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

MELI vs. IUSQ.DE

Last updated Jun 13, 2026

MELI (MercadoLibre, Inc.) 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, MELI returned 28.09%/yr vs 12.91%/yr for IUSQ.DE. At a 0.37 correlation, their price movements are largely independent.

Performance

MELI vs. IUSQ.DE - Performance Comparison

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

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Different Trading Currencies

MELI 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, MELI achieves a -21.08% return, which is significantly lower than IUSQ.DE's 10.01% return. Over the past 10 years, MELI has outperformed IUSQ.DE with an annualized return of 28.09%, while IUSQ.DE has yielded a comparatively lower 12.91% annualized return.

MELI

1D
-1.27%
1M
-1.11%
YTD
-21.08%
6M
-21.15%
1Y
-32.98%
3Y*
9.54%
5Y*
2.68%
10Y*
28.09%

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)

MELI vs. IUSQ.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MELI
MercadoLibre, Inc.		-21.08%18.46%8.20%85.71%-37.24%-19.51%192.90%95.30%-6.93%101.99%
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 MELI and IUSQ.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.31

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

0.40

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

0.37

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

0.37

The correlation between MELI and IUSQ.DE shifts across timeframes, from 0.24 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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MercadoLibre, Inc.

iShares MSCI ACWI UCITS ETF (Acc)

Often compared with MELI:
MELI vs. AMZNMELI vs. CPNGMELI vs. VOOMELI vs. DISMELI vs. QQQMELI vs. PDDMELI vs. LLY
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

MELI vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MELI
MELI Risk / Return Rank: 1111
Overall Rank
MELI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MELI Sortino Ratio Rank: 1212
Sortino Ratio Rank
MELI Omega Ratio Rank: 1111
Omega Ratio Rank
MELI Calmar Ratio Rank: 1212
Calmar Ratio Rank
MELI Martin Ratio Rank: 99
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.

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

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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.

MELIIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.84
2.05

-2.89

Sortino ratioReturn per unit of downside risk
-1.03
2.97

-4.00

Omega ratioGain probability vs. loss probability

0.86

1.36

-0.50

Calmar ratioReturn relative to maximum drawdown

-0.81

2.89

-3.70

Martin ratioReturn relative to average drawdown

-1.42

12.04

-13.46

MELI vs. IUSQ.DE - Sharpe Ratio Comparison

The current MELI Sharpe Ratio is -0.84, which is lower than the IUSQ.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of MELI 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.

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Drawdowns

MELI vs. IUSQ.DE - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, 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 MELI and IUSQ.DE.

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Drawdown Indicators

MELIIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-89.49%

-34.07%

-55.42%

Max Drawdown (1Y)

Largest decline over 1 year

-40.82%

-8.85%

-31.97%

Max Drawdown (3Y)

Largest decline over 3 years

-40.82%

-17.48%

-23.34%

Max Drawdown (5Y)

Largest decline over 5 years

-68.64%

-26.08%

-42.56%

Max Drawdown (10Y)

Largest decline over 10 years

-69.12%

-34.07%

-35.05%

Current Drawdown

Current decline from peak

-39.18%

-1.91%

-37.27%

Average Drawdown

Average peak-to-trough decline

-23.58%

-5.02%

-18.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.24%

2.13%

+21.11%

Volatility

MELI vs. IUSQ.DE - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 9.96% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that MELI'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

MELIIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.96%

3.93%

+6.03%

Volatility (6M)

Calculated over the trailing 6-month period

29.79%

9.72%

+20.07%

Volatility (1Y)

Calculated over the trailing 1-year period

39.48%

12.49%

+26.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.65%

15.50%

+34.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.88%

15.92%

+32.96%

Dividends

MELI vs. IUSQ.DE - Dividend Comparison

Neither MELI nor IUSQ.DE has 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%
MELI
MercadoLibre, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%

Frequently Asked Questions

MELI and IUSQ.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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