IUSN.DE vs. XSVM
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and XSVM (Invesco S&P SmallCap Value with Momentum ETF) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while XSVM is a Momentum fund tracking the S&P SmallCap 600 High Momentum Value Index. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 7.62%/yr for XSVM. A 0.57 correlation means they provide meaningful diversification when combined. IUSN.DE charges 0.35%/yr vs 0.37%/yr for XSVM.
Performance
IUSN.DE vs. XSVM - Performance Comparison
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Different Trading Currencies
IUSN.DE is traded in EUR, while XSVM is traded in USD. To make them comparable, the XSVM 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 14.82% return, which is significantly lower than XSVM's 19.68% return.
IUSN.DE
- 1D
- 0.51%
- 1M
- 2.54%
- YTD
- 14.82%
- 6M
- 15.37%
- 1Y
- 29.99%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
XSVM
- 1D
- -0.17%
- 1M
- 2.52%
- YTD
- 19.68%
- 6M
- 18.56%
- 1Y
- 35.69%
- 3Y*
- 12.79%
- 5Y*
- 7.62%
- 10Y*
- 12.42%
IUSN.DE vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSN.DE iShares MSCI World Small Cap UCITS ETF | 14.82% | 7.82% | 13.17% | 13.11% | -13.82% | 25.28% | 5.33% | 29.05% | -8.27% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 19.68% | -5.28% | 9.06% | 16.59% | -8.28% | 68.06% | -3.58% | 32.94% | -5.90% |
Correlation
The correlation between IUSN.DE and XSVM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.57 |
The correlation between IUSN.DE and XSVM has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. XSVM — Risk / Return Rank
IUSN.DE
XSVM
IUSN.DE vs. XSVM - 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 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.
| IUSN.DE | XSVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 4.38 | -0.18 |
| Martin ratioReturn relative to average drawdown | 15.62 | 13.18 | +2.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSN.DE | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.95 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.34 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.41 | +0.13 |
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 -55.88%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and XSVM.
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Drawdown Indicators
| IUSN.DE | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -55.88% | +15.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -8.18% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -30.63% | +6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -30.63% | +6.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.17% | +0.17% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -11.88% | +4.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.71% | -0.79% |
Volatility
IUSN.DE vs. XSVM - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while Invesco S&P SmallCap Value with Momentum ETF (XSVM) has a volatility of 4.67%. 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.
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Volatility by Period
| IUSN.DE | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 4.67% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 12.10% | -2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 18.38% | -4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 22.41% | -5.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 25.29% | -6.98% |
IUSN.DE vs. XSVM - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is lower than XSVM's 0.37% expense ratio.
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 1.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.81% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Frequently Asked Questions
IUSN.DE and XSVM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSN.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSN.DE is cheaper with a 0.35% expense ratio, compared with 0.37% for XSVM.
IUSN.DE is categorized as Global Equities, while XSVM is Momentum. IUSN.DE tracks MSCI World Small Cap, while XSVM tracks S&P SmallCap 600 High Momentum Value Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.35% for IUSN.DE and 0.37% for XSVM.
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