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

Performance

IUSN.DE vs. IWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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 IWDA.L is traded in USD. To make them comparable, the IWDA.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 IWDA.L's 10.15% return.


IUSN.DE

1D
2.38%
1M
3.44%
YTD
16.07%
6M
16.37%
1Y
32.21%
3Y*
14.22%
5Y*
7.95%
10Y*

IWDA.L

1D
2.24%
1M
0.74%
YTD
10.15%
6M
11.52%
1Y
23.70%
3Y*
16.80%
5Y*
12.49%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. IWDA.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%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
10.15%6.67%26.97%20.54%-13.04%31.33%6.49%30.00%-2.82%

Correlation

The correlation between IUSN.DE and IWDA.L is 0.77, 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

0.77

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

0.77

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

0.80

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

0.81

The correlation between IUSN.DE and IWDA.L has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

IUSN.DE vs. IWDA.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

IWDA.L
IWDA.L Risk / Return Rank: 6969
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
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. IWDA.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 iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.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.DEIWDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.41

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

4.42

3.68

+0.74

Martin ratioReturn relative to average drawdown

16.61

13.64

+2.97

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

The current IUSN.DE Sharpe Ratio is 2.28, which is comparable to the IWDA.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of IUSN.DE and IWDA.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. IWDA.L - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than IWDA.L's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and IWDA.L.


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Drawdown Indicators


IUSN.DEIWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-33.57%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-6.37%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-20.70%

-3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-20.70%

-3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

Current Drawdown

Current decline from peak

0.00%

-1.13%

+1.13%

Average Drawdown

Average peak-to-trough decline

-7.00%

-4.31%

-2.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.72%

+0.18%

Volatility

IUSN.DE vs. IWDA.L - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 3.90% and 3.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSN.DEIWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.84%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

9.27%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

12.38%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

15.06%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.85%

+2.46%

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

IUSN.DE has a 0.35% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.


Dividends

IUSN.DE vs. IWDA.L - Dividend Comparison

Neither IUSN.DE nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSN.DE and IWDA.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.35% for IUSN.DE.

IUSN.DE tracks MSCI World Small Cap, while IWDA.L tracks MSCI World Index (Net). Their fees differ too: 0.35% for IUSN.DE and 0.20% for IWDA.L.

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