PortfoliosLab logoPortfoliosLab logo
IUSQ.DE vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSQ.DE vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IUSQ.DE is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ 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 QQQ's 19.38% return. Over the past 10 years, IUSQ.DE has underperformed QQQ with an annualized return of 12.55%, while QQQ has yielded a comparatively higher 21.40% 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%

QQQ

1D
0.67%
1M
1.10%
YTD
19.38%
6M
19.60%
1Y
37.34%
3Y*
23.53%
5Y*
17.92%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. QQQ - 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%
QQQ
Invesco QQQ ETF
19.38%6.44%33.87%50.21%-28.40%36.95%36.37%42.10%4.56%16.36%

Correlation

The correlation between IUSQ.DE and QQQ is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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

0.58

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

0.55

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

0.55

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

0.56

The correlation between IUSQ.DE and QQQ shifts across timeframes, from 0.55 (10 years) to 0.66 (1 year), 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.


Return for Risk

IUSQ.DE vs. QQQ — 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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Invesco QQQ ETF (QQQ). 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.DEQQQDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

3.97

3.29

+0.68

Martin ratioReturn relative to average drawdown

16.29

10.16

+6.13

IUSQ.DE vs. QQQ - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is comparable to the QQQ Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of IUSQ.DE and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUSQ.DE vs. QQQ - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum QQQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and QQQ.


Loading charts...

Drawdown Indicators


IUSQ.DEQQQDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-46.01%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-11.01%

+4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-27.21%

+5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-30.99%

+9.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-30.99%

-2.61%

Current Drawdown

Current decline from peak

-1.37%

-2.83%

+1.46%

Average Drawdown

Average peak-to-trough decline

-4.18%

-7.79%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

3.56%

-1.98%

Volatility

IUSQ.DE vs. QQQ - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Invesco QQQ ETF (QQQ) has a volatility of 6.71%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSQ.DEQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

6.71%

-3.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

12.91%

-4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

17.05%

-5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

22.17%

-8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

22.67%

-7.64%

IUSQ.DE vs. QQQ - Expense Ratio Comparison

IUSQ.DE has a 0.20% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSQ.DE vs. QQQ - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.39%.


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%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


IUSQ.DE and QQQ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QQQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.20% for IUSQ.DE.

IUSQ.DE is categorized as Global Equities, while QQQ is Nasdaq-100. IUSQ.DE tracks MSCI All Country World (ACWI), while QQQ tracks NASDAQ-100 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IUSQ.DE and 0.18% for QQQ.

Portfolio Optimizer

Find the right allocation for IUSQ.DE and QQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer