D5BG.DE vs. IUSN.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and IUSN.DE (iShares MSCI World Small Cap UCITS ETF) are both exchange-traded funds - D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap. Both are passively managed. Over the past 5 years, D5BG.DE returned 0.10%/yr vs 8.07%/yr for IUSN.DE. At a 0.31 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.35%/yr for IUSN.DE.
Performance
D5BG.DE vs. IUSN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly lower than IUSN.DE's 14.82% return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.54%
- YTD
- 14.82%
- 6M
- 15.37%
- 1Y
- 29.99%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
D5BG.DE vs. IUSN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -0.63% |
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 29.05% | -8.27% |
Correlation
The correlation between D5BG.DE and IUSN.DE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.31 |
The correlation between D5BG.DE and IUSN.DE shifts across timeframes, from 0.31 (all time) to 0.50 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D5BG.DE vs. IUSN.DE — Risk / Return Rank
D5BG.DE
IUSN.DE
D5BG.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and iShares MSCI World Small Cap UCITS ETF (IUSN.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.
| D5BG.DE | IUSN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.39 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 4.20 | -3.47 |
| Martin ratioReturn relative to average drawdown | 2.53 | 15.62 | -13.09 |
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
| D5BG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 2.19 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.48 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.53 | -0.05 |
Drawdowns
D5BG.DE vs. IUSN.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum IUSN.DE drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and IUSN.DE.
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Drawdown Indicators
| D5BG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -40.23% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -7.12% | +4.44% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -24.32% | +21.64% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -24.32% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | 0.00% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -7.03% | +4.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.92% | -1.14% |
Volatility
D5BG.DE vs. IUSN.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a volatility of 3.46%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than IUSN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 3.46% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 9.56% | -6.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 13.64% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 16.53% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 18.31% | -13.67% |
D5BG.DE vs. IUSN.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.
Dividends
D5BG.DE vs. IUSN.DE - Dividend Comparison
Neither D5BG.DE nor IUSN.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and IUSN.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for IUSN.DE.
D5BG.DE is categorized as European Corporate Bonds, while IUSN.DE is Global Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for D5BG.DE and 0.35% for IUSN.DE.
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