IUSN.DE vs. IS3S.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - IUSN.DE tracks the MSCI World Small Cap while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUSN.DE charges 0.35%/yr vs 0.30%/yr for IS3S.DE.
Performance
IUSN.DE vs. IS3S.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 lower than IS3S.DE's 35.27% 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*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
IUSN.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -9.30% |
Correlation
The correlation between IUSN.DE and IS3S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.84 |
The correlation between IUSN.DE and IS3S.DE has been stable across timeframes, ranging from 0.79 to 0.84 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. IS3S.DE — Risk / Return Rank
IUSN.DE
IS3S.DE
IUSN.DE vs. IS3S.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 Value Factor UCITS ETF (IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.83 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 10.36 | -6.15 |
| Martin ratioReturn relative to average drawdown | 15.62 | 39.01 | -23.39 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 4.53 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 1.24 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.68 | -0.15 |
Drawdowns
IUSN.DE vs. IS3S.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and IS3S.DE.
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Drawdown Indicators
| IUSN.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -35.18% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.09% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -17.80% | -6.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -17.80% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -5.82% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.62% | +0.30% |
Volatility
IUSN.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.62% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 11.32% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 13.93% | -0.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 13.85% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 15.76% | +2.55% |
IUSN.DE vs. IS3S.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
IUSN.DE vs. IS3S.DE - Dividend Comparison
Neither IUSN.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and IS3S.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.
IUSN.DE tracks MSCI World Small Cap, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.35% for IUSN.DE and 0.30% for IS3S.DE.
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