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SPYQ.DE vs. IUSN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYQ.DE vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) 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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Returns By Period

In the year-to-date period, SPYQ.DE achieves a 7.91% return, which is significantly lower than IUSN.DE's 16.07% return.


SPYQ.DE

1D
1.99%
1M
0.10%
YTD
7.91%
6M
9.26%
1Y
16.59%
3Y*
18.36%
5Y*
12.57%
10Y*
13.12%

IUSN.DE

1D
2.38%
1M
3.44%
YTD
16.07%
6M
16.37%
1Y
32.21%
3Y*
14.22%
5Y*
7.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYQ.DE vs. IUSN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPYQ.DE
SPDR MSCI Europe Industrials UCITS ETF
7.91%25.52%14.36%26.68%-16.54%28.05%4.02%37.55%-13.20%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
16.07%7.76%13.17%13.12%-13.76%25.29%5.24%29.17%-8.13%

Correlation

The correlation between SPYQ.DE and IUSN.DE is 0.71, 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

0.71

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

0.70

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

0.74

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

0.76

The correlation between SPYQ.DE and IUSN.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

SPYQ.DE vs. IUSN.DE — Risk / Return Rank

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

SPYQ.DE
SPYQ.DE Risk / Return Rank: 2727
Overall Rank
SPYQ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SPYQ.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPYQ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYQ.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SPYQ.DE Martin Ratio Rank: 3333
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.

SPYQ.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) 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.


SPYQ.DEIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.15

1.41

-0.26

Calmar ratioReturn relative to maximum drawdown

1.20

4.42

-3.22

Martin ratioReturn relative to average drawdown

4.36

16.61

-12.25

SPYQ.DE vs. IUSN.DE - Sharpe Ratio Comparison

The current SPYQ.DE Sharpe Ratio is 0.79, which is lower than the IUSN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SPYQ.DE 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

SPYQ.DE vs. IUSN.DE - Drawdown Comparison

The maximum SPYQ.DE drawdown since its inception was -41.44%, roughly equal to the maximum IUSN.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for SPYQ.DE and IUSN.DE.


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Drawdown Indicators


SPYQ.DEIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.44%

-40.27%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-7.12%

-6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

-24.25%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-24.25%

-4.95%

Max Drawdown (10Y)

Largest decline over 10 years

-41.44%

Current Drawdown

Current decline from peak

-3.52%

0.00%

-3.52%

Average Drawdown

Average peak-to-trough decline

-6.49%

-7.00%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

1.90%

+1.73%

Volatility

SPYQ.DE vs. IUSN.DE - Volatility Comparison

SPDR MSCI Europe Industrials UCITS ETF (SPYQ.DE) has a higher volatility of 6.20% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.90%. This indicates that SPYQ.DE's price experiences larger fluctuations and is considered to be riskier 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


SPYQ.DEIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

3.90%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

16.72%

9.79%

+6.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.93%

13.88%

+6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

16.56%

+2.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

18.31%

+1.30%

SPYQ.DE vs. IUSN.DE - Expense Ratio Comparison

SPYQ.DE has a 0.18% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

SPYQ.DE vs. IUSN.DE - Dividend Comparison

Neither SPYQ.DE nor IUSN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPYQ.DE and IUSN.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYQ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYQ.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for IUSN.DE.

SPYQ.DE is categorized as Industrials Equities, while IUSN.DE is Global Equities. SPYQ.DE tracks MSCI Europe Industrials 20/35 Capped, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYQ.DE and 0.35% for IUSN.DE.

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