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IUSQ.DE vs. 0700.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSQ.DE vs. 0700.HK

Last updated Jun 13, 2026

IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while 0700.HK (Tencent Holdings Ltd) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 11.72%/yr for 0700.HK. At a 0.32 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. 0700.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Tencent Holdings Ltd (0700.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSQ.DE is traded in EUR, while 0700.HK is traded in HKD. To make them comparable, the 0700.HK 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 11.73% return, which is significantly higher than 0700.HK's -21.04% return. Over the past 10 years, IUSQ.DE has outperformed 0700.HK with an annualized return of 12.55%, while 0700.HK has yielded a comparatively lower 11.72% annualized return.

IUSQ.DE

1D
1.86%
1M
0.87%
YTD
11.73%
6M
13.44%
1Y
26.48%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%

0700.HK

1D
1.50%
1M
2.78%
YTD
-21.04%
6M
-23.24%
1Y
-8.00%
3Y*
8.87%
5Y*
-1.84%
10Y*
11.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. 0700.HK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)		11.73%9.02%24.53%18.57%-13.58%29.13%4.94%30.14%-5.97%9.14%
0700.HK
Tencent Holdings Ltd		-21.04%27.49%53.49%-9.57%-19.74%-13.18%38.88%23.33%-19.03%86.80%

Correlation

The correlation between IUSQ.DE and 0700.HK is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.19

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

0.25

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

0.25

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

0.31

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

0.32

The correlation between IUSQ.DE and 0700.HK shifts across timeframes, from 0.19 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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iShares MSCI ACWI UCITS ETF (Acc)

Tencent Holdings Ltd

Often compared with IUSQ.DE:
IUSQ.DE vs. VWCE.DEIUSQ.DE vs. SWDA.LIUSQ.DE vs. VOOIUSQ.DE vs. SSAC.LIUSQ.DE vs. IS3Q.DEIUSQ.DE vs. BRK-BIUSQ.DE vs. VGVF.DE
Often compared with 0700.HK:
0700.HK vs. 9988.HK0700.HK vs. AAPL0700.HK vs. 0857.HK0700.HK vs. 1211.HK0700.HK vs. BILI0700.HK vs. QQQ0700.HK vs. 0388.HK

Return for Risk

IUSQ.DE vs. 0700.HK — 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: 8282
Overall Rank
IUSQ.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IUSQ.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IUSQ.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSQ.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IUSQ.DE Martin Ratio Rank: 8787
Martin Ratio Rank
0700.HK
0700.HK Risk / Return Rank: 3131
Overall Rank
0700.HK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
0700.HK Sortino Ratio Rank: 2727
Sortino Ratio Rank
0700.HK Omega Ratio Rank: 2727
Omega Ratio Rank
0700.HK Calmar Ratio Rank: 3636
Calmar Ratio Rank
0700.HK Martin Ratio Rank: 3434
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.

IUSQ.DE vs. 0700.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Tencent Holdings Ltd (0700.HK). 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.DE0700.HKDifference
Sharpe ratioReturn per unit of total volatility
2.21
-0.26

+2.47

Sortino ratioReturn per unit of downside risk
3.09
-0.18

+3.27

Omega ratioGain probability vs. loss probability

1.41

0.98

+0.43

Calmar ratioReturn relative to maximum drawdown

3.97

-0.21

+4.18

Martin ratioReturn relative to average drawdown

16.29

-0.46

+16.75

IUSQ.DE vs. 0700.HK - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the 0700.HK Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IUSQ.DE and 0700.HK, 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

IUSQ.DE vs. 0700.HK - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum 0700.HK drawdown of -67.26%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and 0700.HK.

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Drawdown Indicators

IUSQ.DE0700.HKDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-67.26%

+33.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-37.23%

+30.75%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-37.23%

+15.98%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-59.38%

+38.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-67.26%

+33.66%

Current Drawdown

Current decline from peak

-1.37%

-31.05%

+29.68%

Average Drawdown

Average peak-to-trough decline

-4.18%

-17.53%

+13.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

17.18%

-15.60%

Volatility

IUSQ.DE vs. 0700.HK - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Tencent Holdings Ltd (0700.HK) has a volatility of 13.35%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than 0700.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DE0700.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

13.35%

-9.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

24.10%

-15.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

30.54%

-18.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

39.22%

-25.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

35.60%

-20.57%

Dividends

IUSQ.DE vs. 0700.HK - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while 0700.HK's dividend yield for the trailing twelve months is around 1.14%.

PositionTTM20252024202320222021202020192018201720162015
0700.HK
Tencent Holdings Ltd		1.14%0.75%0.82%0.82%0.50%0.38%0.23%0.29%0.31%0.16%0.27%0.26%
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

IUSQ.DE and 0700.HK have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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