IUSN.DE vs. EURUSD=X
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) is Global Equities fund tracking the MSCI World Small Cap, while EURUSD=X (EUR/USD) is a currency. Over the past 5 years, IUSN.DE returned 8.07%/yr vs -0.00%/yr for EURUSD=X. At a correlation of -0.02, they often move in opposite directions.
Performance
IUSN.DE vs. EURUSD=X - Performance Comparison
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Different Trading Currencies
IUSN.DE is traded in EUR, while EURUSD=X is traded in USD. To make them comparable, the EURUSD=X 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 higher than EURUSD=X's -0.01% return.
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.86%
- YTD
- 14.82%
- 6M
- 15.49%
- 1Y
- 29.07%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
EURUSD=X
- 1D
- -0.01%
- 1M
- -0.02%
- YTD
- -0.01%
- 6M
- -0.02%
- 1Y
- 0.03%
- 3Y*
- 0.01%
- 5Y*
- -0.00%
- 10Y*
- -0.00%
IUSN.DE vs. EURUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% |
EURUSD=X EUR/USD | -0.01% | -0.03% | 0.01% | 0.07% | -0.18% | 0.16% | -0.12% | 0.27% | -0.12% |
Correlation
The correlation between IUSN.DE and EURUSD=X is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | -0.02 |
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Return for Risk
IUSN.DE vs. EURUSD=X — Risk / Return Rank
IUSN.DE
EURUSD=X
IUSN.DE vs. EURUSD=X - 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 EUR/USD (EURUSD=X). 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.DE | EURUSD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.17 | ||
| Sortino ratioReturn per unit of downside risk | +3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.01 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 0.05 | +4.16 |
| Martin ratioReturn relative to average drawdown | 15.62 | 0.24 | +15.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSN.DE | EURUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 0.03 | +2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | -0.00 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.00 | +0.53 |
Drawdowns
IUSN.DE vs. EURUSD=X - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than EURUSD=X's maximum drawdown of -1.76%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and EURUSD=X.
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Drawdown Indicators
| IUSN.DE | EURUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -1.76% | -38.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -0.43% | -6.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -0.81% | -23.51% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -0.81% | -23.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -1.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.75% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -0.72% | -6.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 0.09% | +1.83% |
Volatility
IUSN.DE vs. EURUSD=X - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.46% compared to EUR/USD (EURUSD=X) at 0.22%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than EURUSD=X 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 | EURUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 0.22% | +3.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 0.56% | +9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 0.75% | +12.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 0.74% | +15.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 1.14% | +17.17% |
Frequently Asked Questions
IUSN.DE and EURUSD=X have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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