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

Performance

IQQQ.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Water UCITS ETF (IQQQ.DE) 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, IQQQ.DE achieves a -0.71% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, IQQQ.DE has underperformed IUSQ.DE with an annualized return of 9.10%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.


IQQQ.DE

1D
-0.44%
1M
-3.72%
YTD
-0.71%
6M
-1.42%
1Y
1.94%
3Y*
6.09%
5Y*
5.32%
10Y*
9.10%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQQ.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQQ.DE
iShares Global Water UCITS ETF
-0.71%5.27%10.22%9.85%-16.58%42.81%4.77%38.59%-6.82%11.64%
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 IQQQ.DE and IUSQ.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.61

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

0.71

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

0.77

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2011

0.78

Over the past year, the correlation between IQQQ.DE and IUSQ.DE has dropped to 0.52 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

IQQQ.DE vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQQ.DE
IQQQ.DE Risk / Return Rank: 1111
Overall Rank
IQQQ.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IQQQ.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
IQQQ.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IQQQ.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IQQQ.DE Martin Ratio Rank: 1212
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 7676
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 7474
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF (IQQQ.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.


IQQQ.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.16

Sortino ratioReturn per unit of downside risk

-2.92

Omega ratioGain probability vs. loss probability

1.03

1.43

-0.40

Calmar ratioReturn relative to maximum drawdown

0.19

4.08

-3.89

Martin ratioReturn relative to average drawdown

0.49

16.69

-16.20

IQQQ.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current IQQQ.DE Sharpe Ratio is 0.15, which is lower than the IUSQ.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IQQQ.DE 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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Sharpe Ratios by Period


IQQQ.DEIUSQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.31

-2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.88

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.82

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.76

-0.26

Drawdowns

IQQQ.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IQQQ.DE drawdown since its inception was -48.04%, 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 IQQQ.DE and IUSQ.DE.


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Drawdown Indicators


IQQQ.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.04%

-33.60%

-14.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-6.48%

-2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-21.25%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-21.25%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-33.60%

-0.90%

Current Drawdown

Current decline from peak

-7.97%

-0.55%

-7.42%

Average Drawdown

Average peak-to-trough decline

-7.76%

-4.19%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

1.59%

+1.92%

Volatility

IQQQ.DE vs. IUSQ.DE - Volatility Comparison

iShares Global Water UCITS ETF (IQQQ.DE) has a higher volatility of 3.43% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IQQQ.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


IQQQ.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

3.03%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.83%

8.26%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.67%

11.47%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.47%

13.94%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.19%

15.02%

+0.17%

IQQQ.DE vs. IUSQ.DE - Expense Ratio Comparison

IQQQ.DE has a 0.65% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

IQQQ.DE vs. IUSQ.DE - Dividend Comparison

IQQQ.DE's dividend yield for the trailing twelve months is around 1.65%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQQ.DE
iShares Global Water UCITS ETF
1.65%1.56%1.12%1.31%1.17%1.88%1.16%1.55%2.08%1.76%1.85%1.79%
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


IQQQ.DE and IUSQ.DE have a correlation of 0.52, 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 0.65% for IQQQ.DE.

IQQQ.DE is categorized as Water Equities, while IUSQ.DE is Global Equities. IQQQ.DE tracks S&P Global Water, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.65% for IQQQ.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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