ELCR.DE vs. IS3S.DE
ELCR.DE (Amundi MSCI Smart Mobility UCITS ETF (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - ELCR.DE tracks the MSCI ACWI IMI Future Mobility ESG Filtered Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, ELCR.DE returned 7.10%/yr vs 17.35%/yr for IS3S.DE. A 0.70 correlation means they provide meaningful diversification when combined. ELCR.DE charges 0.45%/yr vs 0.30%/yr for IS3S.DE.
Performance
ELCR.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ELCR.DE achieves a 15.74% return, which is significantly lower than IS3S.DE's 34.60% return.
ELCR.DE
- 1D
- 0.82%
- 1M
- -3.45%
- 6M
- 15.07%
- YTD
- 15.74%
- 1Y
- 38.26%
- 3Y*
- 12.52%
- 5Y*
- 7.10%
- 10Y*
- —
IS3S.DE
- 1D
- 0.98%
- 1M
- -1.31%
- 6M
- 33.80%
- YTD
- 34.60%
- 1Y
- 60.20%
- 3Y*
- 25.59%
- 5Y*
- 17.35%
- 10Y*
- 12.85%
ELCR.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ELCR.DE Amundi MSCI Smart Mobility UCITS ETF (Acc) | 15.74% | 15.42% | 20.30% | 11.10% | -32.41% | 42.04% | 63.97% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.60% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | 12.37% |
Correlation
The correlation between ELCR.DE and IS3S.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2020 | 0.70 |
The correlation between ELCR.DE and IS3S.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.
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Return for Risk
ELCR.DE vs. IS3S.DE — Risk / Return Rank
ELCR.DE
IS3S.DE
ELCR.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.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.
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.
| ELCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.71 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 9.83 | -6.49 |
| Martin ratioReturn relative to average drawdown | 8.37 | 34.53 | -26.16 |
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Drawdowns
ELCR.DE vs. IS3S.DE - Drawdown Comparison
The maximum ELCR.DE drawdown since its inception was -39.74%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for ELCR.DE and IS3S.DE.
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Drawdown Indicators
| ELCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.74% | -35.19% | -4.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -6.09% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -29.51% | -17.78% | -11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -39.74% | -17.78% | -21.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -4.74% | -2.80% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -17.22% | -6.93% | -10.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.56% | 1.74% | +2.82% |
Volatility
ELCR.DE vs. IS3S.DE - Volatility Comparison
Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.DE) has a higher volatility of 9.99% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.97%. This indicates that ELCR.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
| ELCR.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.99% | 5.97% | +4.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.36% | 12.71% | +4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.57% | 15.02% | +7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.19% | 14.07% | +11.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.55% | 16.62% | +8.93% |
ELCR.DE vs. IS3S.DE - Expense Ratio Comparison
ELCR.DE has a 0.45% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
ELCR.DE vs. IS3S.DE - Dividend Comparison
Neither ELCR.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
ELCR.DE and IS3S.DE have a correlation of 0.68, 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 0.45% for ELCR.DE.
ELCR.DE tracks MSCI ACWI IMI Future Mobility ESG Filtered Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for ELCR.DE and 0.30% for IS3S.DE.
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