MBG.DE vs. IUSQ.DE
MBG.DE (Mercedes-Benz Group AG) 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, MBG.DE returned 6.24%/yr vs 12.38%/yr for IUSQ.DE. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
MBG.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MBG.DE achieves a -12.57% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, MBG.DE has underperformed IUSQ.DE with an annualized return of 6.24%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
MBG.DE
- 1D
- -1.76%
- 1M
- 1.84%
- YTD
- -12.57%
- 6M
- -13.07%
- 1Y
- 1.90%
- 3Y*
- -5.12%
- 5Y*
- 1.51%
- 10Y*
- 6.24%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
MBG.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBG.DE Mercedes-Benz Group AG | -12.57% | 21.32% | -7.25% | 10.02% | -1.84% | 42.17% | 23.48% | 14.88% | -31.57% | 4.82% |
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% |
Correlation
The correlation between MBG.DE and IUSQ.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.54 |
The correlation between MBG.DE and IUSQ.DE shifts across timeframes, from 0.35 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MBG.DE vs. IUSQ.DE — Risk / Return Rank
MBG.DE
IUSQ.DE
MBG.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) 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.
| MBG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.43 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.11 | 4.08 | -3.97 |
| Martin ratioReturn relative to average drawdown | 0.24 | 16.69 | -16.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MBG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 2.31 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.88 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.82 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.76 | -0.60 |
Drawdowns
MBG.DE vs. IUSQ.DE - Drawdown Comparison
The maximum MBG.DE drawdown since its inception was -76.69%, which is greater than IUSQ.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for MBG.DE and IUSQ.DE.
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Drawdown Indicators
| MBG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.69% | -33.60% | -43.09% |
Max Drawdown (1Y)Largest decline over 1 year | -17.88% | -6.48% | -11.40% |
Max Drawdown (3Y)Largest decline over 3 years | -34.38% | -21.25% | -13.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -21.25% | -13.13% |
Max Drawdown (10Y)Largest decline over 10 years | -67.47% | -33.60% | -33.87% |
Current DrawdownCurrent decline from peak | -19.68% | -0.55% | -19.13% |
Average DrawdownAverage peak-to-trough decline | -29.45% | -4.19% | -25.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 1.59% | +6.31% |
Volatility
MBG.DE vs. IUSQ.DE - Volatility Comparison
Mercedes-Benz Group AG (MBG.DE) has a higher volatility of 6.09% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that MBG.DE'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.
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Volatility by Period
| MBG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.09% | 3.03% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 8.26% | +10.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.29% | 11.47% | +13.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.56% | 13.94% | +13.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.51% | 15.02% | +15.49% |
Dividends
MBG.DE vs. IUSQ.DE - Dividend Comparison
MBG.DE's dividend yield for the trailing twelve months is around 7.13%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MBG.DE Mercedes-Benz Group AG | 7.13% | 7.16% | 9.80% | 8.31% | 8.14% | 1.67% | 3.42% | 6.58% | 7.95% | 4.59% | 4.60% | 3.16% |
Frequently Asked Questions
MBG.DE and IUSQ.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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