PortfoliosLab logoPortfoliosLab logo
ACWV vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACWV vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Global Min Vol Factor ETF (ACWV) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, ACWV achieves a 2.88% return, which is significantly lower than IUSQ.DE's 10.01% return. Over the past 10 years, ACWV has underperformed IUSQ.DE with an annualized return of 7.48%, while IUSQ.DE has yielded a comparatively higher 12.91% annualized return.


ACWV

1D
0.34%
1M
0.59%
YTD
2.88%
6M
2.95%
1Y
5.56%
3Y*
9.98%
5Y*
5.46%
10Y*
7.48%

IUSQ.DE

1D
1.75%
1M
-0.02%
YTD
10.01%
6M
11.76%
1Y
26.66%
3Y*
19.85%
5Y*
11.00%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACWV vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACWV
iShares MSCI Global Min Vol Factor ETF
2.88%11.04%11.38%8.23%-10.36%13.97%3.04%21.04%-1.42%18.57%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
10.01%23.07%17.40%22.32%-18.34%18.95%15.19%27.40%-10.39%24.57%

Correlation

The correlation between ACWV and IUSQ.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.42

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.54

The correlation between ACWV and IUSQ.DE shifts across timeframes, from 0.39 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ACWV vs. IUSQ.DE — Risk / Return Rank

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

ACWV
ACWV Risk / Return Rank: 2020
Overall Rank
ACWV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1919
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2121
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8282
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8787
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.

ACWV vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Min Vol Factor ETF (ACWV) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ACWVIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.11

1.36

-0.25

Calmar ratioReturn relative to maximum drawdown

0.76

2.89

-2.14

Martin ratioReturn relative to average drawdown

2.31

12.04

-9.73

ACWV vs. IUSQ.DE - Sharpe Ratio Comparison

The current ACWV Sharpe Ratio is 0.62, which is lower than the IUSQ.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ACWV 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.


Loading charts...

Drawdowns

ACWV vs. IUSQ.DE - Drawdown Comparison

The maximum ACWV drawdown since its inception was -28.82%, smaller than the maximum IUSQ.DE drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for ACWV and IUSQ.DE.


Loading charts...

Drawdown Indicators


ACWVIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.82%

-34.07%

+5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.37%

-8.85%

+2.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.56%

-17.48%

+9.92%

Max Drawdown (5Y)

Largest decline over 5 years

-18.14%

-26.08%

+7.94%

Max Drawdown (10Y)

Largest decline over 10 years

-28.82%

-34.07%

+5.25%

Current Drawdown

Current decline from peak

-2.42%

-1.91%

-0.51%

Average Drawdown

Average peak-to-trough decline

-3.11%

-5.02%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

2.13%

-0.03%

Volatility

ACWV vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares MSCI Global Min Vol Factor ETF (ACWV) is 2.18%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.93%. This indicates that ACWV 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.


Loading charts...

Volatility by Period


ACWVIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

3.93%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

5.63%

9.72%

-4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

7.80%

12.49%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

15.50%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.30%

15.92%

-3.62%

ACWV vs. IUSQ.DE - Expense Ratio Comparison

Both ACWV and IUSQ.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ACWV vs. IUSQ.DE - Dividend Comparison

ACWV's dividend yield for the trailing twelve months is around 2.03%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
2.03%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ACWV and IUSQ.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ACWV and IUSQ.DE have the same expense ratio: 0.20% per year.

ACWV is categorized as Large Cap Blend Equities, while IUSQ.DE is Global Equities. ACWV tracks MSCI ACWI Minimum Volatility Index, while IUSQ.DE tracks MSCI All Country World (ACWI).

Portfolio Optimizer

Find the right allocation for ACWV and IUSQ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer