IUSL.DE vs. IQQ0.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 6.81%/yr for IQQ0.DE. A 0.65 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.30%/yr for IQQ0.DE.
Performance
IUSL.DE vs. IQQ0.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 higher than IQQ0.DE's 1.59% return. Over the past 10 years, IUSL.DE has outperformed IQQ0.DE with an annualized return of 12.35%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized 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%
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
IUSL.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 7.79% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Correlation
The correlation between IUSL.DE and IQQ0.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.65 |
Over the past year, the correlation between IUSL.DE and IQQ0.DE has dropped to 0.38 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
IUSL.DE vs. IQQ0.DE — Risk / Return Rank
IUSL.DE
IQQ0.DE
IUSL.DE vs. IQQ0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | -0.05 | +2.94 |
| Martin ratioReturn relative to average drawdown | 11.02 | -0.12 | +11.14 |
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 | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | -0.04 | +1.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.60 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.58 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.76 | -0.05 |
Drawdowns
IUSL.DE vs. IQQ0.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and IQQ0.DE.
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Drawdown Indicators
| IUSL.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -28.65% | -4.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -5.22% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -12.82% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -12.82% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -28.65% | -4.37% |
Current DrawdownCurrent decline from peak | -0.71% | -6.65% | +5.94% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.54% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.44% | -0.54% |
Volatility
IUSL.DE vs. IQQ0.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.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 | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.53% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 5.36% | +3.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 7.78% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 10.08% | +3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 11.62% | +3.31% |
IUSL.DE vs. IQQ0.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than IQQ0.DE's 0.30% expense ratio.
Dividends
IUSL.DE vs. IQQ0.DE - Dividend Comparison
Neither IUSL.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and IQQ0.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IQQ0.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IQQ0.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while IQQ0.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.60% for IUSL.DE and 0.30% for IQQ0.DE.
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