IUSZ.DE vs. ^GDAXI

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and DAX Performance Index (^GDAXI).

IUSZ.DE is a passively managed fund by iShares that tracks the performance of the FTSE 100. It was launched on Apr 27, 2000.

Performance

IUSZ.DE vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

IUSZ.DE vs. ^GDAXI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist)	5.78%	16.47%	9.79%	9.07%	-1.35%	24.82%	-15.69%	25.38%	-10.49%	8.10%
^GDAXI DAX Performance Index	-5.40%	23.01%	18.85%	20.31%	-12.35%	15.79%	3.55%	25.48%	-18.26%	12.51%

Returns By Period

In the year-to-date period, IUSZ.DE achieves a 5.78% return, which is significantly higher than ^GDAXI's -5.40% return.

IUSZ.DE

• 1D: 0.69%
• 1M: -0.34%
• YTD: 5.78%
• 6M: 11.45%
• 1Y: 16.83%
• 3Y*: 11.99%
• 5Y*: 10.69%
• 10Y*: —

^GDAXI

• 1D: -0.56%
• 1M: -2.62%
• YTD: -5.40%
• 6M: -5.14%
• 1Y: 3.47%
• 3Y*: 14.14%
• 5Y*: 8.93%
• 10Y*: 8.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IUSZ.DE vs. ^GDAXI — Risk / Return Rank

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

IUSZ.DE

IUSZ.DE Risk / Return Rank: 62
IUSZ.DE Sharpe Ratio Rank: 58
IUSZ.DE Sortino Ratio Rank: 50
IUSZ.DE Omega Ratio Rank: 61
IUSZ.DE Calmar Ratio Rank: 73
IUSZ.DE Martin Ratio Rank: 69

^GDAXI

^GDAXI Risk / Return Rank: 25
^GDAXI Sharpe Ratio Rank: 22
^GDAXI Sortino Ratio Rank: 20
^GDAXI Omega Ratio Rank: 21
^GDAXI Calmar Ratio Rank: 30
^GDAXI Martin Ratio Rank: 31

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.

IUSZ.DE vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and DAX Performance Index (^GDAXI). 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.

	IUSZ.DE	^GDAXI	Difference
Sharpe ratio Return per unit of total volatility	1.09	0.20	+0.89
Sortino ratio Return per unit of downside risk	1.42	0.38	+1.04
Omega ratio Gain probability vs. loss probability	1.24	1.05	+0.19
Calmar ratio Return relative to maximum drawdown	2.36	0.54	+1.82
Martin ratio Return relative to average drawdown	8.63	1.91	+6.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSZ.DE vs. ^GDAXI - Sharpe Ratio Comparison

The current IUSZ.DE Sharpe Ratio is 1.09, which is higher than the ^GDAXI Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of IUSZ.DE and ^GDAXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IUSZ.DE	^GDAXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.09	0.20	+0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.53	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.41	+0.04

Correlation

The correlation between IUSZ.DE and ^GDAXI is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

IUSZ.DE vs. ^GDAXI - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and ^GDAXI.

Drawdown Indicators

	IUSZ.DE	^GDAXI	Difference
Max Drawdown Largest peak-to-trough decline	-40.31%	-72.68%	+32.37%
Max Drawdown (1Y) Largest decline over 1 year	-11.64%	-12.27%	+0.63%
Max Drawdown (5Y) Largest decline over 5 years	-17.24%	-26.40%	+9.16%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.78%	—
Current Drawdown Current decline from peak	-3.60%	-8.86%	+5.26%
Average Drawdown Average peak-to-trough decline	-5.29%	-14.75%	+9.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	3.50%	-1.25%

Volatility

IUSZ.DE vs. ^GDAXI - Volatility Comparison

The current volatility for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) is 5.61%, while DAX Performance Index (^GDAXI) has a volatility of 6.64%. This indicates that IUSZ.DE experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSZ.DE	^GDAXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.61%	6.64%	-1.03%
Volatility (6M) Calculated over the trailing 6-month period	9.01%	11.28%	-2.27%
Volatility (1Y) Calculated over the trailing 1-year period	15.38%	17.64%	-2.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.01%	16.80%	-2.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	18.30%	-1.96%