DTEGY vs. IS3S.DE
DTEGY (Deutsche Telekom AG ADR) 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, DTEGY returned 12.47%/yr vs 13.34%/yr for IS3S.DE. At a 0.41 correlation, their price movements are largely independent.
Performance
DTEGY vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
DTEGY is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DTEGY achieves a 4.12% return, which is significantly lower than IS3S.DE's 32.61% return. Over the past 10 years, DTEGY has underperformed IS3S.DE with an annualized return of 12.47%, while IS3S.DE has yielded a comparatively higher 13.34% annualized return.
DTEGY
- 1D
- 0.95%
- 1M
- 2.20%
- YTD
- 4.12%
- 6M
- 7.95%
- 1Y
- -3.93%
- 3Y*
- 21.29%
- 5Y*
- 13.28%
- 10Y*
- 12.47%
IS3S.DE
- 1D
- 2.78%
- 1M
- 4.65%
- YTD
- 32.61%
- 6M
- 35.27%
- 1Y
- 63.36%
- 3Y*
- 28.40%
- 5Y*
- 16.11%
- 10Y*
- 13.34%
DTEGY vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 4.12% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 32.61% | 41.27% | 5.00% | 19.27% | -10.05% | 20.07% | -3.98% | 19.43% | -14.53% | 22.88% |
Correlation
The correlation between DTEGY and IS3S.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.41 |
The correlation between DTEGY and IS3S.DE shifts across timeframes, from 0.24 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTEGY vs. IS3S.DE — Risk / Return Rank
DTEGY
IS3S.DE
DTEGY vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) 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.
| DTEGY | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.21 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.70 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 7.30 | -7.58 |
| Martin ratioReturn relative to average drawdown | -0.50 | 26.46 | -26.95 |
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Drawdowns
DTEGY vs. IS3S.DE - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, roughly equal to the maximum IS3S.DE drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for DTEGY and IS3S.DE.
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Drawdown Indicators
| DTEGY | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -39.27% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.68% | -8.49% | -11.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.44% | -15.59% | -5.85% |
Max Drawdown (5Y)Largest decline over 5 years | -25.85% | -26.37% | +0.52% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -39.27% | -0.91% |
Current DrawdownCurrent decline from peak | -15.47% | -1.73% | -13.74% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -10.71% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.10% | 2.35% | +8.75% |
Volatility
DTEGY vs. IS3S.DE - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 7.35% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 6.30%. This indicates that DTEGY'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.
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Volatility by Period
| DTEGY | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 6.30% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.94% | 12.87% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 15.56% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 15.89% | +5.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.70% | 17.65% | +4.05% |
Dividends
DTEGY vs. IS3S.DE - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.51%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 3.51% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
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
DTEGY and IS3S.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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