BABA vs. IUSQ.DE
BABA (Alibaba Group Holding Limited) 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, BABA returned 4.42%/yr vs 12.91%/yr for IUSQ.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
BABA vs. IUSQ.DE - Performance Comparison
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Different Trading Currencies
BABA 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, BABA achieves a -22.32% return, which is significantly lower than IUSQ.DE's 10.01% return. Over the past 10 years, BABA has underperformed IUSQ.DE with an annualized return of 4.42%, while IUSQ.DE has yielded a comparatively higher 12.91% annualized return.
BABA
- 1D
- 0.12%
- 1M
- -19.32%
- YTD
- -22.32%
- 6M
- -26.87%
- 1Y
- 0.87%
- 3Y*
- 11.06%
- 5Y*
- -10.74%
- 10Y*
- 4.42%
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%
BABA vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BABA Alibaba Group Holding Limited | -22.32% | 75.80% | 11.77% | -10.83% | -25.84% | -48.96% | 9.73% | 54.74% | -20.51% | 96.37% |
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 BABA and IUSQ.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2014 | 0.38 |
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Return for Risk
BABA vs. IUSQ.DE — Risk / Return Rank
BABA
IUSQ.DE
BABA vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alibaba Group Holding Limited (BABA) 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.
| BABA | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 2.89 | -2.95 |
| Martin ratioReturn relative to average drawdown | -0.12 | 12.04 | -12.16 |
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Drawdowns
BABA vs. IUSQ.DE - Drawdown Comparison
The maximum BABA drawdown since its inception was -80.09%, 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 BABA and IUSQ.DE.
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Drawdown Indicators
| BABA | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.09% | -34.07% | -46.02% |
Max Drawdown (1Y)Largest decline over 1 year | -39.94% | -8.85% | -31.09% |
Max Drawdown (3Y)Largest decline over 3 years | -39.94% | -17.48% | -22.46% |
Max Drawdown (5Y)Largest decline over 5 years | -72.48% | -26.08% | -46.40% |
Max Drawdown (10Y)Largest decline over 10 years | -80.09% | -34.07% | -46.02% |
Current DrawdownCurrent decline from peak | -62.20% | -1.91% | -60.29% |
Average DrawdownAverage peak-to-trough decline | -37.56% | -5.02% | -32.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.58% | 2.13% | +17.45% |
Volatility
BABA vs. IUSQ.DE - Volatility Comparison
Alibaba Group Holding Limited (BABA) has a higher volatility of 10.07% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that BABA'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
| BABA | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.07% | 3.93% | +6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 29.24% | 9.72% | +19.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.83% | 12.49% | +31.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.40% | 15.50% | +35.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.40% | 15.92% | +27.48% |
Dividends
BABA vs. IUSQ.DE - Dividend Comparison
BABA's dividend yield for the trailing twelve months is around 0.93%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BABA and IUSQ.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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