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WIND.AS vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIND.AS vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Industrials UCITS ETF (WIND.AS) 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, WIND.AS achieves a 12.26% return, which is significantly lower than IUSQ.DE's 12.91% return. Both investments have delivered pretty close results over the past 10 years, with WIND.AS having a 12.19% annualized return and IUSQ.DE not far ahead at 12.48%.


WIND.AS

1D
0.50%
1M
2.23%
YTD
12.26%
6M
14.77%
1Y
20.04%
3Y*
18.24%
5Y*
12.43%
10Y*
12.19%

IUSQ.DE

1D
-0.32%
1M
6.17%
YTD
12.91%
6M
13.88%
1Y
26.97%
3Y*
18.14%
5Y*
12.47%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIND.AS vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WIND.AS
SPDR MSCI World Industrials UCITS ETF
12.26%11.18%20.83%19.00%-7.88%25.94%2.18%29.89%-10.56%9.61%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
12.91%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between WIND.AS and IUSQ.DE is 0.78, 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

0.78

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

0.81

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2011

0.74

The correlation between WIND.AS and IUSQ.DE has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.

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Return for Risk

WIND.AS vs. IUSQ.DE — Risk / Return Rank

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

WIND.AS
WIND.AS Risk / Return Rank: 4141
Overall Rank
WIND.AS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WIND.AS Sortino Ratio Rank: 4040
Sortino Ratio Rank
WIND.AS Omega Ratio Rank: 3939
Omega Ratio Rank
WIND.AS Calmar Ratio Rank: 4343
Calmar Ratio Rank
WIND.AS Martin Ratio Rank: 4646
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7575
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7373
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 7979
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.

WIND.AS vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Industrials UCITS ETF (WIND.AS) 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.


WIND.ASIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.25

1.44

-0.19

Calmar ratioReturn relative to maximum drawdown

2.13

4.14

-2.02

Martin ratioReturn relative to average drawdown

7.69

16.95

-9.26

WIND.AS vs. IUSQ.DE - Sharpe Ratio Comparison

The current WIND.AS Sharpe Ratio is 1.38, which is lower than the IUSQ.DE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of WIND.AS 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


WIND.ASIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.34

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.88

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.82

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.76

-0.11

Drawdowns

WIND.AS vs. IUSQ.DE - Drawdown Comparison

The maximum WIND.AS drawdown since its inception was -38.13%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for WIND.AS and IUSQ.DE.


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Drawdown Indicators


WIND.ASIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.13%

-33.60%

-4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-6.48%

-2.83%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-21.25%

+2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-21.25%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.13%

-33.60%

-4.53%

Current Drawdown

Current decline from peak

-0.92%

-0.32%

-0.60%

Average Drawdown

Average peak-to-trough decline

-5.28%

-4.19%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.59%

+0.98%

Volatility

WIND.AS vs. IUSQ.DE - Volatility Comparison

SPDR MSCI World Industrials UCITS ETF (WIND.AS) has a higher volatility of 4.69% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.19%. This indicates that WIND.AS's price experiences larger fluctuations and is considered to be riskier 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


WIND.ASIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.19%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

8.25%

+3.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

11.52%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

13.94%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

15.03%

+3.70%

WIND.AS vs. IUSQ.DE - Expense Ratio Comparison

WIND.AS has a 0.30% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

WIND.AS vs. IUSQ.DE - Dividend Comparison

Neither WIND.AS nor IUSQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WIND.AS and IUSQ.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for WIND.AS.

WIND.AS is categorized as Industrials Equities, while IUSQ.DE is Global Equities. WIND.AS tracks MSCI World/Materials NR USD, while IUSQ.DE tracks MSCI All Country World (ACWI). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WIND.AS and 0.20% for IUSQ.DE.

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