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EXSI.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXSI.DE vs. IS3N.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than IS3N.DE's 25.82% return. Both investments have delivered pretty close results over the past 10 years, with EXSI.DE having a 10.25% annualized return and IS3N.DE not far behind at 10.00%.


EXSI.DE

1D
0.58%
1M
1.93%
YTD
8.62%
6M
10.56%
1Y
17.50%
3Y*
16.11%
5Y*
10.60%
10Y*
10.25%

IS3N.DE

1D
-1.45%
1M
3.11%
YTD
25.82%
6M
26.34%
1Y
45.77%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSI.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXSI.DE
iShares EURO STOXX UCITS ETF (DE)
8.62%25.17%9.26%18.57%-11.66%22.41%0.51%28.04%-13.03%13.60%
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 EXSI.DE and IS3N.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.66

The correlation between EXSI.DE and IS3N.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

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Return for Risk

EXSI.DE vs. IS3N.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXSI.DE
EXSI.DE Risk / Return Rank: 3636
Overall Rank
EXSI.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EXSI.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EXSI.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EXSI.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXSI.DE Martin Ratio Rank: 4040
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXSI.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.


EXSI.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

1.23

1.49

-0.26

Calmar ratioReturn relative to maximum drawdown

1.70

4.42

-2.72

Martin ratioReturn relative to average drawdown

6.24

16.00

-9.77

EXSI.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current EXSI.DE Sharpe Ratio is 1.23, which is lower than the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of EXSI.DE and IS3N.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXSI.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

2.69

-1.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.53

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.55

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.44

-0.06

Drawdowns

EXSI.DE vs. IS3N.DE - Drawdown Comparison

The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and IS3N.DE.


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Drawdown Indicators


EXSI.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.71%

-35.06%

-24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.46%

-10.52%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-19.17%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-22.01%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.17%

-32.51%

-5.66%

Current Drawdown

Current decline from peak

-0.45%

-2.49%

+2.04%

Average Drawdown

Average peak-to-trough decline

-14.00%

-9.30%

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.91%

-0.05%

Volatility

EXSI.DE vs. IS3N.DE - Volatility Comparison

The current volatility for iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) is 4.42%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that EXSI.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


EXSI.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

7.16%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

14.69%

-2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.50%

17.32%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

16.19%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

18.04%

-0.84%

EXSI.DE vs. IS3N.DE - Expense Ratio Comparison

EXSI.DE has a 0.20% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXSI.DE vs. IS3N.DE - Dividend Comparison

EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, while IS3N.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXSI.DE
iShares EURO STOXX UCITS ETF (DE)
2.27%2.45%2.76%2.67%2.63%2.12%1.61%2.67%2.88%3.90%3.18%2.86%
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


EXSI.DE and IS3N.DE have a correlation of 0.65, 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 0.20% for EXSI.DE.

EXSI.DE is categorized as Europe Equities, while IS3N.DE is Emerging Markets Equities. EXSI.DE tracks EURO STOXX®, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.20% for EXSI.DE and 0.18% for IS3N.DE.

Portfolio Optimizer

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