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

IUSQ.DE vs. PEP

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 PEP (PepsiCo, Inc.) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 6.28%/yr for PEP. At a 0.24 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. PEP - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and PepsiCo, Inc. (PEP). 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 PEP is traded in USD. To make them comparable, the PEP 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 PEP's 4.06% return. Over the past 10 years, IUSQ.DE has outperformed PEP with an annualized return of 12.55%, while PEP has yielded a comparatively lower 6.28% 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%

PEP

1D
0.46%
1M
-1.07%
YTD
4.06%
6M
-0.92%
1Y
14.45%
3Y*
-6.29%
5Y*
3.68%
10Y*
6.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. PEP - 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%
PEP
PepsiCo, Inc.		4.06%-13.49%-1.50%-6.19%13.40%29.57%2.47%30.25%-0.35%3.34%

Correlation

The correlation between IUSQ.DE and PEP is -0.05, 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

-0.05

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

0.03

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

0.07

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

0.17

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

0.24

The correlation between IUSQ.DE and PEP shifts across timeframes, from -0.05 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI ACWI UCITS ETF (Acc)

PepsiCo, Inc.

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 PEP:
PEP vs. KOPEP vs. MCDPEP vs. MDLZPEP vs. COKEPEP vs. KDPPEP vs. VOOPEP vs. SCHD

Return for Risk

IUSQ.DE vs. PEP — 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
PEP
PEP Risk / Return Rank: 6060
Overall Rank
PEP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5959
Sortino Ratio Rank
PEP Omega Ratio Rank: 5555
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6363
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. PEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and PepsiCo, Inc. (PEP). 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.DEPEPDifference
Sharpe ratioReturn per unit of total volatility
2.21
0.62

+1.59

Sortino ratioReturn per unit of downside risk
3.09
1.10

+1.98

Omega ratioGain probability vs. loss probability

1.41

1.13

+0.28

Calmar ratioReturn relative to maximum drawdown

3.97

0.91

+3.06

Martin ratioReturn relative to average drawdown

16.29

2.31

+13.98

IUSQ.DE vs. PEP - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the PEP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IUSQ.DE and PEP, 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. PEP - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum PEP drawdown of -35.00%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and PEP.

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Drawdown Indicators

IUSQ.DEPEPDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-35.00%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-14.95%

+8.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-32.35%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-35.00%

+13.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-35.00%

+1.40%

Current Drawdown

Current decline from peak

-1.37%

-23.12%

+21.75%

Average Drawdown

Average peak-to-trough decline

-4.18%

-9.07%

+4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

5.89%

-4.31%

Volatility

IUSQ.DE vs. PEP - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while PepsiCo, Inc. (PEP) has a volatility of 6.03%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DEPEPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

6.03%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

15.47%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

22.13%

-10.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

19.14%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

20.58%

-5.55%

Dividends

IUSQ.DE vs. PEP - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.98%.

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%
PEP
PepsiCo, Inc.		3.98%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Frequently Asked Questions

IUSQ.DE and PEP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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