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IUSN.DE vs. XDWH.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSN.DE vs. XDWH.L - 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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L). 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 XDWH.L is traded in USD. To make them comparable, the XDWH.L 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 16.07% return, which is significantly higher than XDWH.L's -0.12% return.


IUSN.DE

1D
2.38%
1M
4.39%
YTD
16.07%
6M
16.37%
1Y
31.63%
3Y*
14.22%
5Y*
7.95%
10Y*

XDWH.L

1D
0.24%
1M
5.12%
YTD
-0.12%
6M
1.15%
1Y
10.57%
3Y*
3.39%
5Y*
5.26%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSN.DE vs. XDWH.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
16.07%7.76%13.17%13.12%-13.76%25.29%5.24%29.17%-8.13%
XDWH.L
Xtrackers MSCI World Health Care UCITS ETF 1C
-0.12%1.57%7.40%0.70%0.44%29.58%3.58%25.73%9.30%

Correlation

The correlation between IUSN.DE and XDWH.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.45

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

0.48

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

0.54

The correlation between IUSN.DE and XDWH.L shifts across timeframes, from 0.38 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSN.DE vs. XDWH.L — 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: 8484
Overall Rank
IUSN.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8888
Martin Ratio Rank

XDWH.L
XDWH.L Risk / Return Rank: 2323
Overall Rank
XDWH.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDWH.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDWH.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDWH.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDWH.L Martin Ratio Rank: 2222
Martin Ratio Rank
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. XDWH.L - 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 Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L). 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.DEXDWH.LDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.41

1.13

+0.28

Calmar ratioReturn relative to maximum drawdown

4.42

1.04

+3.38

Martin ratioReturn relative to average drawdown

16.61

2.55

+14.06

IUSN.DE vs. XDWH.L - Sharpe Ratio Comparison

The current IUSN.DE Sharpe Ratio is 2.28, which is higher than the XDWH.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IUSN.DE and XDWH.L, 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. XDWH.L - Drawdown Comparison

The maximum IUSN.DE drawdown since its inception was -40.27%, which is greater than XDWH.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and XDWH.L.


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Drawdown Indicators


IUSN.DEXDWH.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-25.61%

-14.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.11%

+2.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.25%

-21.19%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-21.19%

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

0.00%

-6.95%

+6.95%

Average Drawdown

Average peak-to-trough decline

-7.00%

-5.03%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

4.04%

-2.14%

Volatility

IUSN.DE vs. XDWH.L - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.90%, while Xtrackers MSCI World Health Care UCITS ETF 1C (XDWH.L) has a volatility of 5.05%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than XDWH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSN.DEXDWH.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

5.05%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

10.71%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.88%

14.73%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

14.08%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.37%

+2.94%

IUSN.DE vs. XDWH.L - Expense Ratio Comparison

IUSN.DE has a 0.35% expense ratio, which is higher than XDWH.L's 0.25% expense ratio.


Dividends

IUSN.DE vs. XDWH.L - Dividend Comparison

Neither IUSN.DE nor XDWH.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSN.DE and XDWH.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWH.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWH.L is cheaper with a 0.25% expense ratio, compared with 0.35% for IUSN.DE.

IUSN.DE is categorized as Global Equities, while XDWH.L is Health & Biotech Equities. IUSN.DE tracks MSCI World Small Cap, while XDWH.L tracks MSCI World/Health Care NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for IUSN.DE and 0.25% for XDWH.L.

Portfolio Optimizer

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