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SEC0.DE vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEC0.DE vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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, SEC0.DE achieves a 98.10% return, which is significantly higher than IUSK.DE's 6.53% return.


SEC0.DE

1D
-2.85%
1M
15.32%
YTD
98.10%
6M
98.14%
1Y
187.70%
3Y*
56.37%
5Y*
10Y*

IUSK.DE

1D
0.74%
1M
3.12%
YTD
6.53%
6M
8.40%
1Y
4.92%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. IUSK.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.11%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
6.53%3.95%5.36%16.45%-15.18%4.86%

Correlation

The correlation between SEC0.DE and IUSK.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.56

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.61

The correlation between SEC0.DE and IUSK.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

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Return for Risk

SEC0.DE vs. IUSK.DE — Risk / Return Rank

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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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.

SEC0.DE vs. IUSK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.


SEC0.DEIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+5.50

Sortino ratioReturn per unit of downside risk

+5.20

Omega ratioGain probability vs. loss probability

1.75

1.08

+0.67

Calmar ratioReturn relative to maximum drawdown

14.81

0.53

+14.28

Martin ratioReturn relative to average drawdown

52.61

1.40

+51.21

SEC0.DE vs. IUSK.DE - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is higher than the IUSK.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SEC0.DE and IUSK.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


SEC0.DEIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

0.40

+5.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.49

+0.68

Drawdowns

SEC0.DE vs. IUSK.DE - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, which is greater than IUSK.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and IUSK.DE.


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Drawdown Indicators


SEC0.DEIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-33.56%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-10.12%

-2.78%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-15.94%

-23.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.50%

Max Drawdown (10Y)

Largest decline over 10 years

-33.56%

Current Drawdown

Current decline from peak

-2.85%

-0.86%

-1.99%

Average Drawdown

Average peak-to-trough decline

-11.85%

-5.91%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.83%

-0.19%

Volatility

SEC0.DE vs. IUSK.DE - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a higher volatility of 13.13% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 4.24%. This indicates that SEC0.DE's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEC0.DEIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

4.24%

+8.89%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

11.01%

+14.13%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

13.58%

+18.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

14.62%

+15.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

15.50%

+14.45%

SEC0.DE vs. IUSK.DE - Expense Ratio Comparison

SEC0.DE has a 0.35% expense ratio, which is higher than IUSK.DE's 0.20% expense ratio.


Dividends

SEC0.DE vs. IUSK.DE - Dividend Comparison

Neither SEC0.DE nor IUSK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SEC0.DE and IUSK.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSK.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for SEC0.DE.

SEC0.DE is categorized as Semiconductors, while IUSK.DE is Europe Equities. SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. Their fees differ too: 0.35% for SEC0.DE and 0.20% for IUSK.DE.

Portfolio Optimizer

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