IUSL.DE vs. IUSQ.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds from iShares - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while IUSQ.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.87 suggests significant overlap in exposure. IUSL.DE charges 0.60%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IUSL.DE vs. IUSQ.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 IUSQ.DE's 12.65% return. Both investments have delivered pretty close results over the past 10 years, with IUSL.DE having a 12.35% annualized return and IUSQ.DE not far ahead at 12.38%.
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%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
IUSL.DE vs. IUSQ.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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between IUSL.DE and IUSQ.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.87 |
The correlation between IUSL.DE and IUSQ.DE has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. IUSQ.DE — Risk / Return Rank
IUSL.DE
IUSQ.DE
IUSL.DE vs. IUSQ.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 ACWI UCITS ETF (Acc) (IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 4.08 | -1.20 |
| Martin ratioReturn relative to average drawdown | 11.02 | 16.69 | -5.67 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.31 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.88 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.82 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.76 | -0.05 |
Drawdowns
IUSL.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and IUSQ.DE.
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Drawdown Indicators
| IUSL.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -33.60% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.48% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -21.25% | +1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -21.25% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.60% | +0.58% |
Current DrawdownCurrent decline from peak | -0.71% | -0.55% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.19% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.59% | +0.31% |
Volatility
IUSL.DE vs. IUSQ.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.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 | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.03% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 8.26% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 11.47% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.94% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 15.02% | -0.09% |
IUSL.DE vs. IUSQ.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IUSL.DE vs. IUSQ.DE - Dividend Comparison
Neither IUSL.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and IUSQ.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.60% for IUSL.DE and 0.20% for IUSQ.DE.
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