IUSQ.DE vs. IS0E.DE
Compare and contrast key facts about iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares Gold Producers UCITS ETF (IS0E.DE).
IUSQ.DE and IS0E.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI All Country World (ACWI). It was launched on Oct 21, 2011. IS0E.DE is a passively managed fund by iShares that tracks the performance of the S&P Commodity Producers Gold. It was launched on Sep 16, 2011. Both IUSQ.DE and IS0E.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSQ.DE or IS0E.DE.
Key characteristics
| IUSQ.DE | IS0E.DE | |
|---|---|---|
| YTD Return | 17.98% | 30.68% |
| 1Y Return | 25.71% | 36.45% |
| 3Y Return (Ann) | 7.13% | 9.83% |
| 5Y Return (Ann) | 11.08% | 8.91% |
| 10Y Return (Ann) | 10.35% | 12.89% |
| Sharpe Ratio | 2.50 | 1.53 |
| Sortino Ratio | 3.27 | 2.18 |
| Omega Ratio | 1.50 | 1.27 |
| Calmar Ratio | 3.13 | 1.18 |
| Martin Ratio | 15.15 | 7.11 |
| Ulcer Index | 1.69% | 6.04% |
| Daily Std Dev | 10.23% | 28.04% |
| Max Drawdown | -33.60% | -71.22% |
| Current Drawdown | -2.69% | -8.63% |
Correlation
The correlation between IUSQ.DE and IS0E.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
IUSQ.DE vs. IS0E.DE - Performance Comparison
In the year-to-date period, IUSQ.DE achieves a 17.98% return, which is significantly lower than IS0E.DE's 30.68% return. Over the past 10 years, IUSQ.DE has underperformed IS0E.DE with an annualized return of 10.35%, while IS0E.DE has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSQ.DE vs. IS0E.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.
Risk-Adjusted Performance
IUSQ.DE vs. IS0E.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares Gold Producers UCITS ETF (IS0E.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.
Dividends
IUSQ.DE vs. IS0E.DE - Dividend Comparison
Neither IUSQ.DE nor IS0E.DE has paid dividends to shareholders.
Drawdowns
IUSQ.DE vs. IS0E.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum IS0E.DE drawdown of -71.22%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and IS0E.DE. For additional features, visit the drawdowns tool.
Volatility
IUSQ.DE vs. IS0E.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 2.22%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 7.22%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.