IUSN.DE vs. IS3Q.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds from iShares - IUSN.DE tracks the MSCI World Small Cap while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 11.35%/yr for IS3Q.DE. Their correlation of 0.83 suggests significant overlap in exposure. IUSN.DE charges 0.35%/yr vs 0.30%/yr for IS3Q.DE.
Performance
IUSN.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSN.DE achieves a 14.82% return, which is significantly higher than IS3Q.DE's 9.47% return.
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.54%
- YTD
- 14.82%
- 6M
- 15.37%
- 1Y
- 29.99%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
IUSN.DE vs. IS3Q.DE - 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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -0.20% |
Correlation
The correlation between IUSN.DE and IS3Q.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.83 |
The correlation between IUSN.DE and IS3Q.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. IS3Q.DE — Risk / Return Rank
IUSN.DE
IS3Q.DE
IUSN.DE vs. IS3Q.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 iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| IUSN.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 2.97 | +1.24 |
| Martin ratioReturn relative to average drawdown | 15.62 | 11.80 | +3.82 |
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 | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.76 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.79 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.76 | -0.23 |
Drawdowns
IUSN.DE vs. IS3Q.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than IS3Q.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and IS3Q.DE.
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Drawdown Indicators
| IUSN.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -32.31% | -7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.33% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -20.63% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -20.63% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -4.61% | -2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.60% | +0.32% |
Volatility
IUSN.DE vs. IS3Q.DE - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.46% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.37% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 7.31% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 10.66% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.15% | +2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 14.89% | +3.42% |
IUSN.DE vs. IS3Q.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than IS3Q.DE's 0.30% expense ratio.
Dividends
IUSN.DE vs. IS3Q.DE - Dividend Comparison
Neither IUSN.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and IS3Q.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3Q.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.
IUSN.DE tracks MSCI World Small Cap, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.35% for IUSN.DE and 0.30% for IS3Q.DE.
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