IUSQ.DE vs. UEEH.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) are both Global Equities funds from iShares - IUSQ.DE tracks the MSCI All Country World (ACWI) while UEEH.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, IUSQ.DE returned 12.42%/yr vs 5.98%/yr for UEEH.DE. A 0.65 correlation means they provide meaningful diversification when combined. IUSQ.DE charges 0.20%/yr vs 0.30%/yr for UEEH.DE.
Performance
IUSQ.DE vs. UEEH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly higher than UEEH.DE's 1.54% return.
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.51%
- YTD
- 1.54%
- 6M
- 1.62%
- 1Y
- -0.54%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
IUSQ.DE vs. UEEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 9.12% |
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 IUSQ.DE and UEEH.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.65 |
Over the past year, the correlation between IUSQ.DE and UEEH.DE has dropped to 0.31 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
IUSQ.DE vs. UEEH.DE — Risk / Return Rank
IUSQ.DE
UEEH.DE
IUSQ.DE vs. UEEH.DE - 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 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.
| IUSQ.DE | UEEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.25 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.00 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | -0.10 | +4.18 |
| Martin ratioReturn relative to average drawdown | 16.69 | -0.22 | +16.91 |
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
| IUSQ.DE | UEEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | -0.07 | +2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.59 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.65 | +0.11 |
Drawdowns
IUSQ.DE vs. UEEH.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, 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 IUSQ.DE and UEEH.DE.
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Drawdown Indicators
| IUSQ.DE | UEEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -12.82% | -20.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -5.49% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -12.82% | -8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -12.82% | -8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | — | — |
Current DrawdownCurrent decline from peak | -0.55% | -6.93% | +6.38% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.41% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.52% | -0.93% |
Volatility
IUSQ.DE vs. UEEH.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.03% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.62%. This indicates that IUSQ.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.
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Volatility by Period
| IUSQ.DE | UEEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.62% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 5.56% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 7.88% | +3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 10.11% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 10.26% | +4.76% |
IUSQ.DE vs. UEEH.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than UEEH.DE's 0.30% expense ratio.
Dividends
IUSQ.DE vs. UEEH.DE - Dividend Comparison
IUSQ.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 |
|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 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
IUSQ.DE and UEEH.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for UEEH.DE.
IUSQ.DE tracks MSCI All Country World (ACWI), while UEEH.DE tracks MSCI World Minimum Volatility. Their fees differ too: 0.20% for IUSQ.DE and 0.30% for UEEH.DE.
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