IUSN.DE vs. ZPRR.DE
IUSN.DE (iShares MSCI World Small Cap UCITS ETF) and ZPRR.DE (SPDR Russell 2000 US Small Cap UCITS ETF) are both exchange-traded funds - IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap, while ZPRR.DE is a Small Cap Blend Equities fund tracking the Russell 2000®. Both are passively managed. Over the past 5 years, IUSN.DE returned 8.07%/yr vs 7.11%/yr for ZPRR.DE. Their correlation of 0.95 suggests significant overlap in exposure. IUSN.DE charges 0.35%/yr vs 0.30%/yr for ZPRR.DE.
Performance
IUSN.DE vs. ZPRR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSN.DE achieves a 14.82% return, which is significantly lower than ZPRR.DE's 17.93% 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*
- —
ZPRR.DE
- 1D
- 0.93%
- 1M
- 3.07%
- YTD
- 17.93%
- 6M
- 16.66%
- 1Y
- 38.27%
- 3Y*
- 15.40%
- 5Y*
- 7.11%
- 10Y*
- 10.37%
IUSN.DE vs. ZPRR.DE - 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% |
ZPRR.DE SPDR Russell 2000 US Small Cap UCITS ETF | 17.93% | 1.37% | 15.82% | 14.82% | -16.60% | 25.11% | 8.22% | 28.97% | -7.45% |
Correlation
The correlation between IUSN.DE and ZPRR.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.95 |
The correlation between IUSN.DE and ZPRR.DE has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.
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Return for Risk
IUSN.DE vs. ZPRR.DE — Risk / Return Rank
IUSN.DE
ZPRR.DE
IUSN.DE vs. ZPRR.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 SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.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.
| IUSN.DE | ZPRR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 4.53 | -0.33 |
| Martin ratioReturn relative to average drawdown | 15.62 | 13.24 | +2.37 |
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 | ZPRR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.10 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.33 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Drawdowns
IUSN.DE vs. ZPRR.DE - Drawdown Comparison
The maximum IUSN.DE drawdown since its inception was -40.23%, roughly equal to the maximum ZPRR.DE drawdown of -41.20%. Use the drawdown chart below to compare losses from any high point for IUSN.DE and ZPRR.DE.
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Drawdown Indicators
| IUSN.DE | ZPRR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.23% | -41.20% | +0.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -8.44% | +1.32% |
Max Drawdown (3Y)Largest decline over 3 years | -24.32% | -32.54% | +8.22% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -32.54% | +8.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.20% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -9.39% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 2.90% | -0.98% |
Volatility
IUSN.DE vs. ZPRR.DE - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (IUSN.DE) is 3.46%, while SPDR Russell 2000 US Small Cap UCITS ETF (ZPRR.DE) has a volatility of 5.38%. This indicates that IUSN.DE experiences smaller price fluctuations and is considered to be less risky than ZPRR.DE 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 | ZPRR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.38% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 12.26% | -2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 18.20% | -4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.53% | 20.98% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 21.60% | -3.29% |
IUSN.DE vs. ZPRR.DE - Expense Ratio Comparison
IUSN.DE has a 0.35% expense ratio, which is higher than ZPRR.DE's 0.30% expense ratio.
Dividends
IUSN.DE vs. ZPRR.DE - Dividend Comparison
Neither IUSN.DE nor ZPRR.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, IUSN.DE and ZPRR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZPRR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPRR.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.
IUSN.DE is categorized as Global Equities, while ZPRR.DE is Small Cap Blend Equities. IUSN.DE tracks MSCI World Small Cap, while ZPRR.DE tracks Russell 2000®. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for IUSN.DE and 0.30% for ZPRR.DE.
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