IQQ0.DE vs. IUSQ.DE
IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both Global Equities funds from iShares - IQQ0.DE tracks the MSCI World Minimum Volatility while IUSQ.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IQQ0.DE returned 6.81%/yr vs 12.38%/yr for IUSQ.DE. A 0.78 correlation means they provide meaningful diversification when combined. IQQ0.DE charges 0.30%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IQQ0.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQ0.DE achieves a 1.59% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IQQ0.DE has underperformed IUSQ.DE with an annualized return of 6.81%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
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%
IQQ0.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
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 IQQ0.DE 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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2013 | 0.78 |
Over the past year, the correlation between IQQ0.DE and IUSQ.DE has dropped to 0.32 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
IQQ0.DE vs. IUSQ.DE — Risk / Return Rank
IQQ0.DE
IUSQ.DE
IQQ0.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IQQ0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.43 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 4.08 | -4.13 |
| Martin ratioReturn relative to average drawdown | -0.12 | 16.69 | -16.81 |
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
| IQQ0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | 2.31 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.88 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.82 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.76 | 0.00 |
Drawdowns
IQQ0.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IQQ0.DE drawdown since its inception was -28.65%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IQQ0.DE and IUSQ.DE.
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Drawdown Indicators
| IQQ0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.65% | -33.60% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.22% | -6.48% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -21.25% | +8.43% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -21.25% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -28.65% | -33.60% | +4.95% |
Current DrawdownCurrent decline from peak | -6.65% | -0.55% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.19% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.59% | +0.85% |
Volatility
IQQ0.DE vs. IUSQ.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) is 2.53%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.03%. This indicates that IQQ0.DE experiences smaller price fluctuations and is considered to be less risky 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
| IQQ0.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 3.03% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 5.36% | 8.26% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.78% | 11.47% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.08% | 13.94% | -3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 15.02% | -3.40% |
IQQ0.DE vs. IUSQ.DE - Expense Ratio Comparison
IQQ0.DE has a 0.30% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
IQQ0.DE vs. IUSQ.DE - Dividend Comparison
Neither IQQ0.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IQQ0.DE 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.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IQQ0.DE.
IQQ0.DE tracks MSCI World Minimum Volatility, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.30% for IQQ0.DE and 0.20% for IUSQ.DE.
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