IUSN.DE vs. SXRV.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 18.67%/yr for SXRV.DE. A 0.70 correlation means they provide meaningful diversification when combined. IUSN.DE charges 0.35%/yr vs 0.36%/yr for SXRV.DE.
Performance
IUSN.DE vs. SXRV.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 SXRV.DE's 20.57% 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*
- —
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IUSN.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.53% |
Correlation
The correlation between IUSN.DE and SXRV.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.70 |
The correlation between IUSN.DE and SXRV.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. SXRV.DE — Risk / Return Rank
IUSN.DE
SXRV.DE
IUSN.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.75 | +0.45 |
| Martin ratioReturn relative to average drawdown | 15.62 | 11.16 | +4.46 |
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 | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.40 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.93 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.91 | -0.37 |
Drawdowns
IUSN.DE vs. SXRV.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and SXRV.DE.
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Drawdown Indicators
| IUSN.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -32.80% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -10.03% | +2.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -26.69% | +2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -31.33% | +7.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.33% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -6.56% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 3.38% | -1.46% |
Volatility
IUSN.DE vs. SXRV.DE - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 4.26%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.26% | -0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 10.98% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 15.67% | -2.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 19.84% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 19.65% | -1.34% |
IUSN.DE vs. SXRV.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IUSN.DE vs. SXRV.DE - Dividend Comparison
Neither IUSN.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and SXRV.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSN.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSN.DE is cheaper with a 0.35% expense ratio, compared with 0.36% for SXRV.DE.
IUSN.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IUSN.DE tracks MSCI World Small Cap, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.35% for IUSN.DE and 0.36% for SXRV.DE.
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