PortfoliosLab logoPortfoliosLab logo
IUSN.DE vs. EURUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUSN.DE vs. EURUSD=X - 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 Euro / U.S. Dollar (EURUSD=X). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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 16.45% return, which is significantly higher than EURUSD=X's -0.02% return.


IUSN.DE

1D
0.55%
1M
-0.66%
6M
11.17%
YTD
16.45%
1Y
27.61%
3Y*
14.22%
5Y*
8.27%
10Y*
ALL TIME*
9.84%

EURUSD=X

1D
-0.03%
1M
0.01%
6M
-0.04%
YTD
-0.02%
1Y
-0.05%
3Y*
-0.00%
5Y*
-0.00%
10Y*
0.00%
ALL TIME*
-0.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. EURUSD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
16.45%7.76%13.17%13.12%-13.76%25.29%5.24%29.17%-8.13%
EURUSD=X
Euro / U.S. Dollar
-0.02%-0.03%0.01%0.07%-0.18%0.16%-0.12%0.27%-0.16%

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

-0.03

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

-0.02

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

-0.02

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. EURUSD=X — 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: 8585
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8888
Martin Ratio Rank

EURUSD=X
EURUSD=X Risk / Return Rank: 2828
Overall Rank
EURUSD=X Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EURUSD=X Sortino Ratio Rank: 3030
Sortino Ratio Rank
EURUSD=X Omega Ratio Rank: 3030
Omega Ratio Rank
EURUSD=X Calmar Ratio Rank: 2828
Calmar Ratio Rank
EURUSD=X Martin Ratio Rank: 2525
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. 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 Euro / U.S. Dollar (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.

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.DEEURUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.96

Omega ratioGain probability vs. loss probability

1.36

0.99

+0.37

Calmar ratioReturn relative to maximum drawdown

3.86

-0.09

+3.95

Martin ratioReturn relative to average drawdown

14.04

-0.40

+14.44

IUSN.DE vs. EURUSD=X - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.03, which is higher than the EURUSD=X Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IUSN.DE and EURUSD=X, 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. EURUSD=X - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than EURUSD=X's maximum drawdown of -2.02%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and EURUSD=X.


Loading charts...

Drawdown Indicators


IUSN.DEEURUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-2.02%

-38.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-0.43%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-0.81%

-23.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-0.81%

-23.44%

Max Drawdown (10Y)

Largest decline over 10 years

-1.22%

Current Drawdown

Current decline from peak

-2.48%

-1.02%

-1.46%

Average Drawdown

Average peak-to-trough decline

-6.93%

-1.01%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.09%

+1.87%

Volatility

IUSN.DE vs. EURUSD=X - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.97% compared to Euro / U.S. Dollar (EURUSD=X) at 0.15%. 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.


Loading charts...

Volatility by Period


IUSN.DEEURUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

0.15%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

0.60%

+9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

0.76%

+12.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

0.74%

+15.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

1.14%

+17.10%

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.

Portfolio Optimizer

Find the right allocation for IUSN.DE and EURUSD=X

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