AMD.DE vs. IUSQ.DE
AMD.DE (Advanced Micro Devices Inc) is a stock, while IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI). Over the past 10 years, AMD.DE returned 61.13%/yr vs 12.38%/yr for IUSQ.DE. At a 0.47 correlation, their price movements are largely independent.
Performance
AMD.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMD.DE achieves a 144.65% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, AMD.DE has outperformed IUSQ.DE with an annualized return of 61.13%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
AMD.DE
- 1D
- -2.03%
- 1M
- 27.05%
- YTD
- 144.65%
- 6M
- 141.40%
- 1Y
- 336.40%
- 3Y*
- 59.37%
- 5Y*
- 46.41%
- 10Y*
- 61.13%
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%
AMD.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMD.DE Advanced Micro Devices Inc | 144.65% | 54.15% | -11.71% | 125.84% | -54.09% | 76.39% | 79.14% | 168.26% | 75.13% | -21.61% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between AMD.DE and IUSQ.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.47 |
The correlation between AMD.DE and IUSQ.DE shifts across timeframes, from 0.47 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMD.DE vs. IUSQ.DE — Risk / Return Rank
AMD.DE
IUSQ.DE
AMD.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advanced Micro Devices Inc (AMD.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.
| AMD.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.01 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.43 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 12.40 | 4.08 | +8.32 |
| Martin ratioReturn relative to average drawdown | 25.54 | 16.69 | +8.85 |
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
| AMD.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.31 | 2.31 | +3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.88 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.16 | 0.82 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.76 | -0.54 |
Drawdowns
AMD.DE vs. IUSQ.DE - Drawdown Comparison
The maximum AMD.DE drawdown since its inception was -97.19%, 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 AMD.DE and IUSQ.DE.
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Drawdown Indicators
| AMD.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.19% | -33.60% | -63.59% |
Max Drawdown (1Y)Largest decline over 1 year | -27.05% | -6.48% | -20.57% |
Max Drawdown (3Y)Largest decline over 3 years | -61.93% | -21.25% | -40.68% |
Max Drawdown (5Y)Largest decline over 5 years | -61.93% | -21.25% | -40.68% |
Max Drawdown (10Y)Largest decline over 10 years | -61.93% | -33.60% | -28.33% |
Current DrawdownCurrent decline from peak | -2.03% | -0.55% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -64.61% | -4.19% | -60.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.16% | 1.59% | +11.57% |
Volatility
AMD.DE vs. IUSQ.DE - Volatility Comparison
Advanced Micro Devices Inc (AMD.DE) has a higher volatility of 17.88% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that AMD.DE'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
| AMD.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.88% | 3.03% | +14.85% |
Volatility (6M)Calculated over the trailing 6-month period | 44.11% | 8.26% | +35.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.14% | 11.47% | +51.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.28% | 13.94% | +37.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 52.51% | 15.02% | +37.49% |
Dividends
AMD.DE vs. IUSQ.DE - Dividend Comparison
Neither AMD.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
AMD.DE and IUSQ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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