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SKUK.AS vs. H4Z7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SKUK.AS vs. H4Z7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Sukuk UCITS ETF USD (Dist) (SKUK.AS) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SKUK.AS is traded in USD, while H4Z7.DE is traded in EUR. To make them comparable, the H4Z7.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SKUK.AS achieves a 0.16% return, which is significantly lower than H4Z7.DE's 6.58% return.


SKUK.AS

1D
0.34%
1M
0.32%
YTD
0.16%
6M
0.69%
1Y
4.54%
3Y*
5Y*
10Y*

H4Z7.DE

1D
-0.01%
1M
-3.75%
YTD
6.58%
6M
6.96%
1Y
11.33%
3Y*
9.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SKUK.AS vs. H4Z7.DE - Yearly Performance Comparison


2026 (YTD)20252024
SKUK.AS
iShares $ Sukuk UCITS ETF USD (Dist)
0.16%5.00%4.47%
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
6.58%10.89%5.97%

Correlation

The correlation between SKUK.AS and H4Z7.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2024

0.27

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Return for Risk

SKUK.AS vs. H4Z7.DE — Risk / Return Rank

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

SKUK.AS
SKUK.AS Risk / Return Rank: 4040
Overall Rank
SKUK.AS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SKUK.AS Sortino Ratio Rank: 4747
Sortino Ratio Rank
SKUK.AS Omega Ratio Rank: 4848
Omega Ratio Rank
SKUK.AS Calmar Ratio Rank: 2929
Calmar Ratio Rank
SKUK.AS Martin Ratio Rank: 3636
Martin Ratio Rank

H4Z7.DE
H4Z7.DE Risk / Return Rank: 2525
Overall Rank
H4Z7.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
H4Z7.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
H4Z7.DE Omega Ratio Rank: 2424
Omega Ratio Rank
H4Z7.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
H4Z7.DE Martin Ratio Rank: 2828
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.

SKUK.AS vs. H4Z7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Sukuk UCITS ETF USD (Dist) (SKUK.AS) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.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.


SKUK.ASH4Z7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

1.39

1.12

+0.26

Martin ratioReturn relative to average drawdown

5.33

4.12

+1.21

SKUK.AS vs. H4Z7.DE - Sharpe Ratio Comparison

The current SKUK.AS Sharpe Ratio is 1.45, which is higher than the H4Z7.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of SKUK.AS and H4Z7.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


SKUK.ASH4Z7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

0.96

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.43

0.28

+1.15

Drawdowns

SKUK.AS vs. H4Z7.DE - Drawdown Comparison

The maximum SKUK.AS drawdown since its inception was -3.33%, smaller than the maximum H4Z7.DE drawdown of -23.58%. Use the drawdown chart below to compare losses from any high point for SKUK.AS and H4Z7.DE.


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Drawdown Indicators


SKUK.ASH4Z7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.33%

-23.58%

+20.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

-10.25%

+6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.39%

Current Drawdown

Current decline from peak

-0.61%

-4.11%

+3.50%

Average Drawdown

Average peak-to-trough decline

-0.72%

-8.16%

+7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

2.80%

-1.93%

Volatility

SKUK.AS vs. H4Z7.DE - Volatility Comparison

The current volatility for iShares $ Sukuk UCITS ETF USD (Dist) (SKUK.AS) is 1.24%, while HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc) (H4Z7.DE) has a volatility of 3.31%. This indicates that SKUK.AS experiences smaller price fluctuations and is considered to be less risky than H4Z7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SKUK.ASH4Z7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

3.31%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

9.28%

-6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.19%

11.97%

-8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.53%

16.08%

-12.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

16.08%

-12.55%

SKUK.AS vs. H4Z7.DE - Expense Ratio Comparison

SKUK.AS has a 0.40% expense ratio, which is higher than H4Z7.DE's 0.24% expense ratio.


Dividends

SKUK.AS vs. H4Z7.DE - Dividend Comparison

SKUK.AS's dividend yield for the trailing twelve months is around 4.80%, while H4Z7.DE has not paid dividends to shareholders.


PositionTTM20252024
H4Z7.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)
0.00%0.00%0.00%
SKUK.AS
iShares $ Sukuk UCITS ETF USD (Dist)
4.80%2.41%4.00%

Frequently Asked Questions


SKUK.AS and H4Z7.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4Z7.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z7.DE is cheaper with a 0.24% expense ratio, compared with 0.40% for SKUK.AS.

SKUK.AS is categorized as Emerging Markets Bonds, while H4Z7.DE is REIT. SKUK.AS tracks J.P. Morgan EM Aggregate Sukuk Index, while H4Z7.DE tracks FTSE EPRA/NAREIT Developed. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.40% for SKUK.AS and 0.24% for H4Z7.DE.

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