IUSQ.DE vs. SC0J.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and SC0J.DE (Invesco MSCI World UCITS ETF Acc) are both Global Equities funds - IUSQ.DE tracks the MSCI All Country World (ACWI) while SC0J.DE tracks the MSCI World. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 12.86%/yr for SC0J.DE. With a 0.97 correlation, they move nearly in lockstep. IUSQ.DE charges 0.20%/yr vs 0.19%/yr for SC0J.DE.
Performance
IUSQ.DE vs. SC0J.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly higher than SC0J.DE's 10.95% return. Both investments have delivered pretty close results over the past 10 years, with IUSQ.DE having a 12.38% annualized return and SC0J.DE not far ahead at 12.86%.
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
SC0J.DE
- 1D
- -0.02%
- 1M
- 3.73%
- YTD
- 10.95%
- 6M
- 10.97%
- 1Y
- 23.90%
- 3Y*
- 17.62%
- 5Y*
- 12.96%
- 10Y*
- 12.86%
IUSQ.DE vs. SC0J.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
SC0J.DE Invesco MSCI World UCITS ETF Acc | 10.95% | 7.78% | 26.07% | 20.32% | -13.60% | 32.76% | 5.64% | 31.45% | -5.00% | 7.71% |
Correlation
The correlation between IUSQ.DE and SC0J.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.97 |
The correlation between IUSQ.DE and SC0J.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
IUSQ.DE vs. SC0J.DE — Risk / Return Rank
IUSQ.DE
SC0J.DE
IUSQ.DE vs. SC0J.DE - 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 MSCI World UCITS ETF Acc (SC0J.DE). 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.
| IUSQ.DE | SC0J.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.40 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.66 | +0.42 |
| Martin ratioReturn relative to average drawdown | 16.69 | 14.66 | +2.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSQ.DE | SC0J.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.14 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.91 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.85 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.87 | -0.11 |
Drawdowns
IUSQ.DE vs. SC0J.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum SC0J.DE drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and SC0J.DE.
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Drawdown Indicators
| IUSQ.DE | SC0J.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -33.91% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -6.52% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -21.66% | +0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -21.66% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -33.91% | +0.31% |
Current DrawdownCurrent decline from peak | -0.55% | -0.33% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.23% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.63% | -0.04% |
Volatility
IUSQ.DE vs. SC0J.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.03% compared to Invesco MSCI World UCITS ETF Acc (SC0J.DE) at 2.62%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than SC0J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSQ.DE | SC0J.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.62% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 7.78% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 11.15% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 14.15% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 15.09% | -0.07% |
IUSQ.DE vs. SC0J.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is higher than SC0J.DE's 0.19% 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. SC0J.DE - Dividend Comparison
Neither IUSQ.DE nor SC0J.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.99, IUSQ.DE and SC0J.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SC0J.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0J.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for IUSQ.DE.
IUSQ.DE tracks MSCI All Country World (ACWI), while SC0J.DE tracks MSCI World. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IUSQ.DE and 0.19% for SC0J.DE.
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