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

IUSQ.DE vs. NVDA

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 NVDA (NVIDIA Corporation) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 67.41%/yr for NVDA. At a 0.38 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. NVDA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and NVIDIA Corporation (NVDA). 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 NVDA is traded in USD. To make them comparable, the NVDA values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with IUSQ.DE having a 11.73% return and NVDA slightly higher at 11.85%. Over the past 10 years, IUSQ.DE has underperformed NVDA with an annualized return of 12.55%, while NVDA has yielded a comparatively higher 67.41% 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%

NVDA

1D
0.24%
1M
-12.08%
YTD
11.85%
6M
19.12%
1Y
44.51%
3Y*
67.20%
5Y*
64.62%
10Y*
67.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. NVDA - 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%
NVDA
NVIDIA Corporation		11.85%22.43%189.15%228.85%-47.18%142.35%103.97%80.94%-27.57%59.62%

Correlation

The correlation between IUSQ.DE and NVDA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.40

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

0.42

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

0.39

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

0.38

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iShares MSCI ACWI UCITS ETF (Acc)

NVIDIA Corporation

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 NVDA:
NVDA vs. AMDNVDA vs. AAPLNVDA vs. AVGONVDA vs. TSMNVDA vs. SPYNVDA vs. AMZNNVDA vs. QQQ

Return for Risk

IUSQ.DE vs. NVDA — 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
NVDA
NVDA Risk / Return Rank: 7575
Overall Rank
NVDA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NVDA Sortino Ratio Rank: 7373
Sortino Ratio Rank
NVDA Omega Ratio Rank: 7171
Omega Ratio Rank
NVDA Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDA Martin Ratio Rank: 7777
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. NVDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and NVIDIA Corporation (NVDA). 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.DENVDADifference
Sharpe ratioReturn per unit of total volatility
2.21
1.19

+1.02

Sortino ratioReturn per unit of downside risk
3.09
1.73

+1.36

Omega ratioGain probability vs. loss probability

1.41

1.21

+0.20

Calmar ratioReturn relative to maximum drawdown

3.97

2.13

+1.84

Martin ratioReturn relative to average drawdown

16.29

4.60

+11.69

IUSQ.DE vs. NVDA - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the NVDA Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IUSQ.DE and NVDA, 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. NVDA - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum NVDA drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and NVDA.

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Drawdown Indicators

IUSQ.DENVDADifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-82.97%

+49.37%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-19.76%

+13.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-41.46%

+20.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-60.91%

+39.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-60.91%

+27.31%

Current Drawdown

Current decline from peak

-1.37%

-12.08%

+10.71%

Average Drawdown

Average peak-to-trough decline

-4.18%

-31.86%

+27.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

9.14%

-7.56%

Volatility

IUSQ.DE vs. NVDA - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while NVIDIA Corporation (NVDA) has a volatility of 12.78%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DENVDADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

12.78%

-9.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

26.25%

-17.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

35.55%

-23.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

51.17%

-37.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

49.93%

-34.90%

Dividends

IUSQ.DE vs. NVDA - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while NVDA's dividend yield for the trailing twelve months is around 0.14%.

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%
NVDA
NVIDIA Corporation		0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

Frequently Asked Questions

IUSQ.DE and NVDA have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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