IUSL.DE vs. PSWD.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while PSWD.DE tracks the FTSE RAFI All-World 3000. Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 11.86%/yr for PSWD.DE. A 0.78 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.39%/yr for PSWD.DE.
Performance
IUSL.DE vs. PSWD.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 PSWD.DE's 16.46% return. Both investments have delivered pretty close results over the past 10 years, with IUSL.DE having a 12.35% annualized return and PSWD.DE not far behind at 11.86%.
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%
PSWD.DE
- 1D
- -0.19%
- 1M
- 3.52%
- YTD
- 16.46%
- 6M
- 17.38%
- 1Y
- 33.03%
- 3Y*
- 18.93%
- 5Y*
- 13.34%
- 10Y*
- 11.86%
IUSL.DE vs. PSWD.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% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 16.46% | 14.64% | 17.68% | 12.73% | -3.63% | 31.90% | -3.90% | 26.32% | -9.60% | 5.60% |
Correlation
The correlation between IUSL.DE and PSWD.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.78 |
The correlation between IUSL.DE and PSWD.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. PSWD.DE — Risk / Return Rank
IUSL.DE
PSWD.DE
IUSL.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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 | PSWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.58 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 5.56 | -2.68 |
| Martin ratioReturn relative to average drawdown | 11.02 | 22.39 | -11.37 |
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 | PSWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 3.10 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.00 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.80 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.68 | +0.04 |
Drawdowns
IUSL.DE vs. PSWD.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, smaller than the maximum PSWD.DE drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and PSWD.DE.
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Drawdown Indicators
| IUSL.DE | PSWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -36.39% | +3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -5.89% | -1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -18.19% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -18.19% | -1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -36.39% | +3.37% |
Current DrawdownCurrent decline from peak | -0.71% | -0.31% | -0.40% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.65% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.46% | +0.44% |
Volatility
IUSL.DE vs. PSWD.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) at 3.08%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than PSWD.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 | PSWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.08% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 7.86% | +0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 10.54% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.16% | +0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 15.19% | -0.26% |
IUSL.DE vs. PSWD.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than PSWD.DE's 0.39% expense ratio.
Dividends
IUSL.DE vs. PSWD.DE - Dividend Comparison
IUSL.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.75% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
Frequently Asked Questions
IUSL.DE and PSWD.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PSWD.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PSWD.DE is cheaper with a 0.39% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.60% for IUSL.DE and 0.39% for PSWD.DE.
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