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IUSN.DE vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSN.DE vs. EMIM.L - 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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IUSN.DE is traded in EUR, while EMIM.L is traded in GBp. To make them comparable, the EMIM.L 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 14.82% return, which is significantly lower than EMIM.L's 27.06% return.


IUSN.DE

1D
0.51%
1M
3.94%
YTD
14.82%
6M
15.82%
1Y
30.05%
3Y*
14.95%
5Y*
8.07%
10Y*

EMIM.L

1D
0.00%
1M
6.79%
YTD
27.06%
6M
29.52%
1Y
48.92%
3Y*
20.51%
5Y*
8.91%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. EMIM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
14.82%7.82%13.17%13.11%-13.82%25.28%5.33%29.05%-8.27%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.33%16.91%14.45%7.15%-14.80%7.30%8.67%19.86%-7.54%

Correlation

The correlation between IUSN.DE and EMIM.L is 0.63, 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

0.63

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.61

The correlation between IUSN.DE and EMIM.L has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

IUSN.DE vs. EMIM.L — 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: 7373
Overall Rank
IUSN.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 6666
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8080
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8383
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. EMIM.L - 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 Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). 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.


IUSN.DEEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.39

1.52

-0.13

Calmar ratioReturn relative to maximum drawdown

4.20

4.57

-0.37

Martin ratioReturn relative to average drawdown

15.62

16.60

-0.98

IUSN.DE vs. EMIM.L - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.19, which is comparable to the EMIM.L Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of IUSN.DE and EMIM.L, 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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Sharpe Ratios by Period


IUSN.DEEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.80

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.55

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.44

+0.09

Drawdowns

IUSN.DE vs. EMIM.L - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than EMIM.L's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and EMIM.L.


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Drawdown Indicators


IUSN.DEEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.23%

-34.80%

-5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.65%

+3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.32%

-17.95%

-6.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-22.35%

-1.97%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

Current Drawdown

Current decline from peak

0.00%

-1.20%

+1.20%

Average Drawdown

Average peak-to-trough decline

-7.03%

-9.31%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.94%

-1.02%

Volatility

IUSN.DE vs. EMIM.L - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 6.95%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSN.DEEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

6.95%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

14.42%

-4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

13.64%

17.37%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.53%

16.32%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

18.14%

+0.17%

IUSN.DE vs. EMIM.L - Expense Ratio Comparison

IUSN.DE has a 0.35% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.


Dividends

IUSN.DE vs. EMIM.L - Dividend Comparison

Neither IUSN.DE nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSN.DE and EMIM.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.35% for IUSN.DE.

IUSN.DE is categorized as Global Equities, while EMIM.L is Emerging Markets Equities. IUSN.DE tracks MSCI World Small Cap, while EMIM.L tracks MSCI EM NR USD. Their fees differ too: 0.35% for IUSN.DE and 0.18% for EMIM.L.

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