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ENGI.PA vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ENGI.PA vs. IUSQ.DE

Last updated Jun 13, 2026

ENGI.PA (ENGIE SA) 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, ENGI.PA returned 14.08%/yr vs 12.55%/yr for IUSQ.DE. At a 0.38 correlation, their price movements are largely independent.

Performance

ENGI.PA vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in ENGIE SA (ENGI.PA) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ENGI.PA achieves a 28.95% return, which is significantly higher than IUSQ.DE's 11.73% return. Over the past 10 years, ENGI.PA has outperformed IUSQ.DE with an annualized return of 14.08%, while IUSQ.DE has yielded a comparatively lower 12.55% annualized return.

ENGI.PA

1D
0.36%
1M
0.62%
YTD
28.95%
6M
33.17%
1Y
45.36%
3Y*
34.44%
5Y*
27.00%
10Y*
14.08%

IUSQ.DE

1D
1.86%
1M
0.87%
YTD
11.73%
6M
13.44%
1Y
26.48%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENGI.PA vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENGI.PA
ENGIE SA		28.95%58.96%5.44%30.78%10.71%8.28%-13.06%18.15%-7.81%25.78%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)		11.73%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between ENGI.PA 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

0.07

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

0.19

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

0.31

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

0.38

Over the past year, the correlation between ENGI.PA and IUSQ.DE has dropped to 0.12 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.

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ENGIE SA

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with ENGI.PA:
ENGI.PA vs. HSBK.LENGI.PA vs. IBE.MCENGI.PA vs. TTEENGI.PA vs. OTTRENGI.PA vs. TTE.LENGI.PA vs. NEEENGI.PA vs. TSM
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

ENGI.PA vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENGI.PA
ENGI.PA Risk / Return Rank: 8989
Overall Rank
ENGI.PA Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ENGI.PA Sortino Ratio Rank: 9191
Sortino Ratio Rank
ENGI.PA Omega Ratio Rank: 9090
Omega Ratio Rank
ENGI.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
ENGI.PA Martin Ratio Rank: 8787
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.

ENGI.PA vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ENGIE SA (ENGI.PA) 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.

ENGI.PAIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
2.28
2.21

+0.07

Sortino ratioReturn per unit of downside risk
3.13
3.09

+0.04

Omega ratioGain probability vs. loss probability

1.41

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.50

3.97

-0.47

Martin ratioReturn relative to average drawdown

9.32

16.29

-6.98

ENGI.PA vs. IUSQ.DE - Sharpe Ratio Comparison

The current ENGI.PA Sharpe Ratio is 2.28, which is comparable to the IUSQ.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ENGI.PA 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

ENGI.PA vs. IUSQ.DE - Drawdown Comparison

The maximum ENGI.PA drawdown since its inception was -60.64%, 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 ENGI.PA and IUSQ.DE.

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Drawdown Indicators

ENGI.PAIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.64%

-33.60%

-27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-6.48%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-16.76%

-21.25%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-30.68%

-21.25%

-9.43%

Max Drawdown (10Y)

Largest decline over 10 years

-47.75%

-33.60%

-14.15%

Current Drawdown

Current decline from peak

-2.14%

-1.37%

-0.77%

Average Drawdown

Average peak-to-trough decline

-32.61%

-4.18%

-28.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

1.58%

+3.44%

Volatility

ENGI.PA vs. IUSQ.DE - Volatility Comparison

ENGIE SA (ENGI.PA) has a higher volatility of 5.09% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.41%. This indicates that ENGI.PA'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

ENGI.PAIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

3.41%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.07%

8.53%

+8.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

11.69%

+8.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

13.97%

+7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

15.03%

+8.27%

Dividends

ENGI.PA vs. IUSQ.DE - Dividend Comparison

ENGI.PA's dividend yield for the trailing twelve months is around 4.91%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ENGI.PA
ENGIE SA		4.91%6.60%9.34%8.79%6.35%4.07%0.00%2.57%5.75%5.93%8.25%6.12%
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

ENGI.PA 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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