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ENI.MI vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ENI.MI vs. IUSQ.DE

Last updated Jun 13, 2026

ENI.MI (Eni S.p.A.) 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, ENI.MI returned 12.61%/yr vs 12.55%/yr for IUSQ.DE. At a 0.46 correlation, their price movements are largely independent.

Performance

ENI.MI vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eni S.p.A. (ENI.MI) 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, ENI.MI achieves a 47.16% return, which is significantly higher than IUSQ.DE's 11.73% return. Both investments have delivered pretty close results over the past 10 years, with ENI.MI having a 12.61% annualized return and IUSQ.DE not far behind at 12.55%.

ENI.MI

1D
-2.27%
1M
-0.38%
YTD
47.16%
6M
49.00%
1Y
75.52%
3Y*
29.49%
5Y*
25.09%
10Y*
12.61%

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)

ENI.MI vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ENI.MI
Eni S.p.A.		47.16%32.29%-8.74%23.38%16.23%52.33%-33.91%6.74%4.80%-5.53%
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 ENI.MI and IUSQ.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.05

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

0.18

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

0.28

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

0.39

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

0.46

The correlation between ENI.MI and IUSQ.DE shifts across timeframes, from -0.05 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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Eni S.p.A.

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with ENI.MI:
ENI.MI vs. ENEL.MIENI.MI vs. ENG.MCENI.MI vs. TRN.MIENI.MI vs. SRG.MIENI.MI vs. SHELENI.MI vs. TTEENI.MI vs. IGLO.L
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

ENI.MI vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ENI.MI
ENI.MI Risk / Return Rank: 9696
Overall Rank
ENI.MI Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENI.MI Sortino Ratio Rank: 9494
Sortino Ratio Rank
ENI.MI Omega Ratio Rank: 9696
Omega Ratio Rank
ENI.MI Calmar Ratio Rank: 9595
Calmar Ratio Rank
ENI.MI Martin Ratio Rank: 9797
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.

ENI.MI vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eni S.p.A. (ENI.MI) 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.

ENI.MIIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
3.34
2.21

+1.13

Sortino ratioReturn per unit of downside risk
3.74
3.09

+0.65

Omega ratioGain probability vs. loss probability

1.59

1.41

+0.19

Calmar ratioReturn relative to maximum drawdown

6.15

3.97

+2.17

Martin ratioReturn relative to average drawdown

24.16

16.29

+7.87

ENI.MI vs. IUSQ.DE - Sharpe Ratio Comparison

The current ENI.MI Sharpe Ratio is 3.34, which is higher than the IUSQ.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ENI.MI 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

ENI.MI vs. IUSQ.DE - Drawdown Comparison

The maximum ENI.MI drawdown since its inception was -59.75%, 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 ENI.MI and IUSQ.DE.

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Drawdown Indicators

ENI.MIIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.75%

-33.60%

-26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-6.48%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

-21.25%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-21.25%

-5.01%

Max Drawdown (10Y)

Largest decline over 10 years

-59.75%

-33.60%

-26.15%

Current Drawdown

Current decline from peak

-5.63%

-1.37%

-4.26%

Average Drawdown

Average peak-to-trough decline

-16.90%

-4.18%

-12.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

1.58%

+1.62%

Volatility

ENI.MI vs. IUSQ.DE - Volatility Comparison

Eni S.p.A. (ENI.MI) has a higher volatility of 7.00% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.41%. This indicates that ENI.MI'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

ENI.MIIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

3.41%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

20.94%

8.53%

+12.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.18%

11.69%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.60%

13.97%

+9.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.35%

15.03%

+11.32%

Dividends

ENI.MI vs. IUSQ.DE - Dividend Comparison

ENI.MI's dividend yield for the trailing twelve months is around 4.52%, while IUSQ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ENI.MI
Eni S.p.A.		4.52%6.32%7.41%5.93%6.55%5.48%6.43%6.06%5.96%5.80%5.17%6.96%
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

ENI.MI and IUSQ.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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