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IUSN.DE vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IUSN.DE vs. USD=X - 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 USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 16.45% return, which is significantly higher than USD=X's 2.97% return.


IUSN.DE

1D
0.55%
1M
-0.66%
6M
11.17%
YTD
16.45%
1Y
27.61%
3Y*
14.22%
5Y*
8.27%
10Y*
ALL TIME*
9.84%

USD=X

1D
0.00%
1M
0.46%
6M
2.78%
YTD
2.97%
1Y
2.50%
3Y*
-0.83%
5Y*
0.63%
10Y*
-0.38%
ALL TIME*
1.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. USD=X - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
16.45%7.76%13.17%13.12%-13.76%25.29%5.24%29.17%-8.13%
USD=X
USD Cash
2.97%-11.87%6.60%-3.00%6.20%7.48%-8.24%2.26%6.71%

Correlation

The correlation between IUSN.DE and USD=X is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

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

0.05

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

-0.03

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

0.03

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Return for Risk

IUSN.DE vs. USD=X — 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: 8585
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8888
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - 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 USD Cash (USD=X). 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.DEUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.36

1.08

+0.28

Calmar ratioReturn relative to maximum drawdown

3.86

0.57

+3.30

Martin ratioReturn relative to average drawdown

14.04

1.30

+12.74

IUSN.DE vs. USD=X - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.03, which is higher than the USD=X Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IUSN.DE and USD=X, 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. USD=X - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than USD=X's maximum drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and USD=X.


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Drawdown Indicators


IUSN.DEUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-20.32%

-19.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-5.33%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-15.23%

-9.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-20.32%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-20.32%

Current Drawdown

Current decline from peak

-2.48%

-15.88%

+13.40%

Average Drawdown

Average peak-to-trough decline

-6.93%

-9.38%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.77%

+0.19%

Volatility

IUSN.DE vs. USD=X - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.97% compared to USD Cash (USD=X) at 1.08%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSN.DEUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

1.08%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

4.62%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

5.30%

+8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

6.42%

+10.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

6.14%

+12.10%

Frequently Asked Questions


IUSN.DE and USD=X have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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