IUSQ.DE vs. SGO.PA

Last updated Jun 5, 2026

IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while SGO.PA (Compagnie de Saint-Gobain S.A.) is a stock. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 9.55%/yr for SGO.PA. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

IUSQ.DE vs. SGO.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Compagnie de Saint-Gobain S.A. (SGO.PA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly higher than SGO.PA's -11.45% return. Over the past 10 years, IUSQ.DE has outperformed SGO.PA with an annualized return of 12.38%, while SGO.PA has yielded a comparatively lower 9.55% annualized return.

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%

SGO.PA

• 1D: -0.90%
• 1M: -4.04%
• YTD: -11.45%
• 6M: -11.23%
• 1Y: -21.91%
• 3Y*: 15.50%
• 5Y*: 8.68%
• 10Y*: 9.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. SGO.PA - 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%
SGO.PA Compagnie de Saint-Gobain S.A.	-11.45%	3.72%	32.04%	51.45%	-24.04%	68.84%	2.74%	30.31%	-34.57%	6.59%

Correlation

The correlation between IUSQ.DE and SGO.PA is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011	0.56

The correlation between IUSQ.DE and SGO.PA has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Return for Risk

IUSQ.DE vs. SGO.PA — 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: 76
IUSQ.DE Sharpe Ratio Rank: 72
IUSQ.DE Sortino Ratio Rank: 72
IUSQ.DE Omega Ratio Rank: 74
IUSQ.DE Calmar Ratio Rank: 80
IUSQ.DE Martin Ratio Rank: 83

SGO.PA

SGO.PA Risk / Return Rank: 14
SGO.PA Sharpe Ratio Rank: 12
SGO.PA Sortino Ratio Rank: 13
SGO.PA Omega Ratio Rank: 14
SGO.PA Calmar Ratio Rank: 18
SGO.PA Martin Ratio Rank: 15

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. SGO.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Compagnie de Saint-Gobain S.A. (SGO.PA). 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	SGO.PA	Difference
Sharpe ratio: Return per unit of total volatility	2.31	-0.71	+3.02
Sortino ratio: Return per unit of downside risk	3.20	-0.90	+4.10
Omega ratio: Gain probability vs. loss probability	1.43	0.90	+0.54
Calmar ratio: Return relative to maximum drawdown	4.08	-0.64	+4.72
Martin ratio: Return relative to average drawdown	16.69	-1.21	+17.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUSQ.DE vs. SGO.PA - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.31, which is higher than the SGO.PA Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of IUSQ.DE and SGO.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IUSQ.DE	SGO.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	-0.71	+3.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.29	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.32	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.24	+0.53

Drawdowns

IUSQ.DE vs. SGO.PA - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum SGO.PA drawdown of -76.24%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and SGO.PA.

Drawdown Indicators

	IUSQ.DE	SGO.PA	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-76.24%	+42.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.48%	-33.71%	+27.23%
Max Drawdown (3Y) Largest decline over 3 years	-21.25%	-34.29%	+13.04%
Max Drawdown (5Y) Largest decline over 5 years	-21.25%	-45.25%	+24.00%
Max Drawdown (10Y) Largest decline over 10 years	-33.60%	-62.49%	+28.89%
Current Drawdown Current decline from peak	-0.55%	-25.67%	+25.12%
Average Drawdown Average peak-to-trough decline	-4.19%	-22.51%	+18.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	17.78%	-16.19%

Volatility

IUSQ.DE vs. SGO.PA - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.03%, while Compagnie de Saint-Gobain S.A. (SGO.PA) has a volatility of 7.99%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than SGO.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUSQ.DE	SGO.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	7.99%	-4.96%
Volatility (6M) Calculated over the trailing 6-month period	8.26%	22.71%	-14.45%
Volatility (1Y) Calculated over the trailing 1-year period	11.47%	30.25%	-18.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.94%	29.73%	-15.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.02%	29.31%	-14.29%

Dividends

IUSQ.DE vs. SGO.PA - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while SGO.PA's dividend yield for the trailing twelve months is around 2.86%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SGO.PA Compagnie de Saint-Gobain S.A.	2.86%	2.53%	2.45%	3.00%	3.57%	2.15%	0.00%	3.64%	4.46%	2.74%	2.80%	1.56%

Frequently Asked Questions

Can I hold both IUSQ.DE and SGO.PA in my portfolio?

IUSQ.DE and SGO.PA have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.