AMZ.DE vs. IUSQ.DE
AMZ.DE (Amazon.com 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, AMZ.DE returned 21.18%/yr vs 12.38%/yr for IUSQ.DE. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
AMZ.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMZ.DE achieves a 11.02% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, AMZ.DE has outperformed IUSQ.DE with an annualized return of 21.18%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
AMZ.DE
- 1D
- 1.72%
- 1M
- -7.13%
- YTD
- 11.02%
- 6M
- 12.00%
- 1Y
- 21.40%
- 3Y*
- 23.11%
- 5Y*
- 10.64%
- 10Y*
- 21.18%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
AMZ.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZ.DE Amazon.com Inc | 11.02% | -7.10% | 53.16% | 77.64% | -47.85% | 10.04% | 62.55% | 30.14% | 29.79% | 36.05% |
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 AMZ.DE and IUSQ.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.58 |
The correlation between AMZ.DE and IUSQ.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
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Return for Risk
AMZ.DE vs. IUSQ.DE — Risk / Return Rank
AMZ.DE
IUSQ.DE
AMZ.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.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.
| AMZ.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 4.08 | -3.21 |
| Martin ratioReturn relative to average drawdown | 2.14 | 16.69 | -14.56 |
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
| AMZ.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.31 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.88 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.82 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.76 | -0.54 |
Drawdowns
AMZ.DE vs. IUSQ.DE - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -98.91%, 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 AMZ.DE and IUSQ.DE.
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Drawdown Indicators
| AMZ.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -33.60% | -65.31% |
Max Drawdown (1Y)Largest decline over 1 year | -24.50% | -6.48% | -18.02% |
Max Drawdown (3Y)Largest decline over 3 years | -35.42% | -21.25% | -14.17% |
Max Drawdown (5Y)Largest decline over 5 years | -53.26% | -21.25% | -32.01% |
Max Drawdown (10Y)Largest decline over 10 years | -53.26% | -33.60% | -19.66% |
Current DrawdownCurrent decline from peak | -7.13% | -0.55% | -6.58% |
Average DrawdownAverage peak-to-trough decline | -55.40% | -4.19% | -51.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 1.59% | +8.40% |
Volatility
AMZ.DE vs. IUSQ.DE - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 8.60% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that AMZ.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
| AMZ.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 3.03% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 23.13% | 8.26% | +14.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 11.47% | +19.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.55% | 13.94% | +19.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 15.02% | +16.08% |
Dividends
AMZ.DE vs. IUSQ.DE - Dividend Comparison
Neither AMZ.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZ.DE and IUSQ.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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