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

Performance

GRID vs. IS3N.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) 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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Different Trading Currencies

GRID is traded in USD, while IS3N.DE is traded in EUR. To make them comparable, the IS3N.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GRID achieves a 16.76% return, which is significantly higher than IS3N.DE's 15.06% return. Over the past 10 years, GRID has outperformed IS3N.DE with an annualized return of 18.48%, while IS3N.DE has yielded a comparatively lower 8.90% annualized return.


GRID

1D
0.10%
1M
-8.28%
6M
12.20%
YTD
16.76%
1Y
25.70%
3Y*
19.38%
5Y*
15.54%
10Y*
18.48%

IS3N.DE

1D
-2.01%
1M
-8.49%
6M
9.41%
YTD
15.06%
1Y
28.92%
3Y*
18.34%
5Y*
6.54%
10Y*
8.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRID vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
16.76%29.65%15.18%21.57%-13.89%27.65%48.84%42.80%-22.69%27.44%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
15.06%32.24%7.37%10.58%-18.59%-1.36%17.53%18.43%-15.24%37.46%

Correlation

The correlation between GRID and IS3N.DE is 0.70, 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

0.70

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

0.60

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

0.59

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2014

0.53

The correlation between GRID and IS3N.DE shifts across timeframes, from 0.53 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GRID vs. IS3N.DE — Risk / Return Rank

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

GRID
GRID Risk / Return Rank: 4444
Overall Rank
GRID Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
GRID Sortino Ratio Rank: 3737
Sortino Ratio Rank
GRID Omega Ratio Rank: 3838
Omega Ratio Rank
GRID Calmar Ratio Rank: 5454
Calmar Ratio Rank
GRID Martin Ratio Rank: 5050
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 6262
Overall Rank
IS3N.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 5858
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 6363
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) 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.

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.


GRIDIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.27

Omega ratioGain probability vs. loss probability

1.21

1.25

-0.04

Calmar ratioReturn relative to maximum drawdown

2.18

2.26

-0.09

Martin ratioReturn relative to average drawdown

6.68

7.18

-0.50

GRID vs. IS3N.DE - Sharpe Ratio Comparison

The current GRID Sharpe Ratio is 1.16, which is comparable to the IS3N.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of GRID 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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Drawdowns

GRID vs. IS3N.DE - Drawdown Comparison

The maximum GRID drawdown since its inception was -40.56%, roughly equal to the maximum IS3N.DE drawdown of -39.05%. Use the drawdown chart below to compare losses from any high point for GRID and IS3N.DE.


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Drawdown Indicators


GRIDIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.56%

-39.05%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-12.72%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-20.62%

-18.38%

-2.24%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-33.66%

+4.02%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-39.05%

-1.51%

Current Drawdown

Current decline from peak

-10.63%

-10.52%

-0.11%

Average Drawdown

Average peak-to-trough decline

-8.41%

-13.96%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

4.02%

-0.20%

Volatility

GRID vs. IS3N.DE - Volatility Comparison

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) have volatilities of 8.77% and 8.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRIDIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

8.38%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.36%

18.82%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.18%

20.96%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

18.69%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.71%

19.31%

+3.40%

GRID vs. IS3N.DE - Expense Ratio Comparison

GRID has a 0.70% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.


Dividends

GRID vs. IS3N.DE - Dividend Comparison

GRID's dividend yield for the trailing twelve months is around 0.80%, while IS3N.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
0.80%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
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


GRID and IS3N.DE have a correlation of 0.70, 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 0.70% for GRID.

GRID is categorized as Alternative Energy Equities, while IS3N.DE is Emerging Markets Equities. GRID tracks Nasdaq Clean Edge Smart Grid Infrastructure Index, while IS3N.DE tracks MSCI Emerging Markets Investable Market Index (IMI). They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for GRID and 0.18% for IS3N.DE.

Portfolio Optimizer

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