FME.DE vs. IS3N.DE
FME.DE (Fresenius Medical Care AG & Co. KGaA) is a stock, while IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Over the past 10 years, FME.DE returned -4.55%/yr vs 10.00%/yr for IS3N.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
FME.DE vs. IS3N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FME.DE achieves a -3.71% return, which is significantly lower than IS3N.DE's 25.82% return. Over the past 10 years, FME.DE has underperformed IS3N.DE with an annualized return of -4.55%, while IS3N.DE has yielded a comparatively higher 10.00% annualized return.
FME.DE
- 1D
- 4.78%
- 1M
- 13.04%
- YTD
- -3.71%
- 6M
- -2.12%
- 1Y
- -21.22%
- 3Y*
- 0.52%
- 5Y*
- -8.38%
- 10Y*
- -4.55%
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%
FME.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FME.DE Fresenius Medical Care AG & Co. KGaA | -3.71% | -5.10% | 19.75% | 27.41% | -45.19% | -14.52% | 6.88% | 18.41% | -34.69% | 10.35% |
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 FME.DE and IS3N.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2014 | 0.31 |
Over the past year, the correlation between FME.DE and IS3N.DE has dropped to 0.06 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
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Return for Risk
FME.DE vs. IS3N.DE — Risk / Return Rank
FME.DE
IS3N.DE
FME.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fresenius Medical Care AG & Co. KGaA (FME.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.
| FME.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.46 | ||
| Sortino ratioReturn per unit of downside risk | -4.45 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.49 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | 4.42 | -5.10 |
| Martin ratioReturn relative to average drawdown | -1.14 | 16.00 | -17.15 |
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
| FME.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 2.69 | -3.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | 0.53 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.55 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.44 | -0.31 |
Drawdowns
FME.DE vs. IS3N.DE - Drawdown Comparison
The maximum FME.DE drawdown since its inception was -79.63%, 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 FME.DE and IS3N.DE.
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Drawdown Indicators
| FME.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.63% | -35.06% | -44.57% |
Max Drawdown (1Y)Largest decline over 1 year | -31.27% | -10.52% | -20.75% |
Max Drawdown (3Y)Largest decline over 3 years | -36.77% | -19.17% | -17.60% |
Max Drawdown (5Y)Largest decline over 5 years | -62.09% | -22.01% | -40.08% |
Max Drawdown (10Y)Largest decline over 10 years | -68.61% | -32.51% | -36.10% |
Current DrawdownCurrent decline from peak | -49.04% | -2.49% | -46.55% |
Average DrawdownAverage peak-to-trough decline | -22.56% | -9.30% | -13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.23% | 2.91% | +15.32% |
Volatility
FME.DE vs. IS3N.DE - Volatility Comparison
Fresenius Medical Care AG & Co. KGaA (FME.DE) has a higher volatility of 8.12% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.16%. This indicates that FME.DE's price experiences larger fluctuations and is considered to be riskier 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
| FME.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.12% | 7.16% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 21.85% | 14.69% | +7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.53% | 17.32% | +10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.08% | 16.19% | +14.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 18.04% | +10.10% |
Dividends
FME.DE vs. IS3N.DE - Dividend Comparison
FME.DE's dividend yield for the trailing twelve months is around 3.95%, while IS3N.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FME.DE Fresenius Medical Care AG & Co. KGaA | 3.95% | 3.53% | 2.69% | 2.95% | 4.42% | 2.35% | 3.52% | 1.77% | 1.87% | 1.09% | 0.99% | 1.00% |
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
FME.DE and IS3N.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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