IUSN.DE vs. XSX6.DE
Compare and contrast key facts about iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE).
IUSN.DE and XSX6.DE 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. XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009. Both IUSN.DE and XSX6.DE 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 XSX6.DE.
Key characteristics
| IUSN.DE | XSX6.DE | |
|---|---|---|
| YTD Return | 17.71% | 9.90% |
| 1Y Return | 33.73% | 18.81% |
| 3Y Return (Ann) | 3.61% | 4.51% |
| 5Y Return (Ann) | 9.33% | 7.42% |
| Sharpe Ratio | 2.00 | 1.56 |
| Sortino Ratio | 2.81 | 2.18 |
| Omega Ratio | 1.38 | 1.27 |
| Calmar Ratio | 1.83 | 2.24 |
| Martin Ratio | 11.30 | 9.19 |
| Ulcer Index | 2.52% | 1.73% |
| Daily Std Dev | 14.38% | 10.25% |
| Max Drawdown | -40.23% | -36.05% |
| Current Drawdown | 0.00% | -2.79% |
Correlation
The correlation between IUSN.DE and XSX6.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUSN.DE vs. XSX6.DE - Performance Comparison
In the year-to-date period, IUSN.DE achieves a 17.71% return, which is significantly higher than XSX6.DE's 9.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUSN.DE vs. XSX6.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Risk-Adjusted Performance
IUSN.DE vs. XSX6.DE - 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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
Dividends
IUSN.DE vs. XSX6.DE - Dividend Comparison
Neither IUSN.DE nor XSX6.DE has paid dividends to shareholders.
Drawdowns
IUSN.DE vs. XSX6.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and XSX6.DE. For additional features, visit the drawdowns tool.
Volatility
IUSN.DE vs. XSX6.DE - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (IUSN.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 3.86% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.