PortfoliosLab logoPortfoliosLab logo
EXV3.DE vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV3.DE vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXV3.DE achieves a 26.47% return, which is significantly higher than IS3R.DE's 22.51% return. Over the past 10 years, EXV3.DE has underperformed IS3R.DE with an annualized return of 13.13%, while IS3R.DE has yielded a comparatively higher 15.31% annualized return.


EXV3.DE

1D
0.92%
1M
13.28%
YTD
26.47%
6M
24.68%
1Y
24.83%
3Y*
14.18%
5Y*
8.93%
10Y*
13.13%

IS3R.DE

1D
-1.01%
1M
6.72%
YTD
22.51%
6M
23.47%
1Y
31.36%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV3.DE vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV3.DE
iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist
26.47%4.04%6.38%32.39%-27.81%33.97%14.00%38.03%-10.19%20.50%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.37%37.95%8.09%-13.60%24.50%16.41%31.50%0.27%16.07%

Correlation

The correlation between EXV3.DE and IS3R.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

0.67

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

0.63

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

0.68

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.68

The correlation between EXV3.DE and IS3R.DE has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXV3.DE vs. IS3R.DE — Risk / Return Rank

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

EXV3.DE
EXV3.DE Risk / Return Rank: 3131
Overall Rank
EXV3.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EXV3.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EXV3.DE Omega Ratio Rank: 3030
Omega Ratio Rank
EXV3.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXV3.DE Martin Ratio Rank: 3030
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
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.

EXV3.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.


EXV3.DEIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.20

1.34

-0.14

Calmar ratioReturn relative to maximum drawdown

1.70

3.48

-1.78

Martin ratioReturn relative to average drawdown

4.42

13.30

-8.88

EXV3.DE vs. IS3R.DE - Sharpe Ratio Comparison

The current EXV3.DE Sharpe Ratio is 1.09, which is lower than the IS3R.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EXV3.DE and IS3R.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.


Loading charts...

Sharpe Ratios by Period


EXV3.DEIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.84

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.84

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.88

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.85

-0.67

Drawdowns

EXV3.DE vs. IS3R.DE - Drawdown Comparison

The maximum EXV3.DE drawdown since its inception was -71.35%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for EXV3.DE and IS3R.DE.


Loading charts...

Drawdown Indicators


EXV3.DEIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.35%

-30.77%

-40.58%

Max Drawdown (1Y)

Largest decline over 1 year

-14.91%

-9.01%

-5.90%

Max Drawdown (3Y)

Largest decline over 3 years

-23.89%

-23.57%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-40.29%

-23.57%

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-40.29%

-30.77%

-9.52%

Current Drawdown

Current decline from peak

0.00%

-1.01%

+1.01%

Average Drawdown

Average peak-to-trough decline

-27.17%

-5.67%

-21.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.36%

+3.39%

Volatility

EXV3.DE vs. IS3R.DE - Volatility Comparison

iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist (EXV3.DE) has a higher volatility of 7.96% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 5.96%. This indicates that EXV3.DE's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EXV3.DEIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

5.96%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

14.33%

+4.75%

Volatility (1Y)

Calculated over the trailing 1-year period

23.19%

17.01%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.98%

17.32%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

17.23%

+6.19%

EXV3.DE vs. IS3R.DE - Expense Ratio Comparison

EXV3.DE has a 0.46% expense ratio, which is higher than IS3R.DE's 0.25% expense ratio.


Dividends

EXV3.DE vs. IS3R.DE - Dividend Comparison

EXV3.DE's dividend yield for the trailing twelve months is around 0.41%, while IS3R.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXV3.DE
iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist
0.41%0.58%0.45%0.47%0.64%0.15%0.33%1.23%1.00%1.45%1.76%2.07%
IS3R.DE
iShares Edge MSCI World Momentum Factor 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


EXV3.DE and IS3R.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, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXV3.DE.

EXV3.DE is categorized as Technology Equities, while IS3R.DE is Momentum. EXV3.DE tracks STOXX® Europe 600 Technology, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.46% for EXV3.DE and 0.25% for IS3R.DE.

Portfolio Optimizer

Find the right allocation for EXV3.DE and IS3R.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer