IUSQ.DE vs. ^GSPC
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI ACWI Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IUSQ.DE returned 12.83%/yr vs 13.56%/yr for ^GSPC. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
IUSQ.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
IUSQ.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.95% return, which is significantly higher than ^GSPC's 11.08% return. Over the past 10 years, IUSQ.DE has underperformed ^GSPC with an annualized return of 12.83%, while ^GSPC has yielded a comparatively higher 13.56% annualized return.
IUSQ.DE
- 1D
- -0.36%
- 1M
- 1.02%
- YTD
- 12.95%
- 6M
- 13.38%
- 1Y
- 27.30%
- 3Y*
- 18.41%
- 5Y*
- 11.86%
- 10Y*
- 12.83%
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
IUSQ.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.95% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between IUSQ.DE and ^GSPC is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.61 |
The correlation between IUSQ.DE and ^GSPC shifts across timeframes, from 0.58 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSQ.DE vs. ^GSPC — Risk / Return Rank
IUSQ.DE
^GSPC
IUSQ.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and S&P 500 Index (^GSPC). 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.
| IUSQ.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.35 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 3.17 | +1.03 |
| Martin ratioReturn relative to average drawdown | 17.20 | 11.71 | +5.49 |
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Drawdowns
IUSQ.DE vs. ^GSPC - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and ^GSPC.
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Drawdown Indicators
| IUSQ.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -51.62% | +18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -7.57% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -23.99% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -23.99% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -33.42% | -0.18% |
Current DrawdownCurrent decline from peak | -1.09% | -1.08% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.17% | -9.08% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.04% | -0.46% |
Volatility
IUSQ.DE vs. ^GSPC - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.44%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSQ.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 3.97% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.52% | 9.16% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 12.60% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 16.86% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 18.61% | -3.60% |
Frequently Asked Questions
IUSQ.DE and ^GSPC have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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