IUSN.DE vs. XSVM
Compare and contrast key facts about iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
IUSN.DE and XSVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSN.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap. It was launched on Mar 27, 2018. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. Both IUSN.DE and XSVM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSN.DE or XSVM.
Key characteristics
| IUSN.DE | XSVM | |
|---|---|---|
| YTD Return | 16.99% | 9.53% |
| 1Y Return | 28.80% | 21.19% |
| 3Y Return (Ann) | 3.39% | 3.00% |
| 5Y Return (Ann) | 9.12% | 14.36% |
| Sharpe Ratio | 2.05 | 1.21 |
| Sortino Ratio | 2.89 | 1.93 |
| Omega Ratio | 1.39 | 1.22 |
| Calmar Ratio | 1.92 | 2.26 |
| Martin Ratio | 11.49 | 4.95 |
| Ulcer Index | 2.52% | 5.49% |
| Daily Std Dev | 14.40% | 22.50% |
| Max Drawdown | -40.23% | -62.57% |
| Current Drawdown | -0.61% | -2.22% |
Correlation
The correlation between IUSN.DE and XSVM is 0.61, 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. XSVM - Performance Comparison
In the year-to-date period, IUSN.DE achieves a 16.99% return, which is significantly higher than XSVM's 9.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUSN.DE vs. XSVM - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is lower than XSVM's 0.39% expense ratio.
Risk-Adjusted Performance
IUSN.DE vs. XSVM - 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 Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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.
Dividends
IUSN.DE vs. XSVM - Dividend Comparison
IUSN.DE has not paid dividends to shareholders, while XSVM's dividend yield for the trailing twelve months is around 1.55%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 1.55% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% | 1.32% | 1.15% |
Drawdowns
IUSN.DE vs. XSVM - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and XSVM. For additional features, visit the drawdowns tool.
Volatility
IUSN.DE vs. XSVM - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 4.13%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 9.94%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.