ZA30.DE vs. IUSQ.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 17.93%/yr for IUSQ.DE. Their correlation of 0.93 suggests significant overlap in exposure. ZA30.DE charges 0.07%/yr vs 0.20%/yr for IUSQ.DE.
Performance
ZA30.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly lower than IUSQ.DE's 12.65% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
ZA30.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -4.32% |
Correlation
The correlation between ZA30.DE and IUSQ.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.93 |
The correlation between ZA30.DE and IUSQ.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. IUSQ.DE — Risk / Return Rank
ZA30.DE
IUSQ.DE
ZA30.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) 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.
| ZA30.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.43 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 4.08 | +0.04 |
| Martin ratioReturn relative to average drawdown | 15.63 | 16.69 | -1.06 |
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
| ZA30.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.31 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.76 | +0.42 |
Drawdowns
ZA30.DE vs. IUSQ.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and IUSQ.DE.
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Drawdown Indicators
| ZA30.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -33.60% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -6.48% | -0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -21.25% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.25% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.60% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.55% | +0.55% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.19% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.59% | +0.24% |
Volatility
ZA30.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) is 2.73%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that ZA30.DE experiences smaller price fluctuations and is considered to be less risky 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
| ZA30.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.03% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 8.26% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 11.47% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 13.94% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 15.02% | -0.64% |
ZA30.DE vs. IUSQ.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than IUSQ.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
ZA30.DE vs. IUSQ.DE - Dividend Comparison
Neither ZA30.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, ZA30.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.
ZA30.DE is categorized as S&P 500, while IUSQ.DE is Global Equities. ZA30.DE tracks S&P 500 ESG, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.07% for ZA30.DE and 0.20% for IUSQ.DE.
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