PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ASML vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ASML vs. IUSQ.DE

Last updated Jun 13, 2026

ASML (ASML Holding N.V.) 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, ASML returned 36.00%/yr vs 12.91%/yr for IUSQ.DE. At a 0.48 correlation, their price movements are largely independent.

Performance

ASML vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ASML Holding N.V. (ASML) 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

ASML 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, ASML achieves a 74.80% return, which is significantly higher than IUSQ.DE's 10.01% return. Over the past 10 years, ASML has outperformed IUSQ.DE with an annualized return of 36.00%, while IUSQ.DE has yielded a comparatively lower 12.91% annualized return.

ASML

1D
-1.89%
1M
17.61%
YTD
74.80%
6M
73.02%
1Y
146.81%
3Y*
37.59%
5Y*
22.97%
10Y*
36.00%

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)

ASML vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ASML
ASML Holding N.V.		74.80%56.51%-7.70%39.91%-30.49%64.13%66.06%93.56%-9.80%56.23%
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 ASML 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

0.49

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

0.54

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

0.50

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

0.48

The correlation between ASML and IUSQ.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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

ASML Holding N.V.

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with ASML:
ASML vs. TSMASML vs. NVDAASML vs. ASM.ASASML vs. LRCXASML vs. ASML.ASASML vs. SOXXASML vs. AMAT
Often compared with IUSQ.DE:
IUSQ.DE vs. VWCE.DEIUSQ.DE vs. SWDA.LIUSQ.DE vs. VOOIUSQ.DE vs. SSAC.LIUSQ.DE vs. IS3Q.DEIUSQ.DE vs. BRK-BIUSQ.DE vs. VGVF.DE

Return for Risk

ASML vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ASML
ASML Risk / Return Rank: 9595
Overall Rank
ASML Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ASML Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASML Omega Ratio Rank: 9292
Omega Ratio Rank
ASML Calmar Ratio Rank: 9696
Calmar Ratio Rank
ASML Martin Ratio Rank: 9696
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.

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

This table presents a comparison of risk-adjusted performance metrics for ASML Holding N.V. (ASML) 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.

ASMLIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
3.27
2.05

+1.22

Sortino ratioReturn per unit of downside risk
3.70
2.97

+0.72

Omega ratioGain probability vs. loss probability

1.45

1.36

+0.09

Calmar ratioReturn relative to maximum drawdown

7.83

2.89

+4.93

Martin ratioReturn relative to average drawdown

21.08

12.04

+9.04

ASML vs. IUSQ.DE - Sharpe Ratio Comparison

The current ASML Sharpe Ratio is 3.27, which is higher than the IUSQ.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of ASML 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

ASML vs. IUSQ.DE - Drawdown Comparison

The maximum ASML drawdown since its inception was -90.00%, which is greater than IUSQ.DE's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for ASML and IUSQ.DE.

Loading charts...

Drawdown Indicators

ASMLIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.00%

-34.07%

-55.93%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-8.85%

-9.00%

Max Drawdown (3Y)

Largest decline over 3 years

-45.38%

-17.48%

-27.90%

Max Drawdown (5Y)

Largest decline over 5 years

-56.84%

-26.08%

-30.76%

Max Drawdown (10Y)

Largest decline over 10 years

-56.84%

-34.07%

-22.77%

Current Drawdown

Current decline from peak

-1.89%

-1.91%

+0.02%

Average Drawdown

Average peak-to-trough decline

-28.12%

-5.02%

-23.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.63%

2.13%

+4.50%

Volatility

ASML vs. IUSQ.DE - Volatility Comparison

ASML Holding N.V. (ASML) has a higher volatility of 17.27% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that ASML'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.

Loading charts...

Volatility by Period

ASMLIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

3.93%

+13.34%

Volatility (6M)

Calculated over the trailing 6-month period

34.58%

9.72%

+24.86%

Volatility (1Y)

Calculated over the trailing 1-year period

42.75%

12.49%

+30.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.44%

15.50%

+26.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.72%

15.92%

+22.80%

Dividends

ASML vs. IUSQ.DE - Dividend Comparison

ASML's dividend yield for the trailing twelve months is around 0.47%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ASML
ASML Holding N.V.		0.47%0.97%0.97%0.86%1.27%0.50%0.50%1.40%0.94%0.64%0.92%0.73%
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

ASML 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.

Portfolio Optimizer

Find the right allocation for ASML 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