SXRG.DE vs. IUSN.DE
SXRG.DE (iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)) and IUSN.DE (iShares MSCI World Small Cap UCITS ETF) are both exchange-traded funds - SXRG.DE is a Small Cap Blend Equities fund tracking the MSCI USA Small Cap ESG Enhanced Focus CTB, while IUSN.DE is a Global Equities fund tracking the MSCI World Small Cap. Both are passively managed. Over the past 5 years, SXRG.DE returned 7.64%/yr vs 8.07%/yr for IUSN.DE. With a 0.96 correlation, they move nearly in lockstep. SXRG.DE charges 0.43%/yr vs 0.35%/yr for IUSN.DE.
Performance
SXRG.DE vs. IUSN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRG.DE achieves a 16.26% return, which is significantly higher than IUSN.DE's 14.82% return.
SXRG.DE
- 1D
- 0.84%
- 1M
- 4.42%
- YTD
- 16.26%
- 6M
- 16.37%
- 1Y
- 31.93%
- 3Y*
- 13.50%
- 5Y*
- 7.64%
- 10Y*
- 10.73%
IUSN.DE
- 1D
- 0.51%
- 1M
- 3.94%
- YTD
- 14.82%
- 6M
- 15.82%
- 1Y
- 30.05%
- 3Y*
- 14.95%
- 5Y*
- 8.07%
- 10Y*
- —
SXRG.DE vs. IUSN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SXRG.DE iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) | 16.26% | -1.21% | 15.85% | 13.82% | -12.53% | 29.74% | 6.96% | 30.76% | -5.86% |
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% |
Correlation
The correlation between SXRG.DE and IUSN.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.96 |
The correlation between SXRG.DE and IUSN.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
SXRG.DE vs. IUSN.DE — Risk / Return Rank
SXRG.DE
IUSN.DE
SXRG.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.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.
| SXRG.DE | IUSN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 4.20 | +0.95 |
| Martin ratioReturn relative to average drawdown | 15.48 | 15.62 | -0.14 |
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
| SXRG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.19 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.48 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.53 | -0.01 |
Drawdowns
SXRG.DE vs. IUSN.DE - Drawdown Comparison
The maximum SXRG.DE drawdown since its inception was -41.79%, roughly equal to the maximum IUSN.DE drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for SXRG.DE and IUSN.DE.
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Drawdown Indicators
| SXRG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -40.23% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -7.12% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | -31.54% | -24.32% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.54% | -24.32% | -7.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -7.03% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.92% | +0.14% |
Volatility
SXRG.DE vs. IUSN.DE - Volatility Comparison
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc) (SXRG.DE) has a higher volatility of 3.75% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.46%. This indicates that SXRG.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
| SXRG.DE | IUSN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.46% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 9.56% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 13.64% | +2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.72% | 16.53% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.35% | 18.31% | +2.04% |
SXRG.DE vs. IUSN.DE - Expense Ratio Comparison
SXRG.DE has a 0.43% expense ratio, which is higher than IUSN.DE's 0.35% expense ratio.
Dividends
SXRG.DE vs. IUSN.DE - Dividend Comparison
Neither SXRG.DE nor IUSN.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SXRG.DE and IUSN.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, 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 0.43% for SXRG.DE.
SXRG.DE is categorized as Small Cap Blend Equities, while IUSN.DE is Global Equities. SXRG.DE tracks MSCI USA Small Cap ESG Enhanced Focus CTB, while IUSN.DE tracks MSCI World Small Cap. Their fees differ too: 0.43% for SXRG.DE and 0.35% for IUSN.DE.
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