IUSN.DE vs. VAGF.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and VAGF.DE (Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while VAGF.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). Both are passively managed. Over the past 5 years, IUSN.DE returned 7.95%/yr vs -1.75%/yr for VAGF.DE. At a 0.05 correlation, their price movements are largely independent. IUSN.DE charges 0.35%/yr vs 0.10%/yr for VAGF.DE.
Performance
IUSN.DE vs. VAGF.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IUSN.DE achieves a 16.07% return, which is significantly higher than VAGF.DE's -0.46% return.
IUSN.DE
- 1D
- 2.38%
- 1M
- 4.76%
- YTD
- 16.07%
- 6M
- 16.37%
- 1Y
- 32.21%
- 3Y*
- 14.22%
- 5Y*
- 7.95%
- 10Y*
- —
VAGF.DE
- 1D
- 0.47%
- 1M
- 0.64%
- YTD
- -0.46%
- 6M
- -0.42%
- 1Y
- 1.28%
- 3Y*
- 2.14%
- 5Y*
- -1.75%
- 10Y*
- —
IUSN.DE vs. VAGF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 16.07% | 7.76% | 13.17% | 13.12% | -13.76% | 25.29% | 5.24% | 12.22% |
VAGF.DE Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc | -0.46% | 3.03% | 0.83% | 4.52% | -14.84% | -2.98% | 5.07% | 1.00% |
Correlation
The correlation between IUSN.DE and VAGF.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2019 | 0.05 |
The correlation between IUSN.DE and VAGF.DE shifts across timeframes, from 0.05 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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. VAGF.DE — Risk / Return Rank
IUSN.DE
VAGF.DE
IUSN.DE vs. VAGF.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 Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.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.
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.DE | VAGF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.09 | ||
| Sortino ratioReturn per unit of downside risk | +2.97 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.04 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 0.35 | +4.08 |
| Martin ratioReturn relative to average drawdown | 16.61 | 0.86 | +15.75 |
Loading charts...
Drawdowns
IUSN.DE vs. VAGF.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than VAGF.DE's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and VAGF.DE.
Loading charts...
Drawdown Indicators
| IUSN.DE | VAGF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.27% | -19.56% | -20.71% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -2.82% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.25% | -4.43% | -19.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.25% | -18.80% | -5.45% |
Current DrawdownCurrent decline from peak | 0.00% | -10.70% | +10.70% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -8.98% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.14% | +0.76% |
Volatility
IUSN.DE vs. VAGF.DE - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a higher volatility of 3.90% compared to Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc (VAGF.DE) at 1.56%. This indicates that IUSN.DE's price experiences larger fluctuations and is considered to be riskier than VAGF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IUSN.DE | VAGF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 1.56% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.79% | 3.87% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 5.21% | +8.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 5.18% | +11.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 4.92% | +13.39% |
IUSN.DE vs. VAGF.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than VAGF.DE's 0.10% expense ratio.
Dividends
IUSN.DE vs. VAGF.DE - Dividend Comparison
Neither IUSN.DE nor VAGF.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSN.DE and VAGF.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VAGF.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VAGF.DE is cheaper with a 0.10% expense ratio, compared with 0.35% for IUSN.DE.
IUSN.DE is categorized as Global Equities, while VAGF.DE is Global Bonds. IUSN.DE tracks MSCI World Small Cap, while VAGF.DE tracks Bloomberg Global Aggregate Float Adjusted and Scaled (EUR Hedged). They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.35% for IUSN.DE and 0.10% for VAGF.DE.
Find the right allocation for IUSN.DE and VAGF.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