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

IUSQ.DE vs. V

Last updated Jun 13, 2026

IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI), while V (Visa Inc.) is a stock. Over the past 10 years, IUSQ.DE returned 12.55%/yr vs 15.61%/yr for V. At a 0.43 correlation, their price movements are largely independent.

Performance

IUSQ.DE vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Visa Inc. (V). 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 V is traded in USD. To make them comparable, the V 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 higher than V's -6.27% return. Over the past 10 years, IUSQ.DE has underperformed V with an annualized return of 12.55%, while V has yielded a comparatively higher 15.61% 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%

V

1D
1.13%
1M
0.85%
YTD
-6.27%
6M
-5.55%
1Y
-8.05%
3Y*
11.25%
5Y*
8.31%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSQ.DE vs. V - 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%
V
Visa Inc.		-6.27%-1.50%30.39%22.52%2.58%7.14%7.47%46.57%21.96%29.09%

Correlation

The correlation between IUSQ.DE and V is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.24

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

0.34

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

0.41

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

0.43

Over the past year, the correlation between IUSQ.DE and V has dropped to 0.16 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI ACWI UCITS ETF (Acc)

Visa Inc.

Often compared with IUSQ.DE:
IUSQ.DE vs. VWCE.DEIUSQ.DE vs. SWDA.LIUSQ.DE vs. VOOIUSQ.DE vs. SSAC.LIUSQ.DE vs. IS3Q.DEIUSQ.DE vs. BRK-BIUSQ.DE vs. VGVF.DE
Often compared with V:
V vs. MAV vs. SPYV vs. AXPV vs. HDV vs. VOOV vs. NVDAV vs. TSM

Return for Risk

IUSQ.DE vs. V — 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
V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and Visa Inc. (V). 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.DEVDifference
Sharpe ratioReturn per unit of total volatility
2.21
-0.54

+2.75

Sortino ratioReturn per unit of downside risk
3.09
-0.65

+3.74

Omega ratioGain probability vs. loss probability

1.41

0.92

+0.49

Calmar ratioReturn relative to maximum drawdown

3.97

-0.72

+4.70

Martin ratioReturn relative to average drawdown

16.29

-1.37

+17.66

IUSQ.DE vs. V - Sharpe Ratio Comparison

The current IUSQ.DE Sharpe Ratio is 2.21, which is higher than the V Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of IUSQ.DE and V, 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. V - Drawdown Comparison

The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum V drawdown of -43.60%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and V.

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Drawdown Indicators

IUSQ.DEVDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-43.60%

+10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.48%

-17.13%

+10.65%

Max Drawdown (3Y)

Largest decline over 3 years

-21.25%

-26.00%

+4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-21.25%

-26.00%

+4.75%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

-35.88%

+2.28%

Current Drawdown

Current decline from peak

-1.37%

-19.52%

+18.15%

Average Drawdown

Average peak-to-trough decline

-4.18%

-8.02%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

11.31%

-9.73%

Volatility

IUSQ.DE vs. V - Volatility Comparison

The current volatility for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) is 3.41%, while Visa Inc. (V) has a volatility of 5.77%. This indicates that IUSQ.DE experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IUSQ.DEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.77%

-2.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

18.02%

-9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

22.96%

-11.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

23.04%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.03%

24.94%

-9.91%

Dividends

IUSQ.DE vs. V - Dividend Comparison

IUSQ.DE has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.81%.

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%
V
Visa Inc.		0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

Frequently Asked Questions

IUSQ.DE and V have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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