S6DW.DE vs. IUSQ.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while IUSQ.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 12.42%/yr for IUSQ.DE. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.20% expense ratio.
Performance
S6DW.DE vs. IUSQ.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 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%
S6DW.DE vs. IUSQ.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% |
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
S6DW.DE
IUSQ.DE
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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| 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 |
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 | IUSQ.DE | Difference | |
|---|---|---|---|
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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.44% | -0.55% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -4.19% | -0.48% |
Ulcer IndexDepth 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.DE | IUSQ.DE | Difference | |
|---|---|---|---|
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.
| 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% |
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).
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