ECLM.DE vs. IS3S.DE
ECLM.DE (HANetf iClima Global Decarbonisation Enablers UCITS ETF) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - ECLM.DE tracks the iClima Global Decarbonisation Enablers while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, ECLM.DE returned -0.34%/yr vs 17.35%/yr for IS3S.DE. A 0.73 correlation means they provide meaningful diversification when combined. ECLM.DE charges 0.65%/yr vs 0.30%/yr for IS3S.DE.
Performance
ECLM.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECLM.DE achieves a 18.15% return, which is significantly lower than IS3S.DE's 35.27% return.
ECLM.DE
- 1D
- -1.47%
- 1M
- 5.70%
- YTD
- 18.15%
- 6M
- 17.28%
- 1Y
- 37.06%
- 3Y*
- 4.30%
- 5Y*
- -0.34%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
ECLM.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECLM.DE HANetf iClima Global Decarbonisation Enablers UCITS ETF | 18.15% | 12.83% | -11.47% | 1.02% | -23.37% | 14.89% | 7.80% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | 0.08% |
Correlation
The correlation between ECLM.DE and IS3S.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2020 | 0.73 |
The correlation between ECLM.DE and IS3S.DE has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
ECLM.DE vs. IS3S.DE — Risk / Return Rank
ECLM.DE
IS3S.DE
ECLM.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.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.
| ECLM.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -4.11 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.83 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 10.36 | -8.49 |
| Martin ratioReturn relative to average drawdown | 3.63 | 39.01 | -35.38 |
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
| ECLM.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 4.53 | -3.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.01 | 1.24 | -1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.68 | -0.59 |
Drawdowns
ECLM.DE vs. IS3S.DE - Drawdown Comparison
The maximum ECLM.DE drawdown since its inception was -49.88%, 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 ECLM.DE and IS3S.DE.
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Drawdown Indicators
| ECLM.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.88% | -35.18% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -19.77% | -6.09% | -13.68% |
Max Drawdown (3Y)Largest decline over 3 years | -36.17% | -17.80% | -18.37% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -17.80% | -32.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -16.23% | -0.83% | -15.40% |
Average DrawdownAverage peak-to-trough decline | -24.19% | -5.82% | -18.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.19% | 1.62% | +8.57% |
Volatility
ECLM.DE vs. IS3S.DE - Volatility Comparison
HANetf iClima Global Decarbonisation Enablers UCITS ETF (ECLM.DE) has a higher volatility of 6.50% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.62%. This indicates that ECLM.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.
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Volatility by Period
| ECLM.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.62% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 11.32% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.64% | 13.93% | +14.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.04% | 13.85% | +9.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 15.76% | +7.59% |
ECLM.DE vs. IS3S.DE - Expense Ratio Comparison
ECLM.DE has a 0.65% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
ECLM.DE vs. IS3S.DE - Dividend Comparison
Neither ECLM.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
ECLM.DE and IS3S.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for ECLM.DE.
ECLM.DE tracks iClima Global Decarbonisation Enablers, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: HANetf and iShares. Their fees differ too: 0.65% for ECLM.DE and 0.30% for IS3S.DE.
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