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IUSN.DE vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUSN.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSN.DE achieves a 16.07% return, which is significantly higher than ^STOXX's 6.82% return.


IUSN.DE

1D
2.38%
1M
3.44%
YTD
16.07%
6M
16.37%
1Y
32.21%
3Y*
14.22%
5Y*
7.95%
10Y*

^STOXX

1D
1.88%
1M
3.56%
YTD
6.82%
6M
9.51%
1Y
16.20%
3Y*
10.98%
5Y*
6.72%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
^STOXX
STOXX Europe 600 Index
6.82%17.42%5.39%12.74%-13.06%22.10%-3.83%23.78%-12.24%

Correlation

The correlation between IUSN.DE and ^STOXX is 0.72, 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

0.72

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

0.71

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

0.75

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

0.77

The correlation between IUSN.DE and ^STOXX has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

IUSN.DE vs. ^STOXX — Risk / Return Rank

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

IUSN.DE
IUSN.DE Risk / Return Rank: 8484
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8888
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 4444
Overall Rank
^STOXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4545
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4040
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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.

IUSN.DE vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and STOXX Europe 600 Index (^STOXX). 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.


IUSN.DE^STOXXDifference
Sharpe ratioReturn per unit of total volatility

+1.03

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.41

1.23

+0.18

Calmar ratioReturn relative to maximum drawdown

4.42

1.61

+2.82

Martin ratioReturn relative to average drawdown

16.61

5.82

+10.79

IUSN.DE vs. ^STOXX - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.28, which is higher than the ^STOXX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IUSN.DE and ^STOXX, 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

IUSN.DE vs. ^STOXX - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and ^STOXX.


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Drawdown Indicators


IUSN.DE^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-60.54%

+20.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-9.56%

+2.44%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-16.56%

-7.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-22.55%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-7.00%

-14.61%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.68%

-0.78%

Volatility

IUSN.DE vs. ^STOXX - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.90% compared to STOXX Europe 600 Index (^STOXX) at 3.17%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSN.DE^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.17%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

10.28%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

12.30%

+1.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

14.22%

+2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.50%

+2.81%

Frequently Asked Questions


IUSN.DE and ^STOXX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IUSN.DE and ^STOXX

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