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IUSQ.DE vs. XDW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. XDW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSQ.DE achieves a 14.11% return, which is significantly lower than XDW0.DE's 28.70% return. Over the past 10 years, IUSQ.DE has outperformed XDW0.DE with an annualized return of 12.06%, while XDW0.DE has yielded a comparatively lower 8.15% annualized return.


IUSQ.DE

1D
0.13%
1M
0.82%
6M
11.61%
YTD
14.11%
1Y
25.48%
3Y*
18.33%
5Y*
11.84%
10Y*
12.06%

XDW0.DE

1D
-0.93%
1M
2.25%
6M
19.90%
YTD
28.70%
1Y
34.95%
3Y*
15.05%
5Y*
20.85%
10Y*
8.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. XDW0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
14.11%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
28.70%2.24%7.48%0.19%53.95%52.21%-36.99%14.05%-12.13%-7.68%

Correlation

The correlation between IUSQ.DE and XDW0.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.11

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

0.21

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

0.32

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

0.48

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

0.56

The correlation between IUSQ.DE and XDW0.DE shifts across timeframes, from -0.11 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSQ.DE vs. XDW0.DE — 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: 8686
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 9090
Martin Ratio Rank

XDW0.DE
XDW0.DE Risk / Return Rank: 5252
Overall Rank
XDW0.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 4444
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. XDW0.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 Energy UCITS ETF 1C (XDW0.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.

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.DEXDW0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratioReturn relative to maximum drawdown

3.91

2.24

+1.68

Martin ratioReturn relative to average drawdown

15.96

5.78

+10.18

IUSQ.DE vs. XDW0.DE - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.15, which is higher than the XDW0.DE Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IUSQ.DE and XDW0.DE, 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. XDW0.DE - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum XDW0.DE drawdown of -66.27%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and XDW0.DE.


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Drawdown Indicators


IUSQ.DEXDW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-66.27%

+32.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-15.55%

+9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-23.70%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-23.70%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-61.44%

+27.84%

Current Drawdown

Current decline from peak

-0.47%

-10.20%

+9.73%

Average Drawdown

Average peak-to-trough decline

-4.16%

-22.94%

+18.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

6.03%

-4.44%

Volatility

IUSQ.DE vs. XDW0.DE - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 2.92%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.81%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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.DEXDW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

6.81%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

19.48%

-10.81%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

22.56%

-10.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

24.24%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

26.60%

-11.62%

IUSQ.DE vs. XDW0.DE - Expense Ratio Comparison

IUSQ.DE has a 0.20% expense ratio, which is lower than XDW0.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. XDW0.DE - Dividend Comparison

Neither IUSQ.DE nor XDW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSQ.DE and XDW0.DE have a correlation of -0.11, 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 XDW0.DE.

IUSQ.DE is categorized as Global Equities, while XDW0.DE is Energy Equities. IUSQ.DE tracks MSCI ACWI Index, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IUSQ.DE and 0.25% for XDW0.DE.

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