PortfoliosLab logoPortfoliosLab logo
I500.DE vs. IS3M.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

I500.DE vs. IS3M.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than IS3M.DE's 0.92% return.


I500.DE

1D
-0.12%
1M
4.40%
YTD
11.45%
6M
10.92%
1Y
25.73%
3Y*
19.08%
5Y*
15.00%
10Y*

IS3M.DE

1D
0.04%
1M
0.33%
YTD
0.92%
6M
1.05%
1Y
2.27%
3Y*
3.34%
5Y*
2.10%
10Y*
1.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

I500.DE vs. IS3M.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
11.45%4.94%32.50%22.82%-14.07%41.05%7.37%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
0.92%2.61%4.12%3.42%-0.29%-0.36%0.07%

Correlation

The correlation between I500.DE and IS3M.DE is 0.08, 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

0.08

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2020

0.02

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

I500.DE vs. IS3M.DE — Risk / Return Rank

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

I500.DE
I500.DE Risk / Return Rank: 6969
Overall Rank
I500.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
I500.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
I500.DE Omega Ratio Rank: 7070
Omega Ratio Rank
I500.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
I500.DE Martin Ratio Rank: 7070
Martin Ratio Rank

IS3M.DE
IS3M.DE Risk / Return Rank: 9393
Overall Rank
IS3M.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9393
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9797
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.

I500.DE vs. IS3M.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.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.


I500.DEIS3M.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.41

1.64

-0.23

Calmar ratioReturn relative to maximum drawdown

3.60

7.59

-3.98

Martin ratioReturn relative to average drawdown

12.82

49.96

-37.14

I500.DE vs. IS3M.DE - Sharpe Ratio Comparison

The current I500.DE Sharpe Ratio is 2.20, which is comparable to the IS3M.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of I500.DE and IS3M.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


I500.DEIS3M.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.95

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

2.74

-1.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.86

+0.27

Drawdowns

I500.DE vs. IS3M.DE - Drawdown Comparison

The maximum I500.DE drawdown since its inception was -23.24%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for I500.DE and IS3M.DE.


Loading charts...

Drawdown Indicators


I500.DEIS3M.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.24%

-3.80%

-19.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-0.30%

-6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-0.47%

-22.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-1.21%

-22.03%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

-0.46%

-0.01%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.06%

-0.29%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

0.05%

+1.96%

Volatility

I500.DE vs. IS3M.DE - Volatility Comparison

iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) has a higher volatility of 2.65% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that I500.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


I500.DEIS3M.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

0.29%

+2.36%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

0.59%

+7.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

0.76%

+10.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

0.76%

+14.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

1.11%

+14.02%

I500.DE vs. IS3M.DE - Expense Ratio Comparison

I500.DE has a 0.07% expense ratio, which is lower than IS3M.DE's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

I500.DE vs. IS3M.DE - Dividend Comparison

I500.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 3.29%.


PositionTTM20252024202320222021202020192018201720162015
I500.DE
iShares S&P 500 Swap UCITS ETF USD (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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
3.29%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


I500.DE and IS3M.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

I500.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for IS3M.DE.

I500.DE is categorized as S&P 500, while IS3M.DE is Ultrashort Bond. I500.DE tracks S&P 500 Index, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). Their fees differ too: 0.07% for I500.DE and 0.09% for IS3M.DE.

Portfolio Optimizer

Find the right allocation for I500.DE and IS3M.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