PortfoliosLab logoPortfoliosLab logo
IUSN.DE vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSN.DE vs. ACWV - 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 iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUSN.DE achieves a 16.07% return, which is significantly higher than ACWV's 4.46% 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*

ACWV

1D
0.42%
1M
1.49%
YTD
4.46%
6M
4.47%
1Y
5.40%
3Y*
7.45%
5Y*
6.42%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. ACWV - 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%
ACWV
iShares MSCI Global Min Vol Factor ETF
4.46%-2.14%18.74%4.99%-4.80%22.49%-5.45%23.77%6.72%

Correlation

The correlation between IUSN.DE and ACWV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.35

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

0.34

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

0.39

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSN.DE vs. ACWV — 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

ACWV
ACWV Risk / Return Rank: 2020
Overall Rank
ACWV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1919
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2121
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. ACWV - 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 iShares MSCI Global Min Vol Factor ETF (ACWV). 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.DEACWVDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.30

Calmar ratioReturn relative to maximum drawdown

4.42

1.18

+3.24

Martin ratioReturn relative to average drawdown

16.61

3.02

+13.59

IUSN.DE vs. ACWV - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.28, which is higher than the ACWV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IUSN.DE and ACWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IUSN.DE vs. ACWV - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than ACWV's maximum drawdown of -28.30%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and ACWV.


Loading charts...

Drawdown Indicators


IUSN.DEACWVDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-28.30%

-11.97%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-4.25%

-2.87%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-11.40%

-12.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-11.80%

-12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-28.30%

Current Drawdown

Current decline from peak

0.00%

-2.74%

+2.74%

Average Drawdown

Average peak-to-trough decline

-7.00%

-4.25%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.67%

+0.23%

Volatility

IUSN.DE vs. ACWV - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.90% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 1.76%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSN.DEACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

1.76%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

5.66%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

7.83%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

10.15%

+6.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

12.81%

+5.50%

IUSN.DE vs. ACWV - Expense Ratio Comparison

IUSN.DE has a 0.35% expense ratio, which is higher than ACWV's 0.20% expense ratio.


Dividends

IUSN.DE vs. ACWV - Dividend Comparison

IUSN.DE has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
2.03%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSN.DE and ACWV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWV is cheaper with a 0.20% expense ratio, compared with 0.35% for IUSN.DE.

IUSN.DE is categorized as Global Equities, while ACWV is Large Cap Blend Equities. IUSN.DE tracks MSCI World Small Cap, while ACWV tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.35% for IUSN.DE and 0.20% for ACWV.

Portfolio Optimizer

Find the right allocation for IUSN.DE and ACWV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer