IUSQ.DE vs. XDEB.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - IUSQ.DE tracks the MSCI All Country World (ACWI) while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 6.88%/yr for XDEB.DE. A 0.64 correlation means they provide meaningful diversification when combined. IUSQ.DE charges 0.20%/yr vs 0.25%/yr for XDEB.DE.
Performance
IUSQ.DE vs. XDEB.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 XDEB.DE's 1.74% return. Over the past 10 years, IUSQ.DE has outperformed XDEB.DE with an annualized return of 12.38%, while XDEB.DE has yielded a comparatively lower 6.88% annualized 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%
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.84%
- YTD
- 1.74%
- 6M
- 1.64%
- 1Y
- 0.46%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
IUSQ.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
Correlation
The correlation between IUSQ.DE and XDEB.DE 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 | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.64 |
Over the past year, the correlation between IUSQ.DE and XDEB.DE has dropped to 0.29 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
IUSQ.DE vs. XDEB.DE — Risk / Return Rank
IUSQ.DE
XDEB.DE
IUSQ.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.32 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.00 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | -0.02 | +4.10 |
| Martin ratioReturn relative to average drawdown | 16.69 | -0.03 | +16.73 |
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 | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | -0.01 | +2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.61 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.62 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.70 | +0.07 |
Drawdowns
IUSQ.DE vs. XDEB.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and XDEB.DE.
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Drawdown Indicators
| IUSQ.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -28.57% | -5.03% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -5.31% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -13.02% | -8.23% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -13.02% | -8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -28.57% | -5.03% |
Current DrawdownCurrent decline from peak | -0.55% | -6.53% | +5.98% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -5.03% | +0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.37% | -0.78% |
Volatility
IUSQ.DE vs. XDEB.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.03% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.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 | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.63% | +0.40% |
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% | 7.86% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 10.16% | +3.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 12.03% | +2.99% |
IUSQ.DE vs. XDEB.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than XDEB.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSQ.DE vs. XDEB.DE - Dividend Comparison
Neither IUSQ.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and XDEB.DE 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.
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 0.25% for XDEB.DE.
IUSQ.DE tracks MSCI All Country World (ACWI), while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.20% for IUSQ.DE and 0.25% for XDEB.DE.
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