IS3S.DE vs. IUSN.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and IUSN.DE (iShares MSCI World Small Cap UCITS ETF) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while IUSN.DE tracks the MSCI World Small Cap. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.18%/yr vs 7.95%/yr for IUSN.DE. Their correlation of 0.84 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.35%/yr for IUSN.DE.
Performance
IS3S.DE vs. IUSN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than IUSN.DE's 16.07% return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
IUSN.DE
- 1D
- 2.38%
- 1M
- 3.44%
- YTD
- 16.07%
- 6M
- 16.37%
- 1Y
- 32.21%
- 3Y*
- 14.22%
- 5Y*
- 7.95%
- 10Y*
- —
IS3S.DE vs. IUSN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -9.91% |
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 16.07% | 7.76% | 13.17% | 13.12% | -13.76% | 25.29% | 5.24% | 29.17% | -8.13% |
Correlation
The correlation between IS3S.DE and IUSN.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2018 | 0.84 |
The correlation between IS3S.DE and IUSN.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. IUSN.DE — Risk / Return Rank
IS3S.DE
IUSN.DE
IS3S.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | IUSN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.41 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 4.42 | +5.78 |
| Martin ratioReturn relative to average drawdown | 37.08 | 16.61 | +20.48 |
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Drawdowns
IS3S.DE vs. IUSN.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum IUSN.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and IUSN.DE.
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Drawdown Indicators
| IS3S.DE | IUSN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -40.27% | +5.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -7.12% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -24.25% | +6.47% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -24.25% | +6.47% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | 0.00% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -7.00% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 1.90% | -0.22% |
Volatility
IS3S.DE vs. IUSN.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.90%. This indicates that IS3S.DE'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
| IS3S.DE | IUSN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 3.90% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 9.79% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 13.88% | +0.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 16.56% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 18.31% | -1.65% |
IS3S.DE vs. IUSN.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.
Dividends
IS3S.DE vs. IUSN.DE - Dividend Comparison
Neither IS3S.DE nor IUSN.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and IUSN.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.
IS3S.DE tracks MSCI World Enhanced Value, while IUSN.DE tracks MSCI World Small Cap. Their fees differ too: 0.30% for IS3S.DE and 0.35% for IUSN.DE.
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