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

Performance

IUSQ.DE vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Realty Income Corporation (O). 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 O is traded in USD. To make them comparable, the O 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 O's 15.45% return. Over the past 10 years, IUSQ.DE has outperformed O with an annualized return of 12.55%, while O has yielded a comparatively lower 4.55% 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%

O

1D
1.39%
1M
2.57%
YTD
15.45%
6M
13.22%
1Y
14.71%
3Y*
4.14%
5Y*
4.44%
10Y*
4.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. O - 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%
O
Realty Income Corporation
15.45%-1.11%4.35%-7.41%-1.63%33.22%-18.88%24.01%21.38%-9.07%

Correlation

The correlation between IUSQ.DE and O is -0.08, 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

-0.08

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

0.01

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

0.12

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

0.16

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

0.18

The correlation between IUSQ.DE and O shifts across timeframes, from -0.08 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSQ.DE vs. O — 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

O
O Risk / Return Rank: 6666
Overall Rank
O Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
O Sortino Ratio Rank: 6262
Sortino Ratio Rank
O Omega Ratio Rank: 6161
Omega Ratio Rank
O Calmar Ratio Rank: 6868
Calmar Ratio Rank
O Martin Ratio Rank: 6969
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. O - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Realty Income Corporation (O). 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.DEODifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.41

1.16

+0.25

Calmar ratioReturn relative to maximum drawdown

3.97

1.41

+2.56

Martin ratioReturn relative to average drawdown

16.29

3.27

+13.02

IUSQ.DE vs. O - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the O Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IUSQ.DE and O, 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. O - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and O.


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Drawdown Indicators


IUSQ.DEODifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-48.59%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-10.26%

+3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-23.22%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-37.26%

+16.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-48.59%

+14.99%

Current Drawdown

Current decline from peak

-1.37%

-9.36%

+7.99%

Average Drawdown

Average peak-to-trough decline

-4.18%

-14.59%

+10.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

4.43%

-2.85%

Volatility

IUSQ.DE vs. O - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Realty Income Corporation (O) has a volatility of 5.60%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSQ.DEODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.60%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

12.25%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

16.19%

-4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

18.89%

-4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

25.95%

-10.92%

Dividends

IUSQ.DE vs. O - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.16%.


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%
O
Realty Income Corporation
5.16%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%

Frequently Asked Questions


IUSQ.DE and O have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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