XAMB.DE vs. IUSK.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) are both exchange-traded funds - XAMB.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB, while IUSK.DE is a Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 5.35%/yr for IUSK.DE. Their correlation of 0.82 suggests significant overlap in exposure. XAMB.DE charges 0.18%/yr vs 0.20%/yr for IUSK.DE.
Performance
XAMB.DE vs. IUSK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than IUSK.DE's 6.53% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
IUSK.DE
- 1D
- 0.74%
- 1M
- 3.57%
- YTD
- 6.53%
- 6M
- 8.39%
- 1Y
- 5.38%
- 3Y*
- 7.02%
- 5Y*
- 5.35%
- 10Y*
- 7.86%
XAMB.DE vs. IUSK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.53% | 3.95% | 5.36% | 16.45% | -15.18% | 26.73% | 4.02% | 30.88% | -6.49% |
Correlation
The correlation between XAMB.DE and IUSK.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.82 |
The correlation between XAMB.DE and IUSK.DE has been stable across timeframes, ranging from 0.76 to 0.82 - a consistent structural relationship.
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Return for Risk
XAMB.DE vs. IUSK.DE — Risk / Return Rank
XAMB.DE
IUSK.DE
XAMB.DE vs. IUSK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | IUSK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.08 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 0.53 | +1.97 |
| Martin ratioReturn relative to average drawdown | 9.16 | 1.40 | +7.76 |
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
| XAMB.DE | IUSK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 0.40 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.36 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.49 | +0.25 |
Drawdowns
XAMB.DE vs. IUSK.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, smaller than the maximum IUSK.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and IUSK.DE.
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Drawdown Indicators
| XAMB.DE | IUSK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -33.56% | +1.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -10.12% | +1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -15.94% | -6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -23.50% | +1.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.86% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -5.91% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 3.83% | -1.57% |
Volatility
XAMB.DE vs. IUSK.DE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 3.89%, while iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a volatility of 4.24%. This indicates that XAMB.DE experiences smaller price fluctuations and is considered to be less risky 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
| XAMB.DE | IUSK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 4.24% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 11.01% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 13.58% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 14.62% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.50% | +0.90% |
XAMB.DE vs. IUSK.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than IUSK.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XAMB.DE vs. IUSK.DE - Dividend Comparison
Neither XAMB.DE nor IUSK.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and IUSK.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for IUSK.DE.
XAMB.DE is categorized as Global Equities, while IUSK.DE is Europe Equities. XAMB.DE tracks MSCI World SRI Filtered PAB, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.20% for IUSK.DE.
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