SGO.PA vs. IUSQ.DE
Compare and contrast key facts about Compagnie de Saint-Gobain S.A. (SGO.PA) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE).
IUSQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI All Country World (ACWI). It was launched on Oct 21, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGO.PA or IUSQ.DE.
Key characteristics
| SGO.PA | IUSQ.DE | |
|---|---|---|
| YTD Return | 33.77% | 24.06% |
| 1Y Return | 63.71% | 31.07% |
| 3Y Return (Ann) | 15.81% | 8.62% |
| 5Y Return (Ann) | 21.18% | 12.11% |
| 10Y Return (Ann) | 12.54% | 10.91% |
| Sharpe Ratio | 2.35 | 2.87 |
| Sortino Ratio | 3.16 | 3.81 |
| Omega Ratio | 1.40 | 1.59 |
| Calmar Ratio | 5.17 | 3.71 |
| Martin Ratio | 14.55 | 17.94 |
| Ulcer Index | 3.81% | 1.70% |
| Daily Std Dev | 23.81% | 10.61% |
| Max Drawdown | -76.24% | -33.60% |
| Current Drawdown | -2.56% | -0.44% |
Correlation
The correlation between SGO.PA and IUSQ.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SGO.PA vs. IUSQ.DE - Performance Comparison
In the year-to-date period, SGO.PA achieves a 33.77% return, which is significantly higher than IUSQ.DE's 24.06% return. Over the past 10 years, SGO.PA has outperformed IUSQ.DE with an annualized return of 12.54%, while IUSQ.DE has yielded a comparatively lower 10.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SGO.PA vs. IUSQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compagnie de Saint-Gobain S.A. (SGO.PA) 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.
Dividends
SGO.PA vs. IUSQ.DE - Dividend Comparison
SGO.PA's dividend yield for the trailing twelve months is around 2.42%, while IUSQ.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGO.PA Compagnie de Saint-Gobain S.A. | 2.42% | 3.00% | 3.57% | 2.15% | 0.00% | 3.64% | 4.46% | 2.74% | 2.80% | 1.56% | 1.76% | 3.10% |
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% |
Drawdowns
SGO.PA vs. IUSQ.DE - Drawdown Comparison
The maximum SGO.PA drawdown since its inception was -76.24%, 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 SGO.PA and IUSQ.DE. For additional features, visit the drawdowns tool.
Volatility
SGO.PA vs. IUSQ.DE - Volatility Comparison
Compagnie de Saint-Gobain S.A. (SGO.PA) has a higher volatility of 7.44% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that SGO.PA'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.