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

Performance

VUAA.DE vs. IUSQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUAA.DE achieves a 9.96% return, which is significantly lower than IUSQ.DE's 11.73% return.


VUAA.DE

1D
1.54%
1M
0.58%
YTD
9.96%
6M
10.78%
1Y
24.90%
3Y*
18.05%
5Y*
14.30%
10Y*

IUSQ.DE

1D
1.86%
1M
1.94%
YTD
11.73%
6M
13.44%
1Y
26.48%
3Y*
17.12%
5Y*
12.02%
10Y*
12.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.DE vs. IUSQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
9.96%4.69%32.69%22.51%-14.29%40.75%5.89%
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
11.73%9.02%24.53%18.57%-13.58%29.13%4.96%

Correlation

The correlation between VUAA.DE and IUSQ.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.94

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.95

The correlation between VUAA.DE and IUSQ.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

VUAA.DE vs. IUSQ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUAA.DE
VUAA.DE Risk / Return Rank: 7676
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7676
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.

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.


VUAA.DEIUSQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.48

3.97

-0.49

Martin ratioReturn relative to average drawdown

12.44

16.29

-3.85

VUAA.DE vs. IUSQ.DE - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 2.09, which is comparable to the IUSQ.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VUAA.DE 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

VUAA.DE vs. IUSQ.DE - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and IUSQ.DE.


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Drawdown Indicators


VUAA.DEIUSQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-33.60%

-0.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-6.48%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-21.25%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-21.25%

-2.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.60%

Current Drawdown

Current decline from peak

-1.74%

-1.37%

-0.37%

Average Drawdown

Average peak-to-trough decline

-4.88%

-4.18%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.58%

+0.38%

Volatility

VUAA.DE vs. IUSQ.DE - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.07%, while iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a volatility of 3.41%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky 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


VUAA.DEIUSQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.41%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

8.53%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

11.69%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

13.97%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

15.03%

+2.58%

VUAA.DE vs. IUSQ.DE - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is lower than IUSQ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VUAA.DE vs. IUSQ.DE - Dividend Comparison

Neither VUAA.DE nor IUSQ.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
IUSQ.DE
iShares MSCI ACWI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.27%0.00%0.00%0.00%1.09%

Frequently Asked Questions


With a correlation of 0.94, VUAA.DE and IUSQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for IUSQ.DE.

VUAA.DE is categorized as S&P 500, while IUSQ.DE is Global Equities. VUAA.DE tracks S&P 500 Index, while IUSQ.DE tracks MSCI All Country World (ACWI). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAA.DE and 0.20% for IUSQ.DE.

Portfolio Optimizer

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