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H41C.DE vs. IUSN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

H41C.DE vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) 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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Returns By Period

In the year-to-date period, H41C.DE achieves a 15.35% return, which is significantly lower than IUSN.DE's 18.25% return.


H41C.DE

1D
0.00%
1M
2.16%
YTD
15.35%
6M
16.03%
1Y
31.49%
3Y*
18.40%
5Y*
12.46%
10Y*

IUSN.DE

1D
0.55%
1M
3.72%
YTD
18.25%
6M
18.25%
1Y
34.70%
3Y*
16.56%
5Y*
8.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

H41C.DE vs. IUSN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
15.35%10.36%21.66%16.26%-12.60%32.89%10.04%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
18.25%7.76%13.17%13.12%-13.76%25.29%19.45%

Correlation

The correlation between H41C.DE and IUSN.DE is 0.79, 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

0.79

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

0.79

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

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.80

The correlation between H41C.DE and IUSN.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.

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Return for Risk

H41C.DE vs. IUSN.DE — Risk / Return Rank

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

H41C.DE
H41C.DE Risk / Return Rank: 9393
Overall Rank
H41C.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 9393
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 9494
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.

H41C.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.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.

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.


H41C.DEIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.55

1.45

+0.10

Calmar ratioReturn relative to maximum drawdown

5.36

4.85

+0.51

Martin ratioReturn relative to average drawdown

22.15

18.23

+3.92

H41C.DE vs. IUSN.DE - Sharpe Ratio Comparison

The current H41C.DE Sharpe Ratio is 2.92, which is comparable to the IUSN.DE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of H41C.DE 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

H41C.DE vs. IUSN.DE - Drawdown Comparison

The maximum H41C.DE drawdown since its inception was -20.76%, smaller than the maximum IUSN.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for H41C.DE and IUSN.DE.


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Drawdown Indicators


H41C.DEIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.76%

-40.27%

+19.51%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-7.12%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-20.76%

-24.25%

+3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-24.25%

+3.49%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.77%

-6.97%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.90%

-0.48%

Volatility

H41C.DE vs. IUSN.DE - Volatility Comparison

HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE) have volatilities of 3.10% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


H41C.DEIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

3.26%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

9.75%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

13.76%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.35%

16.57%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.31%

18.28%

-4.97%

H41C.DE vs. IUSN.DE - Expense Ratio Comparison

H41C.DE has a 0.18% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

H41C.DE vs. IUSN.DE - Dividend Comparison

Neither H41C.DE nor IUSN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


H41C.DE and IUSN.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H41C.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H41C.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for IUSN.DE.

H41C.DE tracks FTSE Developed ESG Low Carbon Select, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.18% for H41C.DE and 0.35% for IUSN.DE.

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