IUSN.DE vs. ^STOXX
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) is Global Equities fund tracking the MSCI World Small Cap, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, IUSN.DE returned 7.95%/yr vs 6.72%/yr for ^STOXX. A 0.77 correlation means they provide meaningful diversification when combined.
Performance
IUSN.DE vs. ^STOXX - Performance Comparison
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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%
IUSN.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
IUSN.DE
^STOXX
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 | ^STOXX | Difference | |
|---|---|---|---|
| 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 |
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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 | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.10% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -14.61% | +7.61% |
Ulcer IndexDepth 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 | ^STOXX | Difference | |
|---|---|---|---|
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.
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