EXH5.DE vs. IS3N.DE
EXH5.DE (iShares STOXX Europe 600 Insurance UCITS ETF (DE)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - EXH5.DE is a Financials Equities fund tracking the STOXX® Europe 600 Insurance, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 10 years, EXH5.DE returned 11.04%/yr vs 10.00%/yr for IS3N.DE. A 0.52 correlation means they provide meaningful diversification when combined. EXH5.DE charges 0.46%/yr vs 0.18%/yr for IS3N.DE.
Performance
EXH5.DE vs. IS3N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXH5.DE achieves a -2.53% return, which is significantly lower than IS3N.DE's 25.82% return. Over the past 10 years, EXH5.DE has outperformed IS3N.DE with an annualized return of 11.04%, while IS3N.DE has yielded a comparatively lower 10.00% annualized return.
EXH5.DE
- 1D
- 0.28%
- 1M
- -1.38%
- YTD
- -2.53%
- 6M
- 2.36%
- 1Y
- 2.81%
- 3Y*
- 18.16%
- 5Y*
- 13.96%
- 10Y*
- 11.04%
IS3N.DE
- 1D
- -1.45%
- 1M
- 5.25%
- YTD
- 25.82%
- 6M
- 27.45%
- 1Y
- 46.76%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
EXH5.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | -2.53% | 29.72% | 22.68% | 12.56% | 3.63% | 19.44% | -10.66% | 30.48% | -7.15% | 11.47% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between EXH5.DE and IS3N.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 | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2014 | 0.52 |
Over the past year, the correlation between EXH5.DE and IS3N.DE has dropped to 0.28 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
EXH5.DE vs. IS3N.DE — Risk / Return Rank
EXH5.DE
IS3N.DE
EXH5.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.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.
| EXH5.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.50 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.49 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 4.42 | -4.05 |
| Martin ratioReturn relative to average drawdown | 0.78 | 16.00 | -15.22 |
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
| EXH5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 2.69 | -2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.53 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.55 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.44 | -0.13 |
Drawdowns
EXH5.DE vs. IS3N.DE - Drawdown Comparison
The maximum EXH5.DE drawdown since its inception was -73.44%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for EXH5.DE and IS3N.DE.
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Drawdown Indicators
| EXH5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.44% | -35.06% | -38.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.40% | -10.52% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.31% | -19.17% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -22.01% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -46.55% | -32.51% | -14.04% |
Current DrawdownCurrent decline from peak | -5.47% | -2.49% | -2.98% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -9.30% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.91% | +0.66% |
Volatility
EXH5.DE vs. IS3N.DE - Volatility Comparison
The current volatility for iShares STOXX Europe 600 Insurance UCITS ETF (DE) (EXH5.DE) is 4.83%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that EXH5.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXH5.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 7.16% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.66% | 14.69% | -3.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 17.32% | -2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.59% | 16.19% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 18.04% | +1.89% |
EXH5.DE vs. IS3N.DE - Expense Ratio Comparison
EXH5.DE has a 0.46% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.
Dividends
EXH5.DE vs. IS3N.DE - Dividend Comparison
EXH5.DE's dividend yield for the trailing twelve months is around 3.48%, while IS3N.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH5.DE iShares STOXX Europe 600 Insurance UCITS ETF (DE) | 3.48% | 3.39% | 3.59% | 3.79% | 4.51% | 3.56% | 2.52% | 3.84% | 4.03% | 4.87% | 4.34% | 3.67% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 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
EXH5.DE and IS3N.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.
On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for EXH5.DE.
EXH5.DE is categorized as Financials Equities, while IS3N.DE is Emerging Markets Equities. EXH5.DE tracks STOXX® Europe 600 Insurance, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.46% for EXH5.DE and 0.18% for IS3N.DE.
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