PRG.DE vs. IUSQ.DE
PRG.DE (The Procter & Gamble 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, PRG.DE returned 7.71%/yr vs 12.38%/yr for IUSQ.DE. At a 0.35 correlation, their price movements are largely independent.
Performance
PRG.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PRG.DE achieves a -0.74% return, which is significantly lower than IUSQ.DE's 12.65% return. Over the past 10 years, PRG.DE has underperformed IUSQ.DE with an annualized return of 7.71%, while IUSQ.DE has yielded a comparatively higher 12.38% annualized return.
PRG.DE
- 1D
- -1.13%
- 1M
- -3.19%
- YTD
- -0.74%
- 6M
- -2.20%
- 1Y
- -13.75%
- 3Y*
- -1.93%
- 5Y*
- 3.74%
- 10Y*
- 7.71%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
PRG.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRG.DE The Procter & Gamble Company | -0.74% | -22.39% | 25.85% | -5.81% | 0.57% | 31.47% | 2.33% | 43.38% | 7.56% | -2.49% |
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 PRG.DE and IUSQ.DE is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2011 | 0.35 |
The correlation between PRG.DE and IUSQ.DE shifts across timeframes, from -0.05 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PRG.DE vs. IUSQ.DE — Risk / Return Rank
PRG.DE
IUSQ.DE
PRG.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PRG.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.
| PRG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.11 | ||
| Sortino ratioReturn per unit of downside risk | -4.26 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.43 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 4.08 | -5.02 |
| Martin ratioReturn relative to average drawdown | -1.60 | 16.69 | -18.30 |
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
| PRG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | 2.31 | -3.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.88 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.82 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.76 | -0.47 |
Drawdowns
PRG.DE vs. IUSQ.DE - Drawdown Comparison
The maximum PRG.DE drawdown since its inception was -50.76%, 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 PRG.DE and IUSQ.DE.
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Drawdown Indicators
| PRG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.76% | -33.60% | -17.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.68% | -6.48% | -10.20% |
Max Drawdown (3Y)Largest decline over 3 years | -29.15% | -21.25% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -21.25% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -29.21% | -33.60% | +4.39% |
Current DrawdownCurrent decline from peak | -27.15% | -0.55% | -26.60% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -4.19% | -10.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.79% | 1.59% | +8.20% |
Volatility
PRG.DE vs. IUSQ.DE - Volatility Comparison
The Procter & Gamble Company (PRG.DE) has a higher volatility of 6.92% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that PRG.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
| PRG.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 3.03% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 8.26% | +7.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 11.47% | +8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 13.94% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 15.02% | +3.20% |
Dividends
PRG.DE vs. IUSQ.DE - Dividend Comparison
PRG.DE's dividend yield for the trailing twelve months is around 2.60%, 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% |
PRG.DE The Procter & Gamble Company | 2.60% | 2.59% | 1.94% | 2.25% | 2.07% | 1.70% | 2.11% | 2.03% | 2.50% | 2.86% | 2.71% | 2.87% |
Frequently Asked Questions
PRG.DE and IUSQ.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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