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1CS.MI vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

1CS.MI vs. IS3S.DE

Last updated Jun 5, 2026

1CS.MI (AXA SA) 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, 1CS.MI returned 13.16%/yr vs 12.98%/yr for IS3S.DE. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

1CS.MI vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA SA (1CS.MI) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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, 1CS.MI achieves a 0.98% return, which is significantly lower than IS3S.DE's 34.68% return. Both investments have delivered pretty close results over the past 10 years, with 1CS.MI having a 13.16% annualized return and IS3S.DE not far behind at 12.98%.

1CS.MI

1D
0.46%
1M
-0.68%
YTD
0.98%
6M
2.87%
1Y
0.18%
3Y*
19.78%
5Y*
18.23%
10Y*
13.16%

IS3S.DE

1D
2.88%
1M
5.58%
YTD
34.68%
6M
37.30%
1Y
63.13%
3Y*
25.47%
5Y*
17.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1CS.MI vs. IS3S.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
1CS.MI
AXA SA		0.98%27.07%23.08%18.99%6.46%42.27%-10.99%42.47%-20.11%8.41%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		34.68%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-10.32%7.66%

Correlation

The correlation between 1CS.MI and IS3S.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.30

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

0.41

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

0.49

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

0.55

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

0.57

Over the past year, the correlation between 1CS.MI and IS3S.DE has dropped to 0.30 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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AXA SA

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with 1CS.MI:
1CS.MI vs. KAP.IL1CS.MI vs. 1810.HK1CS.MI vs. ASML1CS.MI vs. AVGO1CS.MI vs. AMD1CS.MI vs. BABA1CS.MI vs. 0700.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

1CS.MI vs. IS3S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
1CS.MI
1CS.MI Risk / Return Rank: 3535
Overall Rank
1CS.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
1CS.MI Sortino Ratio Rank: 3232
Sortino Ratio Rank
1CS.MI Omega Ratio Rank: 3333
Omega Ratio Rank
1CS.MI Calmar Ratio Rank: 3737
Calmar Ratio Rank
1CS.MI Martin Ratio Rank: 3737
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.

1CS.MI vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA SA (1CS.MI) 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.

1CS.MIIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.07
4.29

-4.36

Sortino ratioReturn per unit of downside risk
0.07
5.83

-5.75

Omega ratioGain probability vs. loss probability

1.01

1.77

-0.76

Calmar ratioReturn relative to maximum drawdown

-0.13

10.20

-10.33

Martin ratioReturn relative to average drawdown

-0.23

37.08

-37.32

1CS.MI vs. IS3S.DE - Sharpe Ratio Comparison

The current 1CS.MI Sharpe Ratio is -0.07, which is lower than the IS3S.DE Sharpe Ratio of 4.29. The chart below compares the historical Sharpe Ratios of 1CS.MI 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.

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Drawdowns

1CS.MI vs. IS3S.DE - Drawdown Comparison

The maximum 1CS.MI drawdown since its inception was -81.45%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for 1CS.MI and IS3S.DE.

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Drawdown Indicators

1CS.MIIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-81.45%

-35.19%

-46.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.46%

-6.09%

-7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-17.78%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-17.78%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-51.02%

-35.19%

-15.83%

Current Drawdown

Current decline from peak

-3.74%

-1.26%

-2.48%

Average Drawdown

Average peak-to-trough decline

-22.07%

-6.96%

-15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

1.68%

+5.99%

Volatility

1CS.MI vs. IS3S.DE - Volatility Comparison

AXA SA (1CS.MI) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) have volatilities of 5.71% and 5.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

1CS.MIIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

5.87%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

12.05%

+6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

25.17%

14.51%

+10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

13.97%

+10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.28%

16.66%

+10.62%

Dividends

1CS.MI vs. IS3S.DE - Dividend Comparison

1CS.MI's dividend yield for the trailing twelve months is around 5.91%, while IS3S.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
1CS.MI
AXA SA		5.91%5.22%5.80%5.77%5.85%5.43%10.97%5.32%6.72%4.68%4.60%3.74%
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

1CS.MI and IS3S.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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