IUSL.DE vs. QDVW.DE

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE).

IUSL.DE and QDVW.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. QDVW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World High Dividend Yield Advanced Select Index USD. It was launched on May 14, 2020. Both IUSL.DE and QDVW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUSL.DE vs. QDVW.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 iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE). The values are adjusted to include any dividend payments, if applicable.

IUSL.DE vs. QDVW.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	-1.37%	9.06%	17.49%	22.13%	-12.66%	32.00%	3.12%	29.77%	-4.73%	4.70%
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist	2.31%	10.76%	16.43%	13.08%	-1.82%	26.14%	-9.19%	26.51%	-3.61%	3.76%

Returns By Period

In the year-to-date period, IUSL.DE achieves a -1.37% return, which is significantly lower than QDVW.DE's 2.31% 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%

QDVW.DE

• 1D: 0.04%
• 1M: -1.05%
• YTD: 2.31%
• 6M: 7.35%
• 1Y: 13.78%
• 3Y*: 12.63%
• 5Y*: 10.72%
• 10Y*: —

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

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

IUSL.DE has a 0.60% expense ratio, which is higher than QDVW.DE's 0.38% expense ratio.

IUSL.DE

iShares Dow Jones Global Sustainability Screened UCITS ETF

QDVW.DE

iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist

Return for Risk

IUSL.DE vs. QDVW.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

QDVW.DE

QDVW.DE Risk / Return Rank: 61
QDVW.DE Sharpe Ratio Rank: 48
QDVW.DE Sortino Ratio Rank: 44
QDVW.DE Omega Ratio Rank: 48
QDVW.DE Calmar Ratio Rank: 84
QDVW.DE Martin Ratio Rank: 82

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. QDVW.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 Quality Dividend Advanced UCITS ETF USD Dist (QDVW.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	QDVW.DE	Difference
Sharpe ratio Return per unit of total volatility	0.74	0.93	-0.20
Sortino ratio Return per unit of downside risk	1.07	1.30	-0.23
Omega ratio Gain probability vs. loss probability	1.16	1.20	-0.04
Calmar ratio Return relative to maximum drawdown	2.23	3.03	-0.79
Martin ratio Return relative to average drawdown	8.55	10.80	-2.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSL.DE vs. QDVW.DE - Sharpe Ratio Comparison

The current IUSL.DE Sharpe Ratio is 0.74, which is comparable to the QDVW.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of IUSL.DE and QDVW.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSL.DE	QDVW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	0.93	-0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.89	-0.17
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	0.65	0.00

Correlation

The correlation between IUSL.DE and QDVW.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IUSL.DE vs. QDVW.DE - Dividend Comparison

IUSL.DE has not paid dividends to shareholders, while QDVW.DE's dividend yield for the trailing twelve months is around 2.71%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
QDVW.DE iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist	2.71%	2.37%	2.52%	2.85%	3.04%	2.63%	3.05%	3.02%	3.25%	0.79%

Drawdowns

IUSL.DE vs. QDVW.DE - Drawdown Comparison

The maximum IUSL.DE drawdown since its inception was -33.02%, roughly equal to the maximum QDVW.DE drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and QDVW.DE.

Drawdown Indicators

	IUSL.DE	QDVW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.02%	-31.56%	-1.46%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-10.05%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	-19.43%	-18.64%	-0.79%
Max Drawdown (10Y) Largest decline over 10 years	-33.02%	—	—
Current Drawdown Current decline from peak	-4.95%	-3.30%	-1.65%
Average Drawdown Average peak-to-trough decline	-4.15%	-3.91%	-0.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.66%	+0.23%

Volatility

IUSL.DE vs. QDVW.DE - Volatility Comparison

iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 4.80% compared to iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist (QDVW.DE) at 4.04%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than QDVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSL.DE	QDVW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.80%	4.04%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	7.40%	+1.40%
Volatility (1Y) Calculated over the trailing 1-year period	15.30%	14.69%	+0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.49%	11.90%	+1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.01%	13.76%	+1.25%