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S6DW.DE vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6DW.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.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, S6DW.DE achieves a 10.73% return, which is significantly lower than IUSQ.DE's 12.65% 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*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6DW.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.65%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.64%

Correlation

The correlation between S6DW.DE and IUSQ.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

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

0.99

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.99

The correlation between S6DW.DE and IUSQ.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

S6DW.DE vs. IUSQ.DE — Risk / Return Rank

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

S6DW.DE
S6DW.DE Risk / Return Rank: 6363
Overall Rank
S6DW.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
S6DW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
S6DW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
S6DW.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
S6DW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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.

S6DW.DE vs. IUSQ.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 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.


S6DW.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

3.09

4.08

-0.99

Martin ratioReturn relative to average drawdown

12.18

16.69

-4.52

S6DW.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current S6DW.DE Sharpe Ratio is 2.01, which is comparable to the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of S6DW.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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Sharpe Ratios by Period


S6DW.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.31

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

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

0.86

0.76

+0.10

Drawdowns

S6DW.DE vs. IUSQ.DE - Drawdown Comparison

The maximum S6DW.DE drawdown since its inception was -33.13%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and IUSQ.DE.


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Drawdown Indicators


S6DW.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-33.60%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-6.48%

-1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-21.25%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-21.25%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-0.44%

-0.55%

+0.11%

Average Drawdown

Average peak-to-trough decline

-4.67%

-4.19%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.59%

+0.38%

Volatility

S6DW.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) is 2.85%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that S6DW.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


S6DW.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

3.03%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

8.26%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

11.47%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

13.94%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

15.02%

+1.35%

S6DW.DE vs. IUSQ.DE - Expense Ratio Comparison

Both S6DW.DE and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

S6DW.DE vs. IUSQ.DE - Dividend Comparison

S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
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%

Frequently Asked Questions


With a correlation of 0.98, S6DW.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.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

S6DW.DE and IUSQ.DE have the same expense ratio: 0.20% per year.

S6DW.DE tracks MSCI World ESG Screened, while IUSQ.DE tracks MSCI All Country World (ACWI).

Portfolio Optimizer

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