PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
0700.HK vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

0700.HK vs. IS3S.DE

Last updated Jun 13, 2026

0700.HK (Tencent Holdings Ltd) is a stock, while IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value. Over the past 10 years, 0700.HK returned 12.18%/yr vs 13.45%/yr for IS3S.DE. At a 0.25 correlation, their price movements are largely independent.

Performance

0700.HK vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Tencent Holdings Ltd (0700.HK) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

0700.HK is traded in HKD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, 0700.HK achieves a -21.70% return, which is significantly lower than IS3S.DE's 33.54% return. Over the past 10 years, 0700.HK has underperformed IS3S.DE with an annualized return of 12.18%, while IS3S.DE has yielded a comparatively higher 13.45% annualized return.

0700.HK

1D
1.40%
1M
1.91%
YTD
-21.70%
6M
-23.86%
1Y
-8.04%
3Y*
11.44%
5Y*
-2.55%
10Y*
12.18%

IS3S.DE

1D
2.76%
1M
4.69%
YTD
33.54%
6M
36.16%
1Y
63.07%
3Y*
28.41%
5Y*
16.33%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

0700.HK vs. IS3S.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
0700.HK
Tencent Holdings Ltd		-21.70%44.90%43.26%-6.79%-24.29%-18.77%50.62%19.98%-22.47%114.55%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		33.54%41.53%4.43%19.26%-9.93%20.79%-4.41%18.79%-14.35%23.83%

Correlation

The correlation between 0700.HK and IS3S.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.17

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.25

The correlation between 0700.HK and IS3S.DE shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Tencent Holdings Ltd

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with 0700.HK:
0700.HK vs. 9988.HK0700.HK vs. AAPL0700.HK vs. 0857.HK0700.HK vs. 1211.HK0700.HK vs. BILI0700.HK vs. QQQ0700.HK vs. 0388.HK
Often compared with IS3S.DE:
IS3S.DE vs. XDEM.DEIS3S.DE vs. AVLVIS3S.DE vs. QDVX.DEIS3S.DE vs. IUSQ.DEIS3S.DE vs. SPWOIS3S.DE vs. GACA.DEIS3S.DE vs. AVUV

Return for Risk

0700.HK vs. IS3S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
0700.HK
0700.HK Risk / Return Rank: 3131
Overall Rank
0700.HK Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
0700.HK Sortino Ratio Rank: 2727
Sortino Ratio Rank
0700.HK Omega Ratio Rank: 2727
Omega Ratio Rank
0700.HK Calmar Ratio Rank: 3636
Calmar Ratio Rank
0700.HK Martin Ratio Rank: 3434
Martin Ratio Rank
IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
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.

0700.HK vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tencent Holdings Ltd (0700.HK) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.

0700.HKIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.28
3.96

-4.24

Sortino ratioReturn per unit of downside risk
-0.22
5.36

-5.58

Omega ratioGain probability vs. loss probability

0.98

1.70

-0.72

Calmar ratioReturn relative to maximum drawdown

-0.23

7.45

-7.68

Martin ratioReturn relative to average drawdown

-0.49

26.70

-27.19

0700.HK vs. IS3S.DE - Sharpe Ratio Comparison

The current 0700.HK Sharpe Ratio is -0.28, which is lower than the IS3S.DE Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of 0700.HK and IS3S.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.

Loading charts...

Drawdowns

0700.HK vs. IS3S.DE - Drawdown Comparison

The maximum 0700.HK drawdown since its inception was -72.79%, which is greater than IS3S.DE's maximum drawdown of -39.75%. Use the drawdown chart below to compare losses from any high point for 0700.HK and IS3S.DE.

Loading charts...

Drawdown Indicators

0700.HKIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.79%

-39.75%

-33.04%

Max Drawdown (1Y)

Largest decline over 1 year

-36.54%

-8.28%

-28.26%

Max Drawdown (3Y)

Largest decline over 3 years

-36.54%

-15.70%

-20.84%

Max Drawdown (5Y)

Largest decline over 5 years

-65.52%

-25.81%

-39.71%

Max Drawdown (10Y)

Largest decline over 10 years

-72.79%

-39.75%

-33.04%

Current Drawdown

Current decline from peak

-31.45%

-1.76%

-29.69%

Average Drawdown

Average peak-to-trough decline

-18.72%

-10.63%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.56%

2.32%

+14.24%

Volatility

0700.HK vs. IS3S.DE - Volatility Comparison

Tencent Holdings Ltd (0700.HK) has a higher volatility of 13.13% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 6.31%. This indicates that 0700.HK's price experiences larger fluctuations and is considered to be riskier than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

0700.HKIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

6.31%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

23.71%

12.91%

+10.80%

Volatility (1Y)

Calculated over the trailing 1-year period

29.61%

15.57%

+14.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.19%

15.87%

+23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.55%

17.62%

+17.93%

Dividends

0700.HK vs. IS3S.DE - Dividend Comparison

0700.HK's dividend yield for the trailing twelve months is around 1.14%, while IS3S.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
0700.HK
Tencent Holdings Ltd		1.14%0.75%0.82%0.82%0.50%0.38%0.23%0.29%0.31%0.16%0.27%0.26%
IS3S.DE
iShares Edge MSCI World Value Factor 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%

Frequently Asked Questions

0700.HK and IS3S.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for 0700.HK and IS3S.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer