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DRDR.L vs. IUSN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRDR.L vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DRDR.L is traded in GBp, while IUSN.DE is traded in EUR. To make them comparable, the IUSN.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRDR.L achieves a 6.01% return, which is significantly lower than IUSN.DE's 16.74% return.


DRDR.L

1D
1.25%
1M
8.57%
YTD
6.01%
6M
5.38%
1Y
28.81%
3Y*
6.69%
5Y*
-1.40%
10Y*

IUSN.DE

1D
0.38%
1M
3.26%
YTD
16.74%
6M
16.71%
1Y
35.91%
3Y*
16.70%
5Y*
8.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRDR.L vs. IUSN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DRDR.L
iShares Healthcare Innovation UCITS ETF USD (Acc)
6.01%10.25%2.62%-2.51%-14.93%-5.21%48.69%8.88%-1.62%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
16.74%13.36%8.23%10.86%-9.04%16.45%11.18%22.45%-5.19%

Correlation

The correlation between DRDR.L and IUSN.DE is 0.58, 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

0.58

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

0.67

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

0.69

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2018

0.69

The correlation between DRDR.L and IUSN.DE shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DRDR.L vs. IUSN.DE — Risk / Return Rank

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

DRDR.L
DRDR.L Risk / Return Rank: 5555
Overall Rank
DRDR.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DRDR.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
DRDR.L Omega Ratio Rank: 5656
Omega Ratio Rank
DRDR.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
DRDR.L Martin Ratio Rank: 3939
Martin Ratio Rank

IUSN.DE
IUSN.DE Risk / Return Rank: 8989
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8686
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 9090
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.

DRDR.L vs. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) 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.

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.


DRDR.LIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.31

1.48

-0.18

Calmar ratioReturn relative to maximum drawdown

2.29

4.50

-2.21

Martin ratioReturn relative to average drawdown

5.62

17.25

-11.63

DRDR.L vs. IUSN.DE - Sharpe Ratio Comparison

The current DRDR.L Sharpe Ratio is 1.81, which is lower than the IUSN.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of DRDR.L and IUSN.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

DRDR.L vs. IUSN.DE - Drawdown Comparison

The maximum DRDR.L drawdown since its inception was -38.49%, which is greater than IUSN.DE's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for DRDR.L and IUSN.DE.


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Drawdown Indicators


DRDR.LIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.49%

-33.60%

-4.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.51%

-7.95%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-22.88%

-22.57%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-35.81%

-22.57%

-13.24%

Current Drawdown

Current decline from peak

-12.77%

0.00%

-12.77%

Average Drawdown

Average peak-to-trough decline

-17.43%

-6.45%

-10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

2.08%

+3.04%

Volatility

DRDR.L vs. IUSN.DE - Volatility Comparison

iShares Healthcare Innovation UCITS ETF USD (Acc) (DRDR.L) has a higher volatility of 5.75% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.40%. This indicates that DRDR.L's price experiences larger fluctuations and is considered to be riskier 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


DRDR.LIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

3.40%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

9.72%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

13.31%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.12%

16.02%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.58%

17.62%

+4.96%

DRDR.L vs. IUSN.DE - Expense Ratio Comparison

DRDR.L has a 0.40% expense ratio, which is higher than IUSN.DE's 0.35% expense ratio.


Dividends

DRDR.L vs. IUSN.DE - Dividend Comparison

Neither DRDR.L nor IUSN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DRDR.L and IUSN.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSN.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSN.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for DRDR.L.

DRDR.L is categorized as Health & Biotech Equities, while IUSN.DE is Global Equities. DRDR.L tracks MSCI World/Health Care NR USD, while IUSN.DE tracks MSCI World Small Cap. Their fees differ too: 0.40% for DRDR.L and 0.35% for IUSN.DE.

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