IUSL.DE vs. UEEH.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and UEEH.DE (iShares Edge MSCI World Minimum Volatility 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 UEEH.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 5.98%/yr for UEEH.DE. A 0.67 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.30%/yr for UEEH.DE.
Performance
IUSL.DE vs. UEEH.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly higher than UEEH.DE's 1.54% 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%
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.86%
- YTD
- 1.54%
- 6M
- 1.53%
- 1Y
- 0.02%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
IUSL.DE vs. UEEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 7.58% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
Correlation
The correlation between IUSL.DE and UEEH.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 | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.67 |
Over the past year, the correlation between IUSL.DE and UEEH.DE has dropped to 0.38 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IUSL.DE vs. UEEH.DE — Risk / Return Rank
IUSL.DE
UEEH.DE
IUSL.DE vs. UEEH.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 Dist (UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.88 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | -0.10 | +2.98 |
| Martin ratioReturn relative to average drawdown | 11.02 | -0.22 | +11.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSL.DE | UEEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | -0.07 | +1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.59 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.65 | +0.07 |
Drawdowns
IUSL.DE vs. UEEH.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and UEEH.DE.
Loading charts...
Drawdown Indicators
| IUSL.DE | UEEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -12.82% | -20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -5.49% | -1.75% |
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% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -6.93% | +6.22% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.41% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.52% | -0.62% |
Volatility
IUSL.DE vs. UEEH.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 Dist (UEEH.DE) at 2.62%. This indicates that IUSL.DE's price experiences larger fluctuations and is considered to be riskier than UEEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSL.DE | UEEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.62% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 5.56% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 7.88% | +3.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 10.11% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 10.26% | +4.67% |
IUSL.DE vs. UEEH.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than UEEH.DE's 0.30% expense ratio.
Dividends
IUSL.DE vs. UEEH.DE - Dividend Comparison
IUSL.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
Frequently Asked Questions
IUSL.DE and UEEH.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, UEEH.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UEEH.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 UEEH.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.60% for IUSL.DE and 0.30% for UEEH.DE.
Find the right allocation for IUSL.DE and UEEH.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer