total volatility	0.74	—	—
Sortino ratio Return per unit of downside risk	1.07	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	2.23	—	—
Martin ratio Return relative to average drawdown	8.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IUSL.DE	ASCH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	2.07	-1.42

Correlation

The correlation between IUSL.DE and ASCH.DE is 0.69, 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

IUSL.DE vs. ASCH.DE - Dividend Comparison

Neither IUSL.DE nor ASCH.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IUSL.DE vs. ASCH.DE - Drawdown Comparison

The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than ASCH.DE's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and ASCH.DE.

Drawdown Indicators

	IUSL.DE	ASCH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.02%	-11.06%	-21.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.43%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.02%	—	—
Current Drawdown Current decline from peak	-4.95%	-7.99%	+3.04%
Average Drawdown Average peak-to-trough decline	-4.15%	-1.82%	-2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	—	—

Volatility

Volatility by Period

	IUSL.DE	ASCH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	14.67%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.49%	14.67%	-1.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	14.67%	+0.34%