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DTEGY vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTEGY vs. IUSQ.DE

Last updated Jun 13, 2026

DTEGY (Deutsche Telekom AG ADR) 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, DTEGY returned 12.47%/yr vs 12.91%/yr for IUSQ.DE. At a 0.41 correlation, their price movements are largely independent.

Performance

DTEGY vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Telekom AG ADR (DTEGY) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DTEGY 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, DTEGY achieves a 4.12% return, which is significantly lower than IUSQ.DE's 10.01% return. Both investments have delivered pretty close results over the past 10 years, with DTEGY having a 12.47% annualized return and IUSQ.DE not far ahead at 12.91%.

DTEGY

1D
0.95%
1M
2.20%
YTD
4.12%
6M
7.95%
1Y
-3.93%
3Y*
21.29%
5Y*
13.28%
10Y*
12.47%

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)

DTEGY vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DTEGY
Deutsche Telekom AG ADR		4.12%12.53%28.06%24.40%16.64%3.76%20.51%0.36%0.80%6.79%
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 DTEGY and IUSQ.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

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

0.30

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

0.36

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

0.41

Over the past year, the correlation between DTEGY and IUSQ.DE has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Deutsche Telekom AG ADR

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with DTEGY:
DTEGY vs. TMUSDTEGY vs. BMY.LDTEGY vs. NOKDTEGY vs. TDTEGY vs. WMDTEGY vs. ERICDTEGY vs. DAX
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

DTEGY vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTEGY
DTEGY Risk / Return Rank: 3232
Overall Rank
DTEGY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DTEGY Sortino Ratio Rank: 2828
Sortino Ratio Rank
DTEGY Omega Ratio Rank: 2828
Omega Ratio Rank
DTEGY Calmar Ratio Rank: 3434
Calmar Ratio Rank
DTEGY Martin Ratio Rank: 3434
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.

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

This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) 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.

DTEGYIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.23
2.05

-2.28

Sortino ratioReturn per unit of downside risk
-0.16
2.97

-3.13

Omega ratioGain probability vs. loss probability

0.98

1.36

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.28

2.89

-3.17

Martin ratioReturn relative to average drawdown

-0.50

12.04

-12.54

DTEGY vs. IUSQ.DE - Sharpe Ratio Comparison

The current DTEGY Sharpe Ratio is -0.23, which is lower than the IUSQ.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DTEGY 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.

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Drawdowns

DTEGY vs. IUSQ.DE - Drawdown Comparison

The maximum DTEGY drawdown since its inception was -40.18%, 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 DTEGY and IUSQ.DE.

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Drawdown Indicators

DTEGYIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.18%

-34.07%

-6.11%

Max Drawdown (1Y)

Largest decline over 1 year

-19.68%

-8.85%

-10.83%

Max Drawdown (3Y)

Largest decline over 3 years

-21.44%

-17.48%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.85%

-26.08%

+0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-40.18%

-34.07%

-6.11%

Current Drawdown

Current decline from peak

-15.47%

-1.91%

-13.56%

Average Drawdown

Average peak-to-trough decline

-9.82%

-5.02%

-4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.10%

2.13%

+8.97%

Volatility

DTEGY vs. IUSQ.DE - Volatility Comparison

Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 7.35% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that DTEGY'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

DTEGYIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

3.93%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

18.94%

9.72%

+9.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.09%

12.49%

+11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

15.50%

+5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.70%

15.92%

+5.78%

Dividends

DTEGY vs. IUSQ.DE - Dividend Comparison

DTEGY's dividend yield for the trailing twelve months is around 3.51%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DTEGY
Deutsche Telekom AG ADR		3.51%2.98%2.70%3.09%7.01%2.67%5.88%4.71%4.52%3.70%6.92%3.19%
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

DTEGY and IUSQ.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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