OM3F.DE vs. IUSQ.DE
OM3F.DE (iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - OM3F.DE is a Corporate Bonds fund tracking the Bloomberg MSCI Euro Corporate Sustainable SRI Index, while IUSQ.DE is a Global Equities fund tracking the MSCI ACWI Index. Both are passively managed. Over the past 5 years, OM3F.DE returned -0.12%/yr vs 11.84%/yr for IUSQ.DE. At a 0.27 correlation, their price movements are largely independent. OM3F.DE charges 0.15%/yr vs 0.20%/yr for IUSQ.DE.
Performance
OM3F.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3F.DE achieves a 0.56% return, which is significantly lower than IUSQ.DE's 14.11% return.
OM3F.DE
- 1D
- 0.00%
- 1M
- -0.42%
- 6M
- 0.13%
- YTD
- 0.56%
- 1Y
- 1.34%
- 3Y*
- 4.41%
- 5Y*
- -0.12%
- 10Y*
- —
IUSQ.DE
- 1D
- 0.13%
- 1M
- 0.82%
- 6M
- 11.61%
- YTD
- 14.11%
- 1Y
- 25.48%
- 3Y*
- 18.33%
- 5Y*
- 11.84%
- 10Y*
- 12.06%
OM3F.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 0.56% | 3.04% | 4.13% | 7.20% | -13.24% | -1.05% | 2.51% | 6.06% | -0.50% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 14.11% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -7.35% |
Correlation
The correlation between OM3F.DE and IUSQ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2018 | 0.27 |
The correlation between OM3F.DE and IUSQ.DE shifts across timeframes, from 0.27 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OM3F.DE vs. IUSQ.DE — Risk / Return Rank
OM3F.DE
IUSQ.DE
OM3F.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.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.
| OM3F.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 3.91 | -3.42 |
| Martin ratioReturn relative to average drawdown | 1.62 | 15.96 | -14.35 |
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Drawdowns
OM3F.DE vs. IUSQ.DE - Drawdown Comparison
The maximum OM3F.DE drawdown since its inception was -16.89%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for OM3F.DE and IUSQ.DE.
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Drawdown Indicators
| OM3F.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.89% | -33.60% | +16.71% |
Max Drawdown (1Y)Largest decline over 1 year | -2.71% | -6.48% | +3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -21.25% | +18.54% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -21.25% | +4.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -1.13% | -0.47% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -4.16% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.83% | 1.59% | -0.76% |
Volatility
OM3F.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) (OM3F.DE) is 0.81%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 2.92%. This indicates that OM3F.DE experiences smaller price fluctuations and is considered to be less risky 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
| OM3F.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 2.92% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 8.67% | -5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 11.81% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.82% | 13.99% | -9.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.39% | 14.98% | -9.59% |
OM3F.DE vs. IUSQ.DE - Expense Ratio Comparison
OM3F.DE has a 0.15% expense ratio, which is lower than IUSQ.DE's 0.20% 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%.
Dividends
OM3F.DE vs. IUSQ.DE - Dividend Comparison
OM3F.DE's dividend yield for the trailing twelve months is around 3.28%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OM3F.DE iShares € Corp Bond ESG SRI UCITS ETF EUR (Dist) | 3.28% | 3.23% | 3.19% | 2.52% | 0.82% | 0.47% | 0.57% | 0.77% | 0.30% |
Frequently Asked Questions
OM3F.DE and IUSQ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3F.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3F.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IUSQ.DE.
OM3F.DE is categorized as Corporate Bonds, while IUSQ.DE is Global Equities. OM3F.DE tracks Bloomberg MSCI Euro Corporate Sustainable SRI Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.15% for OM3F.DE and 0.20% for IUSQ.DE.
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