3SUE.DE vs. KO

In the year-to-date period, 3SUE.DE achieves a -3.83% return, which is significantly lower than KO's 13.45% return.

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This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) and The Coca-Cola Company (KO). 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.

The current 3SUE.DE Sharpe Ratio is -0.06, which is lower than the KO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of 3SUE.DE and KO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

3SUE.DE's dividend yield for the trailing twelve months is around 2.39%, less than KO's 2.86% yield.

The maximum 3SUE.DE drawdown since its inception was -22.98%, smaller than the maximum KO drawdown of -68.22%. Use the drawdown chart below to compare losses from any high point for 3SUE.DE and KO.

The current volatility for iShares MSCI World Consumer Staples Sector ESG UCITS ETF USD Dist (3SUE.DE) is 2.73%, while The Coca-Cola Company (KO) has a volatility of 3.23%. This indicates that 3SUE.DE experiences smaller price fluctuations and is considered to be less risky than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.