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

Performance

IUSN.DE vs. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.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 FUSD.L is traded in USD. To make them comparable, the FUSD.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 16.07% return, which is significantly higher than FUSD.L's 9.32% return.


IUSN.DE

1D
2.38%
1M
4.39%
YTD
16.07%
6M
16.37%
1Y
31.63%
3Y*
14.22%
5Y*
7.95%
10Y*

FUSD.L

1D
2.09%
1M
3.68%
YTD
9.32%
6M
9.96%
1Y
22.44%
3Y*
13.51%
5Y*
11.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. FUSD.L - 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%
FUSD.L
Fidelity US Quality Income ETF Inc
9.32%2.65%23.51%13.63%-6.63%33.67%1.35%31.58%1.60%

Correlation

The correlation between IUSN.DE and FUSD.L is 0.71, 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

0.71

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

0.72

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

0.75

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

0.76

The correlation between IUSN.DE and FUSD.L has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.

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Return for Risk

IUSN.DE vs. FUSD.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: 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

FUSD.L
FUSD.L Risk / Return Rank: 7474
Overall Rank
FUSD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7474
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7474
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. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.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.

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.DEFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

4.42

4.20

+0.23

Martin ratioReturn relative to average drawdown

16.61

15.79

+0.82

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

The current IUSN.DE Sharpe Ratio is 2.28, which is comparable to the FUSD.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IUSN.DE and FUSD.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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Drawdowns

IUSN.DE vs. FUSD.L - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than FUSD.L's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and FUSD.L.


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Drawdown Indicators


IUSN.DEFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-35.23%

-5.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-5.32%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-20.74%

-3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-20.74%

-3.51%

Current Drawdown

Current decline from peak

0.00%

-0.26%

+0.26%

Average Drawdown

Average peak-to-trough decline

-7.00%

-4.64%

-2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.42%

+0.48%

Volatility

IUSN.DE vs. FUSD.L - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.90% compared to Fidelity US Quality Income ETF Inc (FUSD.L) at 3.62%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than FUSD.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.DEFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.62%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

8.17%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

11.31%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

14.73%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

16.13%

+2.18%

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

IUSN.DE has a 0.35% expense ratio, which is higher than FUSD.L's 0.25% expense ratio.


Dividends

IUSN.DE vs. FUSD.L - Dividend Comparison

IUSN.DE has not paid dividends to shareholders, while FUSD.L's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM202520242023202220212020
FUSD.L
Fidelity US Quality Income ETF Inc
1.43%1.47%0.47%1.04%0.56%0.94%1.26%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUSN.DE and FUSD.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FUSD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FUSD.L is cheaper with a 0.25% expense ratio, compared with 0.35% for IUSN.DE.

IUSN.DE is categorized as Global Equities, while FUSD.L is Large Cap Blend Equities. IUSN.DE tracks MSCI World Small Cap, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.35% for IUSN.DE and 0.25% for FUSD.L.

Portfolio Optimizer

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