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

Performance

IUSQ.DE vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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 SOXL is traded in USD. To make them comparable, the SOXL 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 SOXL's 466.96% return. Over the past 10 years, IUSQ.DE has underperformed SOXL with an annualized return of 12.55%, while SOXL has yielded a comparatively higher 62.68% 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%

SOXL

1D
4.86%
1M
27.16%
YTD
466.96%
6M
470.97%
1Y
1,073.34%
3Y*
105.97%
5Y*
45.00%
10Y*
62.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. SOXL - 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%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
466.96%36.53%-6.52%217.18%-84.78%135.21%56.02%239.32%-36.21%112.00%

Correlation

The correlation between IUSQ.DE and SOXL is 0.58, 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

0.58

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

0.49

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

0.49

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

0.47

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

0.47

The correlation between IUSQ.DE and SOXL shifts across timeframes, from 0.47 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUSQ.DE vs. SOXL — 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

SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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.DESOXLDifference
Sharpe ratioReturn per unit of total volatility

-6.88

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.41

1.60

-0.19

Calmar ratioReturn relative to maximum drawdown

3.97

23.90

-19.93

Martin ratioReturn relative to average drawdown

16.29

76.66

-60.36

IUSQ.DE vs. SOXL - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is lower than the SOXL Sharpe Ratio of 9.09. The chart below compares the historical Sharpe Ratios of IUSQ.DE and SOXL, 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. SOXL - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum SOXL drawdown of -88.89%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and SOXL.


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Drawdown Indicators


IUSQ.DESOXLDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-88.89%

+55.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-41.76%

+35.28%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-88.02%

+66.77%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-88.89%

+67.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-88.89%

+55.29%

Current Drawdown

Current decline from peak

-1.37%

-16.13%

+14.76%

Average Drawdown

Average peak-to-trough decline

-4.18%

-34.40%

+30.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

13.00%

-11.42%

Volatility

IUSQ.DE vs. SOXL - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 57.36%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSQ.DESOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

57.36%

-53.95%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

92.58%

-84.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

109.84%

-98.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

107.57%

-93.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

99.26%

-84.23%

IUSQ.DE vs. SOXL - Expense Ratio Comparison

IUSQ.DE has a 0.20% expense ratio, which is lower than SOXL's 0.75% expense ratio.


Dividends

IUSQ.DE vs. SOXL - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019201820172016
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%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


IUSQ.DE and SOXL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for SOXL.

IUSQ.DE is categorized as Global Equities, while SOXL is Leveraged Equities. IUSQ.DE tracks MSCI All Country World (ACWI), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: iShares and Direxion. Their fees differ too: 0.20% for IUSQ.DE and 0.75% for SOXL.

Portfolio Optimizer

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