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KWS.DE vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KWS.DE vs. IUSK.DE

Last updated Jun 23, 2026

KWS.DE (KWS SAAT SE & Co. KGaA) is a stock, while IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) is Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels. Over the past 10 years, KWS.DE returned 4.21%/yr vs 8.84%/yr for IUSK.DE. At a 0.33 correlation, their price movements are largely independent.

Performance

KWS.DE vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in KWS SAAT SE & Co. KGaA (KWS.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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, KWS.DE achieves a -2.19% return, which is significantly lower than IUSK.DE's 9.03% return. Over the past 10 years, KWS.DE has underperformed IUSK.DE with an annualized return of 4.21%, while IUSK.DE has yielded a comparatively higher 8.84% annualized return.

KWS.DE

1D
0.00%
1M
-8.33%
YTD
-2.19%
6M
-0.30%
1Y
18.45%
3Y*
7.90%
5Y*
0.79%
10Y*
4.21%

IUSK.DE

1D
0.22%
1M
3.07%
YTD
9.03%
6M
10.26%
1Y
11.20%
3Y*
8.64%
5Y*
5.62%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KWS.DE vs. IUSK.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
KWS.DE
KWS SAAT SE & Co. KGaA		-2.19%18.83%11.36%-14.75%-11.12%13.57%13.87%12.26%-17.12%24.48%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)		9.03%3.95%5.36%16.45%-15.18%26.73%4.01%30.88%-7.68%11.41%

Correlation

The correlation between KWS.DE and IUSK.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.31

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

0.36

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.33

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KWS SAAT SE & Co. KGaA

iShares MSCI Europe SRI UCITS ETF (Acc)

Often compared with KWS.DE:
KWS.DE vs. AMDUFKWS.DE vs. EVT.DEKWS.DE vs. IBRX
Often compared with IUSK.DE:
IUSK.DE vs. SRIW.LIUSK.DE vs. SLMC.DEIUSK.DE vs. VTIIUSK.DE vs. AW1P.DEIUSK.DE vs. VWCE.DEIUSK.DE vs. ^NDXIUSK.DE vs. AYEW.DE

Return for Risk

KWS.DE vs. IUSK.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KWS.DE
KWS.DE Risk / Return Rank: 6464
Overall Rank
KWS.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KWS.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
KWS.DE Omega Ratio Rank: 6161
Omega Ratio Rank
KWS.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
KWS.DE Martin Ratio Rank: 6666
Martin Ratio Rank
IUSK.DE
IUSK.DE Risk / Return Rank: 2424
Overall Rank
IUSK.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 2727
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.

KWS.DE vs. IUSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KWS SAAT SE & Co. KGaA (KWS.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.

KWS.DEIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility
0.77
0.82

-0.05

Sortino ratioReturn per unit of downside risk
1.21
1.26

-0.05

Omega ratioGain probability vs. loss probability

1.16

1.15

+0.01

Calmar ratioReturn relative to maximum drawdown

1.06

1.10

-0.04

Martin ratioReturn relative to average drawdown

2.73

3.54

-0.82

KWS.DE vs. IUSK.DE - Sharpe Ratio Comparison

The current KWS.DE Sharpe Ratio is 0.77, which is comparable to the IUSK.DE Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of KWS.DE and IUSK.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

KWS.DE vs. IUSK.DE - Drawdown Comparison

The maximum KWS.DE drawdown since its inception was -59.93%, which is greater than IUSK.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for KWS.DE and IUSK.DE.

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Drawdown Indicators

KWS.DEIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.93%

-33.56%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.37%

-10.12%

-7.25%

Max Drawdown (3Y)

Largest decline over 3 years

-21.23%

-15.94%

-5.29%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

-23.50%

-14.97%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

-33.56%

-7.20%

Current Drawdown

Current decline from peak

-15.70%

-0.18%

-15.52%

Average Drawdown

Average peak-to-trough decline

-12.94%

-5.89%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

3.15%

+3.60%

Volatility

KWS.DE vs. IUSK.DE - Volatility Comparison

KWS SAAT SE & Co. KGaA (KWS.DE) has a higher volatility of 5.39% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 3.13%. This indicates that KWS.DE's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KWS.DEIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

3.13%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

18.20%

11.05%

+7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

23.84%

13.57%

+10.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.97%

14.61%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.83%

15.39%

+9.44%

Dividends

KWS.DE vs. IUSK.DE - Dividend Comparison

KWS.DE's dividend yield for the trailing twelve months is around 1.86%, while IUSK.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWS.DE
KWS SAAT SE & Co. KGaA		1.86%1.82%1.70%1.68%1.25%1.10%1.08%1.16%6.15%4.79%5.32%5.42%

Frequently Asked Questions

KWS.DE and IUSK.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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