IUSL.DE vs. IUSD.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds from iShares - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 11.00%/yr for IUSD.DE. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.60% expense ratio.
Performance
IUSL.DE vs. IUSD.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 IUSD.DE's 20.34% return. Over the past 10 years, IUSL.DE has outperformed IUSD.DE with an annualized return of 12.35%, while IUSD.DE has yielded a comparatively lower 11.00% 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%
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
IUSL.DE vs. IUSD.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% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 4.32% |
Correlation
The correlation between IUSL.DE and IUSD.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.44 |
Over the past year, IUSL.DE and IUSD.DE have become more correlated (0.82) than their long-term average of 0.44, meaning their price movements have been converging.
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Return for Risk
IUSL.DE vs. IUSD.DE — Risk / Return Rank
IUSL.DE
IUSD.DE
IUSL.DE vs. IUSD.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 MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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 | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.49 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 7.08 | -4.20 |
| Martin ratioReturn relative to average drawdown | 11.02 | 22.57 | -11.54 |
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 | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.74 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.83 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.64 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.08 |
Drawdowns
IUSL.DE vs. IUSD.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and IUSD.DE.
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Drawdown Indicators
| IUSL.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -23.82% | -9.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -4.81% | -2.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -22.97% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -22.97% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -22.97% | -10.05% |
Current DrawdownCurrent decline from peak | -0.71% | -0.49% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -3.61% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.51% | +0.39% |
Volatility
IUSL.DE vs. IUSD.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that IUSL.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.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 | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.98% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 9.09% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 12.41% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 23.09% | -9.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.93% | -2.00% |
IUSL.DE vs. IUSD.DE - Expense Ratio Comparison
Both IUSL.DE and IUSD.DE have an expense ratio of 0.60%.
Dividends
IUSL.DE vs. IUSD.DE - Dividend Comparison
IUSL.DE has not paid dividends to shareholders, while IUSD.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSL.DE and IUSD.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.60% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IUSL.DE and IUSD.DE have the same expense ratio: 0.60% per year.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while IUSD.DE tracks MSCI World Islamic Index.
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