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

Performance

IQQW.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World UCITS ETF USD (Dist) (IQQW.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, IQQW.DE achieves a 12.38% return, which is significantly lower than IUSQ.DE's 14.14% return. Both investments have delivered pretty close results over the past 10 years, with IQQW.DE having a 12.69% annualized return and IUSQ.DE not far behind at 12.51%.


IQQW.DE

1D
0.43%
1M
1.51%
6M
12.34%
YTD
12.38%
1Y
23.86%
3Y*
17.17%
5Y*
11.94%
10Y*
12.69%

IUSQ.DE

1D
0.59%
1M
1.08%
6M
13.65%
YTD
14.14%
1Y
26.53%
3Y*
17.85%
5Y*
11.85%
10Y*
12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IQQW.DE
iShares MSCI World UCITS ETF USD (Dist)
12.38%7.59%25.52%19.92%-13.90%32.21%5.13%30.90%-5.28%7.45%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
14.14%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%

Correlation

The correlation between IQQW.DE and IUSQ.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

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

0.99

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

0.97

The correlation between IQQW.DE and IUSQ.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

IQQW.DE
IQQW.DE Risk / Return Rank: 8282
Overall Rank
IQQW.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IQQW.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IQQW.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IQQW.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
IQQW.DE Martin Ratio Rank: 8585
Martin Ratio Rank

IUSQ.DE
IUSQ.DE Risk / Return Rank: 8686
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 9090
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS ETF USD (Dist) (IQQW.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.

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.


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

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.60

4.08

-0.48

Martin ratioReturn relative to average drawdown

14.30

16.66

-2.36

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

The current IQQW.DE Sharpe Ratio is 2.12, which is comparable to the IUSQ.DE Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IQQW.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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Drawdowns

IQQW.DE vs. IUSQ.DE - Drawdown Comparison

The maximum IQQW.DE drawdown since its inception was -52.35%, 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 IQQW.DE and IUSQ.DE.


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Drawdown Indicators


IQQW.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.35%

-33.60%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

-6.48%

-0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-21.25%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-21.25%

-0.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-33.60%

-0.05%

Current Drawdown

Current decline from peak

-0.10%

-0.06%

-0.04%

Average Drawdown

Average peak-to-trough decline

-9.01%

-4.17%

-4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

1.59%

+0.07%

Volatility

IQQW.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for iShares MSCI World UCITS ETF USD (Dist) (IQQW.DE) is 3.28%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.66%. This indicates that IQQW.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


IQQW.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

3.66%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

8.63%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

11.78%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

13.99%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

14.98%

+0.05%

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

IQQW.DE has a 0.50% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.


Dividends

IQQW.DE vs. IUSQ.DE - Dividend Comparison

IQQW.DE's dividend yield for the trailing twelve months is around 0.86%, while IUSQ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IQQW.DE
iShares MSCI World UCITS ETF USD (Dist)
0.86%0.95%1.05%1.32%1.49%1.01%1.21%1.60%1.84%1.66%1.70%1.80%
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


With a correlation of 0.98, IQQW.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.50% for IQQW.DE.

IQQW.DE tracks MSCI World Index, while IUSQ.DE tracks MSCI ACWI Index. Their fees differ too: 0.50% for IQQW.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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