SLUS.DE vs. SXRU.DE

Last updated Jun 5, 2026

SLUS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Dist)) and SXRU.DE (iShares Dow Jones Industrial Average UCITS ETF (Acc)) are both Large Cap Blend Equities funds from iShares - SLUS.DE tracks the MSCI USA ESG Screened while SXRU.DE tracks the Dow Jones Industrial Average. Both are passively managed. Over the past 5 years, SLUS.DE returned 14.97%/yr vs 10.67%/yr for SXRU.DE. Their correlation of 0.86 suggests significant overlap in exposure. SLUS.DE charges 0.07%/yr vs 0.33%/yr for SXRU.DE.

Performance

SLUS.DE vs. SXRU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SLUS.DE achieves a 11.22% return, which is significantly higher than SXRU.DE's 8.17% return.

SLUS.DE

• 1D: 0.00%
• 1M: 4.81%
• YTD: 11.22%
• 6M: 10.52%
• 1Y: 25.87%
• 3Y*: 19.85%
• 5Y*: 14.97%
• 10Y*: —

SXRU.DE

• 1D: 1.22%
• 1M: 4.78%
• YTD: 8.17%
• 6M: 8.26%
• 1Y: 20.63%
• 3Y*: 13.55%
• 5Y*: 10.67%
• 10Y*: 12.56%

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

SLUS.DE vs. SXRU.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	11.22%	4.97%	33.89%	26.23%	-17.11%	39.38%	10.48%	35.11%	-7.65%
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc)	8.17%	2.08%	21.16%	11.74%	-2.47%	31.86%	-1.58%	28.17%	-6.73%

Correlation

The correlation between SLUS.DE and SXRU.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018	0.86

The correlation between SLUS.DE and SXRU.DE shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SLUS.DE vs. SXRU.DE — Risk / Return Rank

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

SLUS.DE

SLUS.DE Risk / Return Rank: 62
SLUS.DE Sharpe Ratio Rank: 63
SLUS.DE Sortino Ratio Rank: 61
SLUS.DE Omega Ratio Rank: 64
SLUS.DE Calmar Ratio Rank: 63
SLUS.DE Martin Ratio Rank: 61

SXRU.DE

SXRU.DE Risk / Return Rank: 52
SXRU.DE Sharpe Ratio Rank: 50
SXRU.DE Sortino Ratio Rank: 52
SXRU.DE Omega Ratio Rank: 50
SXRU.DE Calmar Ratio Rank: 57
SXRU.DE Martin Ratio Rank: 54

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.

SLUS.DE vs. SXRU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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.

	SLUS.DE	SXRU.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.07	1.70	+0.38
Sortino ratio: Return per unit of downside risk	2.84	2.47	+0.37
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio: Return relative to maximum drawdown	3.05	2.79	+0.27
Martin ratio: Return relative to average drawdown	10.67	9.23	+1.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SLUS.DE vs. SXRU.DE - Sharpe Ratio Comparison

The current SLUS.DE Sharpe Ratio is 2.07, which is comparable to the SXRU.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SLUS.DE and SXRU.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.

Sharpe Ratios by Period

	SLUS.DE	SXRU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	1.70	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.75	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	0.66	+0.25

Drawdowns

SLUS.DE vs. SXRU.DE - Drawdown Comparison

The maximum SLUS.DE drawdown since its inception was -33.71%, smaller than the maximum SXRU.DE drawdown of -36.09%. Use the drawdown chart below to compare losses from any high point for SLUS.DE and SXRU.DE.

Drawdown Indicators

	SLUS.DE	SXRU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.71%	-36.09%	+2.38%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-7.30%	-1.21%
Max Drawdown (3Y) Largest decline over 3 years	-24.45%	-21.13%	-3.32%
Max Drawdown (5Y) Largest decline over 5 years	-24.45%	-21.13%	-3.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.09%	—
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-4.84%	-5.41%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	2.21%	+0.23%

Volatility

SLUS.DE vs. SXRU.DE - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Dist) (SLUS.DE) and iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) have volatilities of 2.97% and 2.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SLUS.DE	SXRU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	2.91%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.38%	8.39%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	12.01%	+0.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	14.05%	+1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	16.01%	+1.57%

SLUS.DE vs. SXRU.DE - Expense Ratio Comparison

SLUS.DE has a 0.07% expense ratio, which is lower than SXRU.DE's 0.33% expense ratio.

Dividends

SLUS.DE vs. SXRU.DE - Dividend Comparison

SLUS.DE's dividend yield for the trailing twelve months is around 0.62%, while SXRU.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SLUS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Dist)	0.62%	0.69%	0.84%	0.98%	1.26%	0.79%	1.06%	1.24%	0.20%
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SLUS.DE and SXRU.DE in my portfolio?

SLUS.DE and SXRU.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SLUS.DE or SXRU.DE?

On fees, SLUS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SLUS.DE or SXRU.DE?

SLUS.DE is cheaper with a 0.07% expense ratio, compared with 0.33% for SXRU.DE.

What is the main difference between SLUS.DE and SXRU.DE?

SLUS.DE tracks MSCI USA ESG Screened, while SXRU.DE tracks Dow Jones Industrial Average. Their fees differ too: 0.07% for SLUS.DE and 0.33% for SXRU.DE.