ABEA.DE vs. IS3S.DE
ABEA.DE (Alphabet Inc Class A) 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, ABEA.DE returned 25.83%/yr vs 12.60%/yr for IS3S.DE. At a 0.49 correlation, their price movements are largely independent.
Performance
ABEA.DE vs. IS3S.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ABEA.DE achieves a 19.53% return, which is significantly lower than IS3S.DE's 35.27% return. Over the past 10 years, ABEA.DE has outperformed IS3S.DE with an annualized return of 25.83%, while IS3S.DE has yielded a comparatively lower 12.60% annualized return.
ABEA.DE
- 1D
- 2.83%
- 1M
- -5.52%
- YTD
- 19.53%
- 6M
- 15.76%
- 1Y
- 115.20%
- 3Y*
- 39.22%
- 5Y*
- 26.69%
- 10Y*
- 25.83%
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
ABEA.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 19.53% | 46.65% | 44.40% | 54.77% | -36.92% | 80.66% | 18.64% | 31.56% | 4.53% | 16.33% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between ABEA.DE and IS3S.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.49 |
Over the past year, the correlation between ABEA.DE and IS3S.DE has dropped to 0.28 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ABEA.DE vs. IS3S.DE — Risk / Return Rank
ABEA.DE
IS3S.DE
ABEA.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc Class A (ABEA.DE) 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.
| ABEA.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.83 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 6.78 | 10.36 | -3.58 |
| Martin ratioReturn relative to average drawdown | 22.68 | 39.01 | -16.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ABEA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | 4.53 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 1.24 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | 0.79 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.68 | +0.16 |
Drawdowns
ABEA.DE vs. IS3S.DE - Drawdown Comparison
The maximum ABEA.DE drawdown since its inception was -60.31%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for ABEA.DE and IS3S.DE.
Loading charts...
Drawdown Indicators
| ABEA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.31% | -35.18% | -25.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.39% | -6.09% | -11.30% |
Max Drawdown (3Y)Largest decline over 3 years | -33.71% | -17.80% | -15.91% |
Max Drawdown (5Y)Largest decline over 5 years | -38.63% | -17.80% | -20.83% |
Max Drawdown (10Y)Largest decline over 10 years | -38.63% | -35.18% | -3.45% |
Current DrawdownCurrent decline from peak | -8.18% | -0.83% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -12.11% | -5.82% | -6.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.21% | 1.62% | +3.59% |
Volatility
ABEA.DE vs. IS3S.DE - Volatility Comparison
Alphabet Inc Class A (ABEA.DE) has a higher volatility of 7.65% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.62%. This indicates that ABEA.DE'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
| ABEA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 5.62% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 11.32% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.70% | 13.93% | +13.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.64% | 13.85% | +15.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.73% | 15.76% | +11.97% |
Dividends
ABEA.DE vs. IS3S.DE - Dividend Comparison
ABEA.DE's dividend yield for the trailing twelve months is around 0.23%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ABEA.DE Alphabet Inc Class A | 0.23% | 0.27% | 0.30% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ABEA.DE and IS3S.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ABEA.DE 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