IUSQ.DE vs. ^GSPC

Last updated Jun 5, 2026

IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while ^GSPC (S&P 500 Index) is an index. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

IUSQ.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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

The year-to-date returns for both stocks are quite close, with IUSQ.DE having a 12.65% return and ^GSPC slightly lower at 12.06%.

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%

^GSPC

• 1D: 0.00%
• 1M: 4.16%
• YTD: 12.06%
• 6M: 10.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IUSQ.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc)	12.65%	11.83%
^GSPC S&P 500 Index	9.98%	10.65%

Correlation

The correlation between IUSQ.DE and ^GSPC is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.66

Return for Risk

IUSQ.DE vs. ^GSPC — Risk / Return Rank

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

IUSQ.DE

IUSQ.DE Risk / Return Rank: 76
IUSQ.DE Sharpe Ratio Rank: 72
IUSQ.DE Sortino Ratio Rank: 72
IUSQ.DE Omega Ratio Rank: 74
IUSQ.DE Calmar Ratio Rank: 80
IUSQ.DE Martin Ratio Rank: 83

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.

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.

	IUSQ.DE	^GSPC	Difference
Sharpe ratio: Return per unit of total volatility	2.31	—	—
Sortino ratio: Return per unit of downside risk	3.20	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	4.08	—	—
Martin ratio: Return relative to average drawdown	16.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	IUSQ.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	1.98	-1.22

Drawdowns

IUSQ.DE vs. ^GSPC - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and ^GSPC.

Drawdown Indicators

	IUSQ.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-7.57%	-26.03%
Max Drawdown (1Y) Largest decline over 1 year	-6.48%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.25%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.25%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.60%	—	—
Current Drawdown Current decline from peak	-0.55%	-0.20%	-0.35%
Average Drawdown Average peak-to-trough decline	-4.19%	-1.39%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	—	—

Volatility

Volatility by Period

	IUSQ.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.26%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.47%	12.22%	-0.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.94%	12.22%	+1.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.02%	12.22%	+2.80%

Frequently Asked Questions

Can I hold both IUSQ.DE and ^GSPC in my portfolio?

IUSQ.DE and ^GSPC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.