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

Performance

IWLE.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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, IWLE.DE achieves a 7.23% return, which is significantly lower than IUSQ.DE's 12.95% return.


IWLE.DE

1D
-0.47%
1M
-0.85%
YTD
7.23%
6M
7.12%
1Y
20.78%
3Y*
17.76%
5Y*
10.03%
10Y*

IUSQ.DE

1D
-0.36%
1M
1.02%
YTD
12.95%
6M
13.38%
1Y
27.30%
3Y*
18.41%
5Y*
11.86%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IWLE.DE
iShares Core MSCI World UCITS ETF EUR Hedged Dist
7.23%16.76%19.70%21.53%-18.71%23.89%11.68%12.14%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.95%9.02%24.53%18.57%-13.58%29.13%4.94%15.61%

Correlation

The correlation between IWLE.DE and IUSQ.DE is 0.72, 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

0.72

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

0.82

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2019

0.89

The correlation between IWLE.DE and IUSQ.DE shifts across timeframes, from 0.72 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWLE.DE vs. IUSQ.DE — Risk / Return Rank

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

IWLE.DE
IWLE.DE Risk / Return Rank: 5959
Overall Rank
IWLE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWLE.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
IWLE.DE Omega Ratio Rank: 5757
Omega Ratio Rank
IWLE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
IWLE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8585
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8989
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.

IWLE.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.


IWLE.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.12

Calmar ratioReturn relative to maximum drawdown

2.57

4.19

-1.62

Martin ratioReturn relative to average drawdown

11.25

17.20

-5.94

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

The current IWLE.DE Sharpe Ratio is 1.68, which is comparable to the IUSQ.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IWLE.DE and IUSQ.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

IWLE.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IWLE.DE drawdown since its inception was -32.76%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IWLE.DE and IUSQ.DE.


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Drawdown Indicators


IWLE.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.76%

-33.60%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-6.48%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-21.25%

+3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-21.25%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.77%

-1.09%

-0.68%

Average Drawdown

Average peak-to-trough decline

-5.27%

-4.17%

-1.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.58%

+0.26%

Volatility

IWLE.DE vs. IUSQ.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) has a higher volatility of 4.07% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.44%. This indicates that IWLE.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWLE.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

3.44%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

8.52%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

11.71%

+0.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

13.98%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

15.01%

+1.75%

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

IWLE.DE has a 0.30% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

IWLE.DE vs. IUSQ.DE - Dividend Comparison

IWLE.DE's dividend yield for the trailing twelve months is around 1.05%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWLE.DE
iShares Core MSCI World UCITS ETF EUR Hedged Dist
1.05%1.11%1.27%1.43%1.76%1.20%1.04%0.53%

Frequently Asked Questions


IWLE.DE and IUSQ.DE have a correlation of 0.72, 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 0.30% for IWLE.DE.

IWLE.DE tracks MSCI World Net TR Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.30% for IWLE.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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