DTE.DE vs. IUSQ.DE
DTE.DE (Deutsche Telekom AG) 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, DTE.DE returned 10.53%/yr vs 12.38%/yr for IUSQ.DE. At a 0.44 correlation, their price movements are largely independent.
Performance
DTE.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DTE.DE achieves a 3.88% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, DTE.DE has underperformed IUSQ.DE with an annualized return of 10.53%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
DTE.DE
- 1D
- -0.96%
- 1M
- 0.04%
- YTD
- 3.88%
- 6M
- 4.25%
- 1Y
- -15.44%
- 3Y*
- 16.36%
- 5Y*
- 13.65%
- 10Y*
- 10.53%
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%
DTE.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.88% | -1.45% | 37.51% | 20.35% | 18.67% | 12.92% | 12.45% | 2.95% | 5.00% | -6.37% |
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 DTE.DE and IUSQ.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.44 |
Over the past year, the correlation between DTE.DE and IUSQ.DE has dropped to 0.12 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
DTE.DE vs. IUSQ.DE — Risk / Return Rank
DTE.DE
IUSQ.DE
DTE.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.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.
| DTE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.43 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 4.08 | -4.73 |
| Martin ratioReturn relative to average drawdown | -1.08 | 16.69 | -17.77 |
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
| DTE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 2.31 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.88 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.82 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.76 | -0.57 |
Drawdowns
DTE.DE vs. IUSQ.DE - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, 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 DTE.DE and IUSQ.DE.
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Drawdown Indicators
| DTE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.32% | -33.60% | -57.72% |
Max Drawdown (1Y)Largest decline over 1 year | -22.23% | -6.48% | -15.75% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -21.25% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -21.25% | -3.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.60% | -1.25% |
Current DrawdownCurrent decline from peak | -17.50% | -0.55% | -16.95% |
Average DrawdownAverage peak-to-trough decline | -62.14% | -4.19% | -57.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 1.59% | +11.72% |
Volatility
DTE.DE vs. IUSQ.DE - Volatility Comparison
Deutsche Telekom AG (DTE.DE) has a higher volatility of 6.31% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that DTE.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
| DTE.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 3.03% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 8.26% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 11.47% | +12.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 13.94% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 15.02% | +4.54% |
Dividends
DTE.DE vs. IUSQ.DE - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 3.59%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.59% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% |
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
DTE.DE and IUSQ.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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