IUSN.DE vs. ASME.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) is Global Equities fund tracking the MSCI World Small Cap, while ASME.DE (ASML Holding NV) is a stock. Over the past 5 years, IUSN.DE returned 7.95%/yr vs 24.52%/yr for ASME.DE. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
IUSN.DE vs. ASME.DE - 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 lower than ASME.DE's 77.51% 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*
- —
ASME.DE
- 1D
- 3.40%
- 1M
- 19.29%
- YTD
- 77.51%
- 6M
- 76.86%
- 1Y
- 147.00%
- 3Y*
- 34.93%
- 5Y*
- 24.52%
- 10Y*
- 35.85%
IUSN.DE vs. ASME.DE - 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% |
ASME.DE ASML Holding NV | 77.51% | 37.42% | -0.38% | 36.52% | -28.25% | 81.30% | 51.01% | 96.94% | -13.75% |
Correlation
The correlation between IUSN.DE and ASME.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2018 | 0.55 |
The correlation between IUSN.DE and ASME.DE has been stable across timeframes, ranging from 0.52 to 0.56 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. ASME.DE — Risk / Return Rank
IUSN.DE
ASME.DE
IUSN.DE vs. ASME.DE - 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 ASML Holding NV (ASME.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.
| IUSN.DE | ASME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 8.97 | -4.55 |
| Martin ratioReturn relative to average drawdown | 16.61 | 23.23 | -6.62 |
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Drawdowns
IUSN.DE vs. ASME.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.27%, smaller than the maximum ASME.DE drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and ASME.DE.
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Drawdown Indicators
| IUSN.DE | ASME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.27% | -51.21% | +10.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -15.76% | +8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -24.25% | -44.67% | +20.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.25% | -47.94% | +23.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.94% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -13.30% | +6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 6.10% | -4.20% |
Volatility
IUSN.DE vs. ASME.DE - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.90%, while ASML Holding NV (ASME.DE) has a volatility of 13.30%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than ASME.DE 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 | ASME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 13.30% | -9.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 30.78% | -20.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 40.20% | -26.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 38.24% | -21.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 35.44% | -17.13% |
Dividends
IUSN.DE vs. ASME.DE - Dividend Comparison
IUSN.DE has not paid dividends to shareholders, while ASME.DE's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.46% | 0.71% | 0.92% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% |
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 ASME.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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