AYEM.DE vs. IS3N.DE
Compare and contrast key facts about iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE).
AYEM.DE and IS3N.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AYEM.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets IMI ESG Screened. It was launched on Oct 19, 2018. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. Both AYEM.DE and IS3N.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AYEM.DE vs. IS3N.DE - Performance Comparison
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AYEM.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEM.DE iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 5.51% | 17.51% | 14.02% | 6.81% | -14.64% | 6.10% | 7.92% | 21.67% | 1.83% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 5.98% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | 1.79% |
Returns By Period
In the year-to-date period, AYEM.DE achieves a 5.51% return, which is significantly lower than IS3N.DE's 5.98% return.
AYEM.DE
- 1D
- 3.18%
- 1M
- -6.19%
- YTD
- 5.51%
- 6M
- 9.04%
- 1Y
- 23.72%
- 3Y*
- 13.82%
- 5Y*
- 4.56%
- 10Y*
- —
IS3N.DE
- 1D
- 3.44%
- 1M
- -5.31%
- YTD
- 5.98%
- 6M
- 9.26%
- 1Y
- 24.80%
- 3Y*
- 13.99%
- 5Y*
- 5.05%
- 10Y*
- 8.23%
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AYEM.DE vs. IS3N.DE - Expense Ratio Comparison
Both AYEM.DE and IS3N.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
AYEM.DE vs. IS3N.DE — Risk / Return Rank
AYEM.DE
IS3N.DE
AYEM.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.
| AYEM.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.37 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.86 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.26 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 2.37 | -0.16 |
Martin ratioReturn relative to average drawdown | 7.98 | 8.26 | -0.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AYEM.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.37 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.32 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.36 | +0.09 |
Correlation
The correlation between AYEM.DE and IS3N.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.
Dividends
AYEM.DE vs. IS3N.DE - Dividend Comparison
Neither AYEM.DE nor IS3N.DE has paid dividends to shareholders.
Drawdowns
AYEM.DE vs. IS3N.DE - Drawdown Comparison
The maximum AYEM.DE drawdown since its inception was -31.19%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and IS3N.DE.
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Drawdown Indicators
| AYEM.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -35.06% | +3.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -13.67% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -22.01% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.51% | — |
Current DrawdownCurrent decline from peak | -8.18% | -7.44% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -9.41% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.07% | -0.01% |
Volatility
AYEM.DE vs. IS3N.DE - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) have volatilities of 7.44% and 7.46%, 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
| AYEM.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.44% | 7.46% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 13.01% | 12.71% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 18.00% | -0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.92% | 15.71% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 17.88% | +0.57% |