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WIND.AS vs. IUSN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WIND.AS vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Industrials UCITS ETF (WIND.AS) 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, WIND.AS achieves a 12.26% return, which is significantly lower than IUSN.DE's 14.24% return.


WIND.AS

1D
0.50%
1M
2.23%
YTD
12.26%
6M
14.77%
1Y
20.04%
3Y*
18.24%
5Y*
12.43%
10Y*
12.19%

IUSN.DE

1D
-0.33%
1M
4.36%
YTD
14.24%
6M
16.02%
1Y
29.47%
3Y*
14.67%
5Y*
7.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WIND.AS vs. IUSN.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WIND.AS
SPDR MSCI World Industrials UCITS ETF
12.26%11.18%20.83%19.00%-7.88%25.94%2.18%29.89%-7.37%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
14.24%7.82%13.17%13.11%-13.82%25.28%5.33%29.05%-8.27%

Correlation

The correlation between WIND.AS and IUSN.DE is 0.80, 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

0.80

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

0.83

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.84

The correlation between WIND.AS 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

WIND.AS vs. IUSN.DE — Risk / Return Rank

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

WIND.AS
WIND.AS Risk / Return Rank: 4141
Overall Rank
WIND.AS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WIND.AS Sortino Ratio Rank: 4040
Sortino Ratio Rank
WIND.AS Omega Ratio Rank: 3939
Omega Ratio Rank
WIND.AS Calmar Ratio Rank: 4343
Calmar Ratio Rank
WIND.AS Martin Ratio Rank: 4646
Martin Ratio Rank

IUSN.DE
IUSN.DE Risk / Return Rank: 7070
Overall Rank
IUSN.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 7878
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.

WIND.AS vs. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Industrials UCITS ETF (WIND.AS) 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.


WIND.ASIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.77

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.25

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.13

4.12

-2.00

Martin ratioReturn relative to average drawdown

7.69

15.32

-7.63

WIND.AS vs. IUSN.DE - Sharpe Ratio Comparison

The current WIND.AS Sharpe Ratio is 1.38, which is lower than the IUSN.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of WIND.AS 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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Sharpe Ratios by Period


WIND.ASIUSN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

2.15

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.48

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.53

+0.13

Drawdowns

WIND.AS vs. IUSN.DE - Drawdown Comparison

The maximum WIND.AS drawdown since its inception was -38.13%, smaller than the maximum IUSN.DE drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for WIND.AS and IUSN.DE.


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Drawdown Indicators


WIND.ASIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.13%

-40.23%

+2.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.31%

-7.12%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.94%

-24.32%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-24.32%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-38.13%

Current Drawdown

Current decline from peak

-0.92%

-0.33%

-0.59%

Average Drawdown

Average peak-to-trough decline

-5.28%

-7.03%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

1.92%

+0.65%

Volatility

WIND.AS vs. IUSN.DE - Volatility Comparison

SPDR MSCI World Industrials UCITS ETF (WIND.AS) has a higher volatility of 4.69% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.67%. This indicates that WIND.AS'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


WIND.ASIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

3.67%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.66%

9.57%

+2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

13.69%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.18%

16.52%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

18.32%

+0.41%

WIND.AS vs. IUSN.DE - Expense Ratio Comparison

WIND.AS has a 0.30% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

WIND.AS vs. IUSN.DE - Dividend Comparison

Neither WIND.AS nor IUSN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WIND.AS and IUSN.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WIND.AS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WIND.AS is cheaper with a 0.30% expense ratio, compared with 0.35% for IUSN.DE.

WIND.AS is categorized as Industrials Equities, while IUSN.DE is Global Equities. WIND.AS tracks MSCI World/Materials NR USD, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WIND.AS and 0.35% for IUSN.DE.

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