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

IUSQ.DE vs. JNJ

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 JNJ (Johnson & Johnson) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 10.11%/yr for JNJ. At a 0.27 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. JNJ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Johnson & Johnson (JNJ). 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 JNJ is traded in USD. To make them comparable, the JNJ 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 lower than JNJ's 19.49% return. Over the past 10 years, IUSQ.DE has outperformed JNJ with an annualized return of 12.55%, while JNJ has yielded a comparatively lower 10.11% 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%

JNJ

1D
1.15%
1M
5.89%
YTD
19.49%
6M
16.81%
1Y
56.92%
3Y*
15.12%
5Y*
11.96%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. JNJ - 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%
JNJ
Johnson & Johnson		19.49%29.98%1.47%-11.32%12.54%19.77%1.69%18.85%-0.68%9.13%

Correlation

The correlation between IUSQ.DE and JNJ is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.02

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

0.00

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

0.06

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

0.19

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

0.27

The correlation between IUSQ.DE and JNJ shifts across timeframes, from -0.02 (1 year) to 0.27 (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)

Johnson & Johnson

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 JNJ:
JNJ vs. ABBVJNJ vs. PFEJNJ vs. UNHJNJ vs. VOOJNJ vs. SCHDJNJ vs. ABTJNJ vs. MDT

Return for Risk

IUSQ.DE vs. JNJ — 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
JNJ
JNJ Risk / Return Rank: 9696
Overall Rank
JNJ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JNJ Sortino Ratio Rank: 9898
Sortino Ratio Rank
JNJ Omega Ratio Rank: 9797
Omega Ratio Rank
JNJ Calmar Ratio Rank: 9393
Calmar Ratio Rank
JNJ Martin Ratio Rank: 9494
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. JNJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Johnson & Johnson (JNJ). 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.DEJNJDifference
Sharpe ratioReturn per unit of total volatility
2.21
3.37

-1.16

Sortino ratioReturn per unit of downside risk
3.09
4.82

-1.73

Omega ratioGain probability vs. loss probability

1.41

1.58

-0.17

Calmar ratioReturn relative to maximum drawdown

3.97

4.98

-1.01

Martin ratioReturn relative to average drawdown

16.29

15.80

+0.49

IUSQ.DE vs. JNJ - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is lower than the JNJ Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of IUSQ.DE and JNJ, 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. JNJ - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, which is greater than JNJ's maximum drawdown of -27.10%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and JNJ.

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Drawdown Indicators

IUSQ.DEJNJDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-27.10%

-6.50%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-11.68%

+5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-18.03%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-20.88%

-0.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-25.51%

-8.09%

Current Drawdown

Current decline from peak

-1.37%

-1.51%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.18%

-7.02%

+2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

3.67%

-2.09%

Volatility

IUSQ.DE vs. JNJ - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Johnson & Johnson (JNJ) has a volatility of 5.82%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than JNJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DEJNJDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.82%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

12.84%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

17.25%

-5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

17.65%

-3.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

19.39%

-4.36%

Dividends

IUSQ.DE vs. JNJ - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.

PositionTTM20252024202320222021202020192018201720162015
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%
JNJ
Johnson & Johnson		2.18%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%

Frequently Asked Questions

IUSQ.DE and JNJ have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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