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IUSQ.DE vs. ISLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. ISLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares Physical Silver ETC (ISLN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSQ.DE is traded in EUR, while ISLN.L is traded in USD. To make them comparable, the ISLN.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSQ.DE achieves a 11.73% return, which is significantly higher than ISLN.L's -4.13% return. Over the past 10 years, IUSQ.DE has underperformed ISLN.L with an annualized return of 12.55%, while ISLN.L has yielded a comparatively higher 13.90% annualized return.


IUSQ.DE

1D
1.86%
1M
0.87%
YTD
11.73%
6M
13.44%
1Y
26.48%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%

ISLN.L

1D
5.88%
1M
-19.88%
YTD
-4.13%
6M
11.52%
1Y
86.09%
3Y*
38.14%
5Y*
20.15%
10Y*
13.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. ISLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
11.73%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%
ISLN.L
iShares Physical Silver ETC
-4.13%118.24%29.09%-3.73%9.80%-6.33%33.83%18.99%-4.48%-9.08%

Correlation

The correlation between IUSQ.DE and ISLN.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.13

The correlation between IUSQ.DE and ISLN.L shifts across timeframes, from 0.13 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUSQ.DE vs. ISLN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8282
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8787
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 4444
Overall Rank
ISLN.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5252
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3333
Martin Ratio Rank
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.

IUSQ.DE vs. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares Physical Silver ETC (ISLN.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUSQ.DEISLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.41

1.29

+0.12

Calmar ratioReturn relative to maximum drawdown

3.97

2.05

+1.93

Martin ratioReturn relative to average drawdown

16.29

4.60

+11.69

IUSQ.DE vs. ISLN.L - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the ISLN.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IUSQ.DE and ISLN.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUSQ.DE vs. ISLN.L - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum ISLN.L drawdown of -68.32%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and ISLN.L.


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Drawdown Indicators


IUSQ.DEISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-68.32%

+34.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-42.05%

+35.57%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-42.05%

+20.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-42.05%

+20.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-42.05%

+8.45%

Current Drawdown

Current decline from peak

-1.37%

-38.64%

+37.27%

Average Drawdown

Average peak-to-trough decline

-4.18%

-42.65%

+38.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

18.75%

-17.17%

Volatility

IUSQ.DE vs. ISLN.L - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while iShares Physical Silver ETC (ISLN.L) has a volatility of 15.17%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than ISLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSQ.DEISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

15.17%

-11.76%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

53.64%

-45.11%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

56.54%

-44.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

34.50%

-20.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

29.99%

-14.96%

IUSQ.DE vs. ISLN.L - Expense Ratio Comparison

Both IUSQ.DE and ISLN.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IUSQ.DE vs. ISLN.L - Dividend Comparison

Neither IUSQ.DE nor ISLN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSQ.DE and ISLN.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IUSQ.DE and ISLN.L have the same expense ratio: 0.20% per year.

IUSQ.DE is categorized as Global Equities, while ISLN.L is Silver. IUSQ.DE tracks MSCI All Country World (ACWI), while ISLN.L tracks LBMA Silver Price.

Portfolio Optimizer

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