S6DW.DE vs. IUSD.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while IUSD.DE tracks the MSCI World Islamic Index. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 19.36%/yr for IUSD.DE. At a 0.47 correlation, their price movements are largely independent. S6DW.DE charges 0.20%/yr vs 0.60%/yr for IUSD.DE.
Performance
S6DW.DE vs. IUSD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S6DW.DE achieves a 10.73% return, which is significantly lower than IUSD.DE's 20.34% return.
S6DW.DE
- 1D
- -0.04%
- 1M
- 3.95%
- YTD
- 10.73%
- 6M
- 10.58%
- 1Y
- 23.93%
- 3Y*
- 18.05%
- 5Y*
- 13.09%
- 10Y*
- —
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
S6DW.DE vs. IUSD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 10.73% | 7.69% | 27.33% | 22.28% | -15.33% | 32.91% | 6.70% | 31.31% | -6.30% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | 0.81% |
Correlation
The correlation between S6DW.DE and IUSD.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.47 |
Over the past year, S6DW.DE and IUSD.DE have become more correlated (0.87) than their long-term average of 0.47, meaning their price movements have been converging.
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Return for Risk
S6DW.DE vs. IUSD.DE — Risk / Return Rank
S6DW.DE
IUSD.DE
S6DW.DE vs. IUSD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.
| S6DW.DE | IUSD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.49 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 7.08 | -3.99 |
| Martin ratioReturn relative to average drawdown | 12.18 | 22.57 | -10.39 |
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
| S6DW.DE | IUSD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.74 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.83 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.63 | +0.23 |
Drawdowns
S6DW.DE vs. IUSD.DE - Drawdown Comparison
The maximum S6DW.DE drawdown since its inception was -33.13%, which is greater than IUSD.DE's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and IUSD.DE.
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Drawdown Indicators
| S6DW.DE | IUSD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -23.82% | -9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.74% | -4.81% | -2.93% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -22.97% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -22.97% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.97% | — |
Current DrawdownCurrent decline from peak | -0.44% | -0.49% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -3.61% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 1.51% | +0.46% |
Volatility
S6DW.DE vs. IUSD.DE - Volatility Comparison
The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a volatility of 3.98%. This indicates that S6DW.DE experiences smaller price fluctuations and is considered to be less risky than IUSD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S6DW.DE | IUSD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 3.98% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 9.09% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.91% | 12.41% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.58% | 23.09% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 16.93% | -0.56% |
S6DW.DE vs. IUSD.DE - Expense Ratio Comparison
S6DW.DE has a 0.20% expense ratio, which is lower than IUSD.DE's 0.60% expense ratio.
Dividends
S6DW.DE vs. IUSD.DE - Dividend Comparison
S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, more than IUSD.DE's 0.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
S6DW.DE iShares MSCI World ESG Screened UCITS ETF USD (Dist) | 0.87% | 0.96% | 1.18% | 1.31% | 1.59% | 1.01% | 1.15% | 1.56% | 0.18% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
S6DW.DE and IUSD.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for IUSD.DE.
S6DW.DE tracks MSCI World ESG Screened, while IUSD.DE tracks MSCI World Islamic Index. Their fees differ too: 0.20% for S6DW.DE and 0.60% for IUSD.DE.
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