IUSL.DE vs. WRLD.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and WRLD.DE (Rize Environmental Impact 100 UCITS ETF) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while WRLD.DE tracks the Foxberry SMS Environmental Impact 100. Both are passively managed. Over the past 3 years, IUSL.DE returned 14.71%/yr vs 10.05%/yr for WRLD.DE. A 0.77 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.55%/yr for WRLD.DE.
Performance
IUSL.DE vs. WRLD.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 WRLD.DE's 18.45% 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%
WRLD.DE
- 1D
- -0.10%
- 1M
- 1.13%
- YTD
- 18.45%
- 6M
- 18.65%
- 1Y
- 26.89%
- 3Y*
- 10.05%
- 5Y*
- —
- 10Y*
- —
IUSL.DE vs. WRLD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 10.45% |
WRLD.DE Rize Environmental Impact 100 UCITS ETF | 18.45% | 11.71% | 1.59% | 11.63% | -16.39% | 8.00% |
Correlation
The correlation between IUSL.DE and WRLD.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2021 | 0.77 |
The correlation between IUSL.DE and WRLD.DE has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.
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Return for Risk
IUSL.DE vs. WRLD.DE — Risk / Return Rank
IUSL.DE
WRLD.DE
IUSL.DE vs. WRLD.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 Rize Environmental Impact 100 UCITS ETF (WRLD.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 | WRLD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 3.57 | -0.69 |
| Martin ratioReturn relative to average drawdown | 11.02 | 11.33 | -0.30 |
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 | WRLD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.91 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | — | — |
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 | 0.38 | +0.34 |
Drawdowns
IUSL.DE vs. WRLD.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than WRLD.DE's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and WRLD.DE.
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Drawdown Indicators
| IUSL.DE | WRLD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -23.55% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -7.90% | +0.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -19.51% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.38% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -9.51% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.50% | -0.60% |
Volatility
IUSL.DE vs. WRLD.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a volatility of 4.50%. This indicates that IUSL.DE experiences smaller price fluctuations and is considered to be less risky than WRLD.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 | WRLD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 4.50% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 11.34% | -2.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 14.81% | -3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 16.98% | -3.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 16.98% | -2.05% |
IUSL.DE vs. WRLD.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than WRLD.DE's 0.55% expense ratio.
Dividends
IUSL.DE vs. WRLD.DE - Dividend Comparison
Neither IUSL.DE nor WRLD.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and WRLD.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WRLD.DE is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WRLD.DE is cheaper with a 0.55% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while WRLD.DE tracks Foxberry SMS Environmental Impact 100. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.60% for IUSL.DE and 0.55% for WRLD.DE.
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