IUSN.DE vs. MWOL.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and MWOL.DE (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - IUSN.DE tracks the MSCI World Small Cap while MWOL.DE tracks the Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 11.86%/yr for MWOL.DE. Their correlation of 0.84 suggests significant overlap in exposure. IUSN.DE charges 0.35%/yr vs 0.05%/yr for MWOL.DE.
Performance
IUSN.DE vs. MWOL.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSN.DE achieves a 14.82% return, which is significantly higher than MWOL.DE's 10.87% 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*
- —
MWOL.DE
- 1D
- -0.04%
- 1M
- 3.68%
- YTD
- 10.87%
- 6M
- 10.90%
- 1Y
- 24.08%
- 3Y*
- 17.01%
- 5Y*
- 11.86%
- 10Y*
- —
IUSN.DE vs. MWOL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 13.82% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 10.87% | 8.53% | 25.60% | 18.54% | -15.49% | 30.82% | 3.73% | 15.10% |
Correlation
The correlation between IUSN.DE and MWOL.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 | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2019 | 0.84 |
The correlation between IUSN.DE and MWOL.DE has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.
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. MWOL.DE — Risk / Return Rank
IUSN.DE
MWOL.DE
IUSN.DE vs. MWOL.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 Amundi Prime Global UCITS ETF Dist (MWOL.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 | MWOL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.40 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.67 | +0.54 |
| Martin ratioReturn relative to average drawdown | 15.62 | 14.63 | +0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IUSN.DE | MWOL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.17 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.83 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.77 | -0.24 |
Drawdowns
IUSN.DE vs. MWOL.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than MWOL.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and MWOL.DE.
Loading charts...
Drawdown Indicators
| IUSN.DE | MWOL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -33.56% | -6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.58% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -21.64% | -2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -21.64% | -2.68% |
Current DrawdownCurrent decline from peak | 0.00% | -0.37% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -4.89% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.65% | +0.27% |
Volatility
IUSN.DE vs. MWOL.DE - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.46% compared to Amundi Prime Global UCITS ETF Dist (MWOL.DE) at 2.63%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than MWOL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSN.DE | MWOL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 2.63% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 7.71% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 11.12% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 14.20% | +2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 16.46% | +1.85% |
IUSN.DE vs. MWOL.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than MWOL.DE's 0.05% expense ratio.
Dividends
IUSN.DE vs. MWOL.DE - Dividend Comparison
IUSN.DE has not paid dividends to shareholders, while MWOL.DE's dividend yield for the trailing twelve months is around 1.19%.
| Position | TTM | 2025 |
|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% |
MWOL.DE Amundi Prime Global UCITS ETF Dist | 1.19% | 1.67% |
Frequently Asked Questions
IUSN.DE and MWOL.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, MWOL.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOL.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for IUSN.DE.
IUSN.DE tracks MSCI World Small Cap, while MWOL.DE tracks Solactive GBS Developed Markets Large & Mid Cap USD Index Net TR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.35% for IUSN.DE and 0.05% for MWOL.DE.
Find the right allocation for IUSN.DE and MWOL.DE
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