IUSQ.DE vs. SXRV.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI), while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 21.24%/yr for SXRV.DE. Their correlation of 0.86 suggests significant overlap in exposure. IUSQ.DE charges 0.20%/yr vs 0.36%/yr for SXRV.DE.
Performance
IUSQ.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, IUSQ.DE has underperformed SXRV.DE with an annualized return of 12.38%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IUSQ.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IUSQ.DE and SXRV.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.86 |
The correlation between IUSQ.DE and SXRV.DE has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.
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. SXRV.DE — Risk / Return Rank
IUSQ.DE
SXRV.DE
IUSQ.DE vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.75 | +0.33 |
| Martin ratioReturn relative to average drawdown | 16.69 | 11.16 | +5.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.40 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.07 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.91 | -0.14 |
Drawdowns
IUSQ.DE vs. SXRV.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| IUSQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -32.80% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -10.03% | +3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -26.69% | +5.44% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -31.33% | +10.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -31.33% | -2.27% |
Current DrawdownCurrent decline from peak | -0.55% | -0.83% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -6.56% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 3.38% | -1.79% |
Volatility
IUSQ.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.03%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSQ.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 4.26% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 10.98% | -2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 15.67% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 19.84% | -5.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 19.65% | -4.63% |
IUSQ.DE vs. SXRV.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IUSQ.DE vs. SXRV.DE - Dividend Comparison
Neither IUSQ.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and SXRV.DE have a correlation of 0.89, 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 0.36% for SXRV.DE.
IUSQ.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IUSQ.DE tracks MSCI All Country World (ACWI), while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.20% for IUSQ.DE and 0.36% for SXRV.DE.
Find the right allocation for IUSQ.DE and SXRV.DE
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