PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LLY vs. IUSQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LLY vs. IUSQ.DE

Last updated Jun 13, 2026

LLY (Eli Lilly and Company) is a stock, while IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) is Global Equities fund tracking the MSCI All Country World (ACWI). Over the past 10 years, LLY returned 33.45%/yr vs 12.91%/yr for IUSQ.DE. At a 0.21 correlation, their price movements are largely independent.

Performance

LLY vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LLY is traded in USD, while IUSQ.DE is traded in EUR. To make them comparable, the IUSQ.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than IUSQ.DE's 10.01% return. Over the past 10 years, LLY has outperformed IUSQ.DE with an annualized return of 33.45%, while IUSQ.DE has yielded a comparatively lower 12.91% annualized return.

LLY

1D
-2.41%
1M
12.74%
YTD
5.78%
6M
10.64%
1Y
39.26%
3Y*
37.45%
5Y*
39.59%
10Y*
33.45%

IUSQ.DE

1D
1.75%
1M
-0.02%
YTD
10.01%
6M
11.76%
1Y
26.66%
3Y*
19.85%
5Y*
11.00%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LLY
Eli Lilly and Company		5.78%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)		10.01%23.07%17.40%22.32%-18.34%18.95%15.19%27.40%-10.39%24.57%

Correlation

The correlation between LLY and IUSQ.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.09

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

0.14

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

0.15

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

0.17

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

0.21

The correlation between LLY and IUSQ.DE shifts across timeframes, from 0.09 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Eli Lilly and Company

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with LLY:
LLY vs. NVOLLY vs. UNHLLY vs. ABBVLLY vs. VOOLLY vs. XLVLLY vs. VRTXLLY vs. ISRG
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

Return for Risk

LLY vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LLY
LLY Risk / Return Rank: 7373
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7474
Calmar Ratio Rank
LLY Martin Ratio Rank: 7575
Martin Ratio Rank
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
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.

LLY vs. IUSQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.

LLYIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
1.07
2.05

-0.98

Sortino ratioReturn per unit of downside risk
1.62
2.97

-1.35

Omega ratioGain probability vs. loss probability

1.22

1.36

-0.14

Calmar ratioReturn relative to maximum drawdown

1.72

2.89

-1.17

Martin ratioReturn relative to average drawdown

4.28

12.04

-7.76

LLY vs. IUSQ.DE - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.07, which is lower than the IUSQ.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of LLY and IUSQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

LLY vs. IUSQ.DE - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, which is greater than IUSQ.DE's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for LLY and IUSQ.DE.

Loading charts...

Drawdown Indicators

LLYIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-34.07%

-34.17%

Max Drawdown (1Y)

Largest decline over 1 year

-23.64%

-8.85%

-14.79%

Max Drawdown (3Y)

Largest decline over 3 years

-34.48%

-17.48%

-17.00%

Max Drawdown (5Y)

Largest decline over 5 years

-34.48%

-26.08%

-8.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.48%

-34.07%

-0.41%

Current Drawdown

Current decline from peak

-2.41%

-1.91%

-0.50%

Average Drawdown

Average peak-to-trough decline

-19.21%

-5.02%

-14.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.49%

2.13%

+7.36%

Volatility

LLY vs. IUSQ.DE - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 9.27% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LLYIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.27%

3.93%

+5.34%

Volatility (6M)

Calculated over the trailing 6-month period

27.16%

9.72%

+17.44%

Volatility (1Y)

Calculated over the trailing 1-year period

38.01%

12.49%

+25.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.46%

15.50%

+16.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.19%

15.92%

+14.27%

Dividends

LLY vs. IUSQ.DE - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.57%, while IUSQ.DE has not paid dividends to shareholders.

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%
LLY
Eli Lilly and Company		0.57%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Frequently Asked Questions

LLY and IUSQ.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LLY and IUSQ.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