OM3L.DE vs. IUSQ.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - OM3L.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced Focus, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 12.42%/yr for IUSQ.DE. With a 0.96 correlation, they move nearly in lockstep. OM3L.DE charges 0.07%/yr vs 0.20%/yr for IUSQ.DE.
Performance
OM3L.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than IUSQ.DE's 12.65% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
OM3L.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 11.81% |
Correlation
The correlation between OM3L.DE and IUSQ.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.96 |
The correlation between OM3L.DE and IUSQ.DE has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. IUSQ.DE — Risk / Return Rank
OM3L.DE
IUSQ.DE
OM3L.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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.
| OM3L.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 4.08 | -1.24 |
| Martin ratioReturn relative to average drawdown | 9.78 | 16.69 | -6.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OM3L.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.31 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.88 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.76 | +0.14 |
Drawdowns
OM3L.DE vs. IUSQ.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and IUSQ.DE.
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Drawdown Indicators
| OM3L.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -33.60% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -6.48% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -21.25% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -21.25% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | -0.41% | -0.55% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -4.19% | -0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 1.59% | +0.78% |
Volatility
OM3L.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that OM3L.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
| OM3L.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 3.03% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 8.26% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 11.47% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 13.94% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 15.02% | +2.38% |
OM3L.DE vs. IUSQ.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% 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
OM3L.DE vs. IUSQ.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
With a correlation of 0.95, OM3L.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.
OM3L.DE is categorized as Large Cap Blend Equities, while IUSQ.DE is Global Equities. OM3L.DE tracks MSCI USA ESG Enhanced Focus, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.07% for OM3L.DE and 0.20% for IUSQ.DE.
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