IUSQ.DE vs. VUAA.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI), while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, IUSQ.DE returned 12.02%/yr vs 14.30%/yr for VUAA.DE. With a 0.95 correlation, they move nearly in lockstep. IUSQ.DE charges 0.20%/yr vs 0.07%/yr for VUAA.DE.
Performance
IUSQ.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 11.73% return, which is significantly higher than VUAA.DE's 9.96% return.
IUSQ.DE
- 1D
- 1.86%
- 1M
- 1.94%
- YTD
- 11.73%
- 6M
- 13.44%
- 1Y
- 26.48%
- 3Y*
- 17.12%
- 5Y*
- 12.02%
- 10Y*
- 12.55%
VUAA.DE
- 1D
- 1.54%
- 1M
- 0.58%
- YTD
- 9.96%
- 6M
- 10.78%
- 1Y
- 24.90%
- 3Y*
- 18.05%
- 5Y*
- 14.30%
- 10Y*
- —
IUSQ.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 11.73% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.96% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 9.96% | 4.69% | 32.69% | 22.51% | -14.29% | 40.75% | 5.89% |
Correlation
The correlation between IUSQ.DE and VUAA.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2020 | 0.95 |
The correlation between IUSQ.DE and VUAA.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
IUSQ.DE vs. VUAA.DE — Risk / Return Rank
IUSQ.DE
VUAA.DE
IUSQ.DE vs. VUAA.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 Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
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.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 3.48 | +0.49 |
| Martin ratioReturn relative to average drawdown | 16.29 | 12.44 | +3.85 |
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Drawdowns
IUSQ.DE vs. VUAA.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and VUAA.DE.
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Drawdown Indicators
| IUSQ.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -33.67% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -7.00% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -23.33% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -23.33% | +2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | — | — |
Current DrawdownCurrent decline from peak | -1.37% | -1.74% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -4.88% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 1.96% | -0.38% |
Volatility
IUSQ.DE vs. VUAA.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.41% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.07%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.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 | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.07% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 8.53% | 7.81% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 11.73% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 15.14% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 17.61% | -2.58% |
IUSQ.DE vs. VUAA.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is higher than VUAA.DE's 0.07% 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. VUAA.DE - Dividend Comparison
Neither IUSQ.DE nor VUAA.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.27% | 0.00% | 0.00% | 0.00% | 1.09% |
Frequently Asked Questions
With a correlation of 0.94, IUSQ.DE and VUAA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.
IUSQ.DE is categorized as Global Equities, while VUAA.DE is S&P 500. IUSQ.DE tracks MSCI All Country World (ACWI), while VUAA.DE tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for IUSQ.DE and 0.07% for VUAA.DE.
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