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

Performance

IWDA.L vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDA.L is traded in USD, while IUSN.DE is traded in EUR. To make them comparable, the IUSN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDA.L achieves a 8.48% return, which is significantly lower than IUSN.DE's 14.28% return.


IWDA.L

1D
2.15%
1M
-0.15%
YTD
8.48%
6M
9.90%
1Y
23.88%
3Y*
19.55%
5Y*
11.47%
10Y*
13.34%

IUSN.DE

1D
2.27%
1M
2.52%
YTD
14.28%
6M
14.65%
1Y
32.39%
3Y*
16.89%
5Y*
6.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
8.48%21.03%19.11%24.27%-18.11%22.19%16.06%27.13%-8.93%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
14.28%21.65%6.69%16.70%-18.51%15.41%15.53%26.44%-13.57%

Correlation

The correlation between IWDA.L and IUSN.DE is 0.81, 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

0.81

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

0.80

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

0.84

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

0.84

The correlation between IWDA.L and IUSN.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

IWDA.L vs. IUSN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWDA.L
IWDA.L Risk / Return Rank: 6969
Overall Rank
IWDA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 6666
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 7272
Martin Ratio Rank

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
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.

IWDA.L vs. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) and iShares MSCI World Small Cap UCITS ETF (IUSN.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.

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.


IWDA.LIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

2.80

3.47

-0.68

Martin ratioReturn relative to average drawdown

11.55

12.38

-0.83

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

The current IWDA.L Sharpe Ratio is 1.90, which is comparable to the IUSN.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IWDA.L and IUSN.DE, 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

IWDA.L vs. IUSN.DE - Drawdown Comparison

The maximum IWDA.L drawdown since its inception was -34.11%, smaller than the maximum IUSN.DE drawdown of -41.11%. Use the drawdown chart below to compare losses from any high point for IWDA.L and IUSN.DE.


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Drawdown Indicators


IWDA.LIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-41.11%

+7.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-9.02%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

-21.08%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-30.69%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

Current Drawdown

Current decline from peak

-1.65%

0.00%

-1.65%

Average Drawdown

Average peak-to-trough decline

-4.41%

-8.90%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.54%

-0.52%

Volatility

IWDA.L vs. IUSN.DE - Volatility Comparison

The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) is 3.96%, while iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a volatility of 4.54%. This indicates that IWDA.L experiences smaller price fluctuations and is considered to be less risky than IUSN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDA.LIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.54%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

10.99%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

14.87%

-2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

18.28%

-2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.92%

19.60%

-3.68%

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

IWDA.L has a 0.20% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

IWDA.L vs. IUSN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IWDA.L and IUSN.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDA.L is cheaper with a 0.20% expense ratio, compared with 0.35% for IUSN.DE.

IWDA.L tracks MSCI World Index (Net), while IUSN.DE tracks MSCI World Small Cap. Their fees differ too: 0.20% for IWDA.L and 0.35% for IUSN.DE.

Portfolio Optimizer

Find the right allocation for IWDA.L and IUSN.DE

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