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

IUSQ.DE vs. PG

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 PG (The Procter & Gamble Company) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 8.61%/yr for PG. At a 0.22 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and The Procter & Gamble Company (PG). 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 PG is traded in USD. To make them comparable, the PG 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 PG's 7.56% return. Over the past 10 years, IUSQ.DE has outperformed PG with an annualized return of 12.55%, while PG has yielded a comparatively lower 8.61% 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%

PG

1D
0.94%
1M
5.77%
YTD
7.56%
6M
7.85%
1Y
-4.12%
3Y*
1.31%
5Y*
5.69%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. PG - 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%
PG
The Procter & Gamble Company		7.56%-22.67%24.99%-3.83%0.84%29.54%4.74%42.86%8.43%-1.16%

Correlation

The correlation between IUSQ.DE and PG is -0.03, 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

-0.03

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

0.02

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

0.06

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

0.22

The correlation between IUSQ.DE and PG shifts across timeframes, from -0.03 (1 year) to 0.22 (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)

The Procter & Gamble Company

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 PG:
PG vs. KOPG vs. ULPG vs. CLPG vs. KMBPG vs. SPYPG vs. COSTPG vs. JNJ.DE

Return for Risk

IUSQ.DE vs. PG — 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
PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
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. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and The Procter & Gamble Company (PG). 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.DEPGDifference
Sharpe ratioReturn per unit of total volatility
2.21
-0.30

+2.51

Sortino ratioReturn per unit of downside risk
3.09
-0.31

+3.40

Omega ratioGain probability vs. loss probability

1.41

0.97

+0.44

Calmar ratioReturn relative to maximum drawdown

3.97

-0.39

+4.36

Martin ratioReturn relative to average drawdown

16.29

-0.69

+16.98

IUSQ.DE vs. PG - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of IUSQ.DE and PG, 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. PG - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum PG drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and PG.

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Drawdown Indicators

IUSQ.DEPGDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-34.76%

+1.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-14.28%

+7.80%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-29.10%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-29.10%

+7.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-29.11%

-4.49%

Current Drawdown

Current decline from peak

-1.37%

-21.31%

+19.94%

Average Drawdown

Average peak-to-trough decline

-4.18%

-8.50%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

8.61%

-7.03%

Volatility

IUSQ.DE vs. PG - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while The Procter & Gamble Company (PG) has a volatility of 7.48%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DEPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

7.48%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

14.93%

-6.40%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

18.53%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

18.16%

-4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

19.71%

-4.68%

Dividends

IUSQ.DE vs. PG - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while PG's dividend yield for the trailing twelve months is around 2.85%.

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%
PG
The Procter & Gamble Company		2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Frequently Asked Questions

IUSQ.DE and PG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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