XDEV.DE vs. IUSN.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and IUSN.DE (iShares MSCI World Small Cap UCITS ETF) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while IUSN.DE tracks the MSCI World Small Cap. Both are passively managed. Over the past 5 years, XDEV.DE returned 17.56%/yr vs 7.96%/yr for IUSN.DE. Their correlation of 0.84 suggests significant overlap in exposure. XDEV.DE charges 0.25%/yr vs 0.35%/yr for IUSN.DE.
Performance
XDEV.DE vs. IUSN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than IUSN.DE's 14.24% return.
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
IUSN.DE
- 1D
- -0.33%
- 1M
- 4.36%
- YTD
- 14.24%
- 6M
- 16.02%
- 1Y
- 29.47%
- 3Y*
- 14.67%
- 5Y*
- 7.96%
- 10Y*
- —
XDEV.DE vs. IUSN.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -9.50% |
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 XDEV.DE 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 | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.84 |
The correlation between XDEV.DE 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
XDEV.DE vs. IUSN.DE — Risk / Return Rank
XDEV.DE
IUSN.DE
XDEV.DE vs. IUSN.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| XDEV.DE | IUSN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.48 | ||
| Sortino ratioReturn per unit of downside risk | +3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.39 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 4.12 | +6.48 |
| Martin ratioReturn relative to average drawdown | 39.99 | 15.32 | +24.67 |
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
| XDEV.DE | IUSN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 2.15 | +2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.48 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.53 | +0.18 |
Drawdowns
XDEV.DE vs. IUSN.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, smaller than the maximum IUSN.DE drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and IUSN.DE.
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Drawdown Indicators
| XDEV.DE | IUSN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -40.23% | +4.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -7.12% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -24.32% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -24.32% | +6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | — | — |
Current DrawdownCurrent decline from peak | -0.18% | -0.33% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -7.03% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.92% | -0.31% |
Volatility
XDEV.DE vs. IUSN.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a higher volatility of 5.66% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.67%. This indicates that XDEV.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
| XDEV.DE | IUSN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 3.67% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 9.57% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 13.69% | +0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 16.52% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 18.32% | -2.42% |
XDEV.DE vs. IUSN.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.
Dividends
XDEV.DE vs. IUSN.DE - Dividend Comparison
Neither XDEV.DE nor IUSN.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE 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, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for IUSN.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while IUSN.DE tracks MSCI World Small Cap. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.35% for IUSN.DE.
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