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IUSN.DE vs. URTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


IUSN.DEURTH
YTD Return6.40%16.46%
1Y Return12.49%25.34%
3Y Return (Ann)2.52%7.49%
5Y Return (Ann)7.90%12.57%
Sharpe Ratio0.901.96
Daily Std Dev14.50%12.33%
Max Drawdown-40.23%-34.01%
Current Drawdown-3.18%-0.33%

Correlation

-0.50.00.51.00.6

The correlation between IUSN.DE and URTH is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

IUSN.DE vs. URTH - Performance Comparison

In the year-to-date period, IUSN.DE achieves a 6.40% return, which is significantly lower than URTH's 16.46% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
6.80%
8.96%
IUSN.DE
URTH

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IUSN.DE vs. URTH - Expense Ratio Comparison

IUSN.DE has a 0.35% expense ratio, which is higher than URTH's 0.24% expense ratio.


IUSN.DE
iShares MSCI World Small Cap UCITS ETF
Expense ratio chart for IUSN.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

IUSN.DE vs. URTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and iShares MSCI World ETF (URTH). 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
Sharpe ratio
The chart of Sharpe ratio for IUSN.DE, currently valued at 1.27, compared to the broader market0.002.004.001.27
Sortino ratio
The chart of Sortino ratio for IUSN.DE, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.0012.001.91
Omega ratio
The chart of Omega ratio for IUSN.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for IUSN.DE, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.80
Martin ratio
The chart of Martin ratio for IUSN.DE, currently valued at 6.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.85
URTH
Sharpe ratio
The chart of Sharpe ratio for URTH, currently valued at 2.36, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for URTH, currently valued at 3.22, compared to the broader market-2.000.002.004.006.008.0010.0012.003.22
Omega ratio
The chart of Omega ratio for URTH, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for URTH, currently valued at 2.16, compared to the broader market0.005.0010.0015.002.16
Martin ratio
The chart of Martin ratio for URTH, currently valued at 14.30, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.30

IUSN.DE vs. URTH - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 0.90, which is lower than the URTH Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of IUSN.DE and URTH.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.27
2.36
IUSN.DE
URTH

Dividends

IUSN.DE vs. URTH - Dividend Comparison

IUSN.DE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.48%.


TTM20232022202120202019201820172016201520142013
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.48%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%

Drawdowns

IUSN.DE vs. URTH - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and URTH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.49%
-0.33%
IUSN.DE
URTH

Volatility

IUSN.DE vs. URTH - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 4.72% compared to iShares MSCI World ETF (URTH) at 4.04%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
4.72%
4.04%
IUSN.DE
URTH