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IUSZ.DE vs. XMHQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IUSZ.DE vs. XMHQ

Last updated Apr 3, 2026

Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) and Invesco S&P MidCap Quality ETF (XMHQ).

IUSZ.DE and XMHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSZ.DE is a passively managed fund by iShares that tracks the performance of the FTSE 100. It was launched on Apr 27, 2000. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006. Both IUSZ.DE and XMHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IUSZ.DE vs. XMHQ - 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 Invesco S&P MidCap Quality ETF (XMHQ). The values are adjusted to include any dividend payments, if applicable.

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IUSZ.DE vs. XMHQ - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
XMHQ
Invesco S&P MidCap Quality ETF		3.73%-7.72%24.50%25.63%-6.99%30.03%16.17%30.05%-4.81%1.43%
Different Trading Currencies

IUSZ.DE is traded in EUR, while XMHQ is traded in USD. To make them comparable, the XMHQ values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IUSZ.DE achieves a 5.78% return, which is significantly higher than XMHQ's 3.73% 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*
—

XMHQ

1D
0.25%
1M
-2.06%
YTD
3.73%
6M
0.84%
1Y
4.73%
3Y*
12.44%
5Y*
8.69%
10Y*
12.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core FTSE 100 UCITS ETF (Dist)

Invesco S&P MidCap Quality ETF

Often compared with IUSZ.DE:
IUSZ.DE vs. EXV9.DEIUSZ.DE vs. SCHDIUSZ.DE vs. VOOIUSZ.DE vs. QQQIUSZ.DE vs. VOIUSZ.DE vs. ^GDAXIIUSZ.DE vs. VHYG.L
Often compared with XMHQ:
XMHQ vs. XMMOXMHQ vs. IMCGXMHQ vs. RFVXMHQ vs. MDYXMHQ vs. GRPMXMHQ vs. RWKXMHQ vs. FLQM

IUSZ.DE vs. XMHQ - Expense Ratio Comparison

IUSZ.DE has a 0.07% expense ratio, which is lower than XMHQ'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%.

XMHQ
Invesco S&P MidCap Quality ETF
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)

Return for Risk

IUSZ.DE vs. XMHQ — 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: 6262
Overall Rank
IUSZ.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSZ.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IUSZ.DE Omega Ratio Rank: 6161
Omega Ratio Rank
IUSZ.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IUSZ.DE Martin Ratio Rank: 6969
Martin Ratio Rank
XMHQ
XMHQ Risk / Return Rank: 3131
Overall Rank
XMHQ Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMHQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
XMHQ Omega Ratio Rank: 2828
Omega Ratio Rank
XMHQ Calmar Ratio Rank: 3333
Calmar Ratio Rank
XMHQ Martin Ratio Rank: 3535
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.

IUSZ.DE vs. XMHQ - 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 Invesco S&P MidCap Quality ETF (XMHQ). 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.DEXMHQDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.21

+0.88

Sortino ratio

Return per unit of downside risk

1.42

0.46

+0.96

Omega ratio

Gain probability vs. loss probability

1.24

1.06

+0.17

Calmar ratio

Return relative to maximum drawdown

2.36

0.43

+1.93

Martin ratio

Return relative to average drawdown

8.63

1.37

+7.26

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. XMHQ - Sharpe Ratio Comparison

The current IUSZ.DE Sharpe Ratio is 1.09, which is higher than the XMHQ Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of IUSZ.DE and XMHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

IUSZ.DEXMHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.21

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.43

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.59

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

0.00

Correlation

The correlation between IUSZ.DE and XMHQ is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IUSZ.DE vs. XMHQ - Dividend Comparison

IUSZ.DE has not paid dividends to shareholders, while XMHQ's dividend yield for the trailing twelve months is around 0.59%.

TTM20252024202320222021202020192018201720162015
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)		0.00%0.00%0.00%3.09%3.86%3.68%3.06%4.32%4.54%4.01%0.73%0.00%
XMHQ
Invesco S&P MidCap Quality ETF		0.59%0.64%5.20%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%

Drawdowns

IUSZ.DE vs. XMHQ - Drawdown Comparison

The maximum IUSZ.DE drawdown since its inception was -40.31%, smaller than the maximum XMHQ drawdown of -55.00%. Use the drawdown chart below to compare losses from any high point for IUSZ.DE and XMHQ.

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Drawdown Indicators

IUSZ.DEXMHQDifference

Max Drawdown

Largest peak-to-trough decline

-40.31%

-58.19%

+17.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-8.85%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-25.47%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.90%

—

Current Drawdown

Current decline from peak

-3.60%

-4.60%

+1.00%

Average Drawdown

Average peak-to-trough decline

-5.29%

-9.35%

+4.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.25%

3.46%

-1.21%

Volatility

IUSZ.DE vs. XMHQ - Volatility Comparison

iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 5.61% compared to Invesco S&P MidCap Quality ETF (XMHQ) at 5.28%. This indicates that IUSZ.DE's price experiences larger fluctuations and is considered to be riskier than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSZ.DEXMHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

5.28%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

11.65%

-2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.38%

22.23%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

20.24%

-6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

21.00%

-4.66%