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3SUD.DE vs. IS3C.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 3SUD.DE and IS3C.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

3SUD.DE vs. IS3C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.05%
-2.57%
3SUD.DE
IS3C.DE

Key characteristics

Sharpe Ratio

3SUD.DE:

0.54

IS3C.DE:

-0.27

Sortino Ratio

3SUD.DE:

0.80

IS3C.DE:

-0.32

Omega Ratio

3SUD.DE:

1.10

IS3C.DE:

0.96

Calmar Ratio

3SUD.DE:

0.19

IS3C.DE:

-0.09

Martin Ratio

3SUD.DE:

2.69

IS3C.DE:

-1.09

Ulcer Index

3SUD.DE:

1.37%

IS3C.DE:

1.77%

Daily Std Dev

3SUD.DE:

6.77%

IS3C.DE:

7.19%

Max Drawdown

3SUD.DE:

-30.78%

IS3C.DE:

-30.78%

Current Drawdown

3SUD.DE:

-14.60%

IS3C.DE:

-20.92%

Returns By Period

In the year-to-date period, 3SUD.DE achieves a 3.68% return, which is significantly higher than IS3C.DE's -1.92% return.


3SUD.DE

YTD

3.68%

1M

-0.91%

6M

2.13%

1Y

3.69%

5Y*

-2.37%

10Y*

N/A

IS3C.DE

YTD

-1.92%

1M

-1.29%

6M

-0.42%

1Y

-1.74%

5Y*

-3.85%

10Y*

-0.26%

Compare stocks, funds, or ETFs

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


3SUD.DE vs. IS3C.DE - Expense Ratio Comparison

Both 3SUD.DE and IS3C.DE have an expense ratio of 0.50%.


3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
Expense ratio chart for 3SUD.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for IS3C.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

3SUD.DE vs. IS3C.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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.


Sharpe ratio
The chart of Sharpe ratio for 3SUD.DE, currently valued at -0.21, compared to the broader market0.002.004.00-0.21-0.68
The chart of Sortino ratio for 3SUD.DE, currently valued at -0.23, compared to the broader market-2.000.002.004.006.008.0010.00-0.23-0.89
The chart of Omega ratio for 3SUD.DE, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.90
The chart of Calmar ratio for 3SUD.DE, currently valued at -0.07, compared to the broader market0.005.0010.0015.00-0.07-0.23
The chart of Martin ratio for 3SUD.DE, currently valued at -0.65, compared to the broader market0.0020.0040.0060.0080.00100.00-0.65-1.88
3SUD.DE
IS3C.DE

The current 3SUD.DE Sharpe Ratio is 0.54, which is higher than the IS3C.DE Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of 3SUD.DE and IS3C.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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.21
-0.68
3SUD.DE
IS3C.DE

Dividends

3SUD.DE vs. IS3C.DE - Dividend Comparison

Neither 3SUD.DE nor IS3C.DE has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%0.26%

Drawdowns

3SUD.DE vs. IS3C.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, roughly equal to the maximum IS3C.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and IS3C.DE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-27.72%
-32.96%
3SUD.DE
IS3C.DE

Volatility

3SUD.DE vs. IS3C.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 3.42%, while iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a volatility of 3.65%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky than IS3C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
3.42%
3.65%
3SUD.DE
IS3C.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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