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

Performance

SXRV.DE vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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, SXRV.DE achieves a 18.32% return, which is significantly higher than IUSN.DE's 16.07% return.


SXRV.DE

1D
2.58%
1M
1.10%
YTD
18.32%
6M
19.47%
1Y
36.52%
3Y*
23.37%
5Y*
17.72%
10Y*
21.19%

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)

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


2026 (YTD)20252024202320222021202020192018
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
18.32%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%2.76%
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 SXRV.DE and IUSN.DE is 0.66, 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

0.66

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

0.62

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

0.68

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

0.69

The correlation between SXRV.DE and IUSN.DE has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

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

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

SXRV.DE
SXRV.DE Risk / Return Rank: 7676
Overall Rank
SXRV.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6666
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.


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

-0.06

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.39

1.41

-0.02

Calmar ratioReturn relative to maximum drawdown

3.56

4.42

-0.87

Martin ratioReturn relative to average drawdown

10.45

16.61

-6.16

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

The current SXRV.DE Sharpe Ratio is 2.22, which is comparable to the IUSN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SXRV.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

SXRV.DE vs. IUSN.DE - Drawdown Comparison

The maximum SXRV.DE drawdown since its inception was -32.80%, smaller than the maximum IUSN.DE drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for SXRV.DE and IUSN.DE.


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Drawdown Indicators


SXRV.DEIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.80%

-40.27%

+7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-7.12%

-2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-26.69%

-24.25%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-31.33%

-24.25%

-7.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.33%

Current Drawdown

Current decline from peak

-2.68%

0.00%

-2.68%

Average Drawdown

Average peak-to-trough decline

-6.50%

-7.00%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

1.90%

+1.52%

Volatility

SXRV.DE vs. IUSN.DE - Volatility Comparison

iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a higher volatility of 5.34% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.90%. This indicates that SXRV.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


SXRV.DEIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.90%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

9.79%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

13.88%

+2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.90%

16.56%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

18.31%

+1.35%

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

SXRV.DE has a 0.36% expense ratio, which is higher than IUSN.DE's 0.35% expense ratio.


Dividends

SXRV.DE vs. IUSN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SXRV.DE and IUSN.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.36% for SXRV.DE.

SXRV.DE is categorized as Nasdaq-100, while IUSN.DE is Global Equities. SXRV.DE tracks NASDAQ-100 Index, while IUSN.DE tracks MSCI World Small Cap. Their fees differ too: 0.36% for SXRV.DE and 0.35% for IUSN.DE.

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