IUSL.DE vs. XDEV.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IUSL.DE returned 12.35%/yr vs 12.35%/yr for XDEV.DE. A 0.77 correlation means they provide meaningful diversification when combined. IUSL.DE charges 0.60%/yr vs 0.25%/yr for XDEV.DE.
Performance
IUSL.DE vs. XDEV.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 XDEV.DE's 35.07% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: IUSL.DE at 12.35% and XDEV.DE at 12.35%.
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%
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
IUSL.DE vs. XDEV.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% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between IUSL.DE and XDEV.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.77 |
The correlation between IUSL.DE and XDEV.DE shifts across timeframes, from 0.71 (1 year) to 0.84 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IUSL.DE vs. XDEV.DE — Risk / Return Rank
IUSL.DE
XDEV.DE
IUSL.DE vs. XDEV.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 Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.62 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.81 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 10.38 | -7.50 |
| Martin ratioReturn relative to average drawdown | 11.02 | 39.12 | -28.10 |
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 | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 4.52 | -2.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 1.23 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.78 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.71 | +0.01 |
Drawdowns
IUSL.DE vs. XDEV.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, smaller than the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and XDEV.DE.
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Drawdown Indicators
| IUSL.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -35.28% | +2.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.05% | -1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -18.02% | -1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -18.02% | -1.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -35.28% | +2.26% |
Current DrawdownCurrent decline from peak | -0.71% | -1.07% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -5.56% | +1.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.61% | +0.29% |
Volatility
IUSL.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 3.41%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that IUSL.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.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 | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 5.77% | -2.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 11.20% | -2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 13.89% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.96% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 15.90% | -0.97% |
IUSL.DE vs. XDEV.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
IUSL.DE vs. XDEV.DE - Dividend Comparison
Neither IUSL.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSL.DE and XDEV.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.60% for IUSL.DE and 0.25% for XDEV.DE.
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