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IUSW.DE vs. XGLF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSW.DE vs. XGLF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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, IUSW.DE achieves a 8.49% return, which is significantly higher than XGLF.DE's 6.06% return.


IUSW.DE

1D
0.44%
1M
0.44%
6M
7.23%
YTD
8.49%
1Y
4.49%
3Y*
-1.13%
5Y*
2.61%
10Y*

XGLF.DE

1D
0.50%
1M
2.01%
6M
5.05%
YTD
6.06%
1Y
5.74%
3Y*
3.33%
5Y*
5.16%
10Y*
8.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSW.DE vs. XGLF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSW.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
8.49%-15.93%5.30%5.93%0.43%46.72%-7.49%-22.80%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
6.06%-5.36%9.58%0.55%1.24%48.84%-9.49%-7.88%

Correlation

The correlation between IUSW.DE and XGLF.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.73

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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2019

0.76

The correlation between IUSW.DE and XGLF.DE has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

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Return for Risk

IUSW.DE vs. XGLF.DE — Risk / Return Rank

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

IUSW.DE
IUSW.DE Risk / Return Rank: 1313
Overall Rank
IUSW.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSW.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IUSW.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IUSW.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSW.DE Martin Ratio Rank: 1414
Martin Ratio Rank

XGLF.DE
XGLF.DE Risk / Return Rank: 1616
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1616
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.

IUSW.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.


IUSW.DEXGLF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratioReturn relative to maximum drawdown

0.38

0.63

-0.26

Martin ratioReturn relative to average drawdown

0.96

1.39

-0.43

IUSW.DE vs. XGLF.DE - Sharpe Ratio Comparison

The current IUSW.DE Sharpe Ratio is 0.30, which is lower than the XGLF.DE Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of IUSW.DE and XGLF.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

IUSW.DE vs. XGLF.DE - Drawdown Comparison

The maximum IUSW.DE drawdown since its inception was -47.12%, which is greater than XGLF.DE's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for IUSW.DE and XGLF.DE.


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Drawdown Indicators


IUSW.DEXGLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-42.15%

-4.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-9.05%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-18.41%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-31.29%

-0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

Current Drawdown

Current decline from peak

-24.34%

-17.78%

-6.56%

Average Drawdown

Average peak-to-trough decline

-20.34%

-18.26%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

4.11%

+0.54%

Volatility

IUSW.DE vs. XGLF.DE - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) has a volatility of 4.44%. This indicates that IUSW.DE experiences smaller price fluctuations and is considered to be less risky than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSW.DEXGLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

4.44%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

9.30%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

12.62%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

15.35%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

18.34%

+1.35%

IUSW.DE vs. XGLF.DE - Expense Ratio Comparison

IUSW.DE has a 0.60% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.


Dividends

IUSW.DE vs. XGLF.DE - Dividend Comparison

IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, while XGLF.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
IUSW.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
3.21%3.79%2.60%2.13%1.81%1.21%3.52%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSW.DE and XGLF.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSW.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSW.DE is cheaper with a 0.60% expense ratio, compared with 0.65% for XGLF.DE.

IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.60% for IUSW.DE and 0.65% for XGLF.DE.

Portfolio Optimizer

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