APC.DE vs. IUSQ.DE
APC.DE (Apple 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, APC.DE returned 29.55%/yr vs 12.38%/yr for IUSQ.DE. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
APC.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, APC.DE achieves a 14.98% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, APC.DE has outperformed IUSQ.DE with an annualized return of 29.55%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
APC.DE
- 1D
- -0.52%
- 1M
- 11.60%
- YTD
- 14.98%
- 6M
- 11.02%
- 1Y
- 49.72%
- 3Y*
- 16.28%
- 5Y*
- 21.57%
- 10Y*
- 29.55%
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%
APC.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
APC.DE Apple Inc | 14.98% | -3.59% | 38.72% | 46.72% | -23.85% | 44.53% | 71.56% | 91.21% | -2.50% | 30.84% |
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 APC.DE and IUSQ.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.58 |
The correlation between APC.DE and IUSQ.DE shifts across timeframes, from 0.41 (1 year) to 0.61 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
APC.DE vs. IUSQ.DE — Risk / Return Rank
APC.DE
IUSQ.DE
APC.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc (APC.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.
| APC.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.10 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.43 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 4.08 | -0.59 |
| Martin ratioReturn relative to average drawdown | 8.58 | 16.69 | -8.11 |
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
| APC.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.31 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.09 | 0.82 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.76 | -0.11 |
Drawdowns
APC.DE vs. IUSQ.DE - Drawdown Comparison
The maximum APC.DE drawdown since its inception was -83.67%, 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 APC.DE and IUSQ.DE.
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Drawdown Indicators
| APC.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.67% | -33.60% | -50.07% |
Max Drawdown (1Y)Largest decline over 1 year | -14.20% | -6.48% | -7.72% |
Max Drawdown (3Y)Largest decline over 3 years | -33.92% | -21.25% | -12.67% |
Max Drawdown (5Y)Largest decline over 5 years | -33.92% | -21.25% | -12.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.16% | -33.60% | -2.56% |
Current DrawdownCurrent decline from peak | -0.61% | -0.55% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -21.00% | -4.19% | -16.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.78% | 1.59% | +4.19% |
Volatility
APC.DE vs. IUSQ.DE - Volatility Comparison
Apple Inc (APC.DE) has a higher volatility of 5.01% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that APC.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
| APC.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 3.03% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 8.26% | +7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.34% | 11.47% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.77% | 13.94% | +11.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.87% | 15.02% | +11.85% |
Dividends
APC.DE vs. IUSQ.DE - Dividend Comparison
APC.DE's dividend yield for the trailing twelve months is around 0.29%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
APC.DE Apple Inc | 0.29% | 0.34% | 0.33% | 0.56% | 0.62% | 0.40% | 0.56% | 0.90% | 1.51% | 1.32% | 1.55% | 1.58% |
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
APC.DE and IUSQ.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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