PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XSVM vs. IUSN.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XSVM vs. IUSN.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE).

XSVM and IUSN.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005. IUSN.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap. It was launched on Mar 27, 2018. Both XSVM and IUSN.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XSVM vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Value with Momentum ETF (XSVM) and iShares MSCI World Small Cap UCITS ETF (IUSN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XSVM vs. IUSN.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XSVM
Invesco S&P SmallCap Value with Momentum ETF		6.63%7.47%2.30%20.20%-13.63%56.36%5.08%30.01%-11.32%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF		2.80%21.72%6.70%16.68%-18.57%15.40%15.62%26.33%-13.70%
Different Trading Currencies

XSVM is traded in USD, while IUSN.DE is traded in EUR. To make them comparable, the IUSN.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSVM achieves a 6.63% return, which is significantly higher than IUSN.DE's 2.80% return.

XSVM

1D
0.60%
1M
-2.33%
YTD
6.63%
6M
8.31%
1Y
22.91%
3Y*
12.18%
5Y*
6.23%
10Y*
12.22%

IUSN.DE

1D
3.01%
1M
-4.43%
YTD
2.80%
6M
6.59%
1Y
28.71%
3Y*
14.31%
5Y*
5.82%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco S&P SmallCap Value with Momentum ETF

iShares MSCI World Small Cap UCITS ETF

Often compared with XSVM:
XSVM vs. XSMOXSVM vs. AVUVXSVM vs. RWJXSVM vs. XSHQXSVM vs. SPHBXSVM vs. DGRSXSVM vs. RYPRX
Often compared with IUSN.DE:
IUSN.DE vs. VWCE.DEIUSN.DE vs. VSSIUSN.DE vs. ZPRV.DEIUSN.DE vs. ZPRS.DEIUSN.DE vs. EUNL.DEIUSN.DE vs. XSX6.DEIUSN.DE vs. VUAA.L

XSVM vs. IUSN.DE - Expense Ratio Comparison

XSVM has a 0.39% expense ratio, which is higher than IUSN.DE's 0.35% expense ratio.

XSVM
Invesco S&P SmallCap Value with Momentum ETF
IUSN.DE
iShares MSCI World Small Cap UCITS ETF

Return for Risk

XSVM vs. IUSN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSVM
XSVM Risk / Return Rank: 5858
Overall Rank
XSVM Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSVM Omega Ratio Rank: 5252
Omega Ratio Rank
XSVM Calmar Ratio Rank: 6666
Calmar Ratio Rank
XSVM Martin Ratio Rank: 5656
Martin Ratio Rank
IUSN.DE
IUSN.DE Risk / Return Rank: 6767
Overall Rank
IUSN.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 5858
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Value with Momentum ETF (XSVM) 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.

XSVMIUSN.DEDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.58

-0.55

Sortino ratio

Return per unit of downside risk

1.57

2.16

-0.59

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.10

Calmar ratio

Return relative to maximum drawdown

1.75

2.86

-1.11

Martin ratio

Return relative to average drawdown

5.69

10.80

-5.11

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSVM vs. IUSN.DE - Sharpe Ratio Comparison

The current XSVM Sharpe Ratio is 1.03, which is lower than the IUSN.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XSVM and IUSN.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

XSVMIUSN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.58

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.31

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.40

-0.06

Correlation

The correlation between XSVM and IUSN.DE is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XSVM vs. IUSN.DE - Dividend Comparison

XSVM's dividend yield for the trailing twelve months is around 1.99%, while IUSN.DE has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
XSVM
Invesco S&P SmallCap Value with Momentum ETF		1.99%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSVM vs. IUSN.DE - Drawdown Comparison

The maximum XSVM drawdown since its inception was -62.57%, which is greater than IUSN.DE's maximum drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for XSVM and IUSN.DE.

Loading graphics...

Drawdown Indicators

XSVMIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.57%

-40.23%

-22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-14.08%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-24.32%

-1.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

—

—

Current Drawdown

Current decline from peak

-5.23%

-3.89%

-1.34%

Average Drawdown

Average peak-to-trough decline

-11.65%

-7.16%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.18%

+1.93%

Volatility

XSVM vs. IUSN.DE - Volatility Comparison

The current volatility for Invesco S&P SmallCap Value with Momentum ETF (XSVM) is 5.34%, while iShares MSCI World Small Cap UCITS ETF (IUSN.DE) has a volatility of 5.97%. This indicates that XSVM experiences smaller price fluctuations and is considered to be less risky than IUSN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

XSVMIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

5.97%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

10.75%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.34%

18.15%

+4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.98%

18.29%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

19.69%

+5.38%