IUSQ.DE vs. AMZN
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while AMZN (Amazon.com, Inc) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 20.44%/yr for AMZN. At a 0.38 correlation, their price movements are largely independent.
Performance
IUSQ.DE vs. AMZN - Performance Comparison
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Different Trading Currencies
IUSQ.DE is traded in EUR, while AMZN is traded in USD. To make them comparable, the AMZN 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 AMZN's 4.94% return. Over the past 10 years, IUSQ.DE has underperformed AMZN with an annualized return of 12.55%, while AMZN has yielded a comparatively higher 20.44% 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%
AMZN
- 1D
- -1.15%
- 1M
- -9.94%
- YTD
- 4.94%
- 6M
- 7.02%
- 1Y
- 12.30%
- 3Y*
- 20.66%
- 5Y*
- 8.33%
- 10Y*
- 20.44%
IUSQ.DE vs. AMZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AMZN Amazon.com, Inc | 4.94% | -7.28% | 53.92% | 75.46% | -46.49% | 10.03% | 61.73% | 25.81% | 34.46% | 36.79% |
Correlation
The correlation between IUSQ.DE and AMZN is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.38 |
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Return for Risk
IUSQ.DE vs. AMZN — Risk / Return Rank
IUSQ.DE
AMZN
IUSQ.DE vs. AMZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Amazon.com, Inc (AMZN). 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 | AMZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.81 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.10 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 0.50 | +3.47 |
| Martin ratioReturn relative to average drawdown | 16.29 | 1.21 | +15.08 |
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Drawdowns
IUSQ.DE vs. AMZN - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum AMZN drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and AMZN.
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Drawdown Indicators
| IUSQ.DE | AMZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -60.20% | +26.60% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -24.04% | +17.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -37.68% | +16.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -52.70% | +31.45% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -52.70% | +19.10% |
Current DrawdownCurrent decline from peak | -1.37% | -12.32% | +10.95% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -12.39% | +8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 9.97% | -8.39% |
Volatility
IUSQ.DE vs. AMZN - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Amazon.com, Inc (AMZN) has a volatility of 7.16%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than AMZN 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 | AMZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 7.16% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 20.09% | -11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 30.35% | -18.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 35.35% | -21.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 32.75% | -17.72% |
Dividends
IUSQ.DE vs. AMZN - Dividend Comparison
Neither IUSQ.DE nor AMZN has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and AMZN have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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