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IBGL.MI vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGL.MI vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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, IBGL.MI achieves a -1.38% return, which is significantly lower than IS3S.DE's 30.71% return. Over the past 10 years, IBGL.MI has underperformed IS3S.DE with an annualized return of -2.69%, while IS3S.DE has yielded a comparatively higher 11.90% annualized return.


IBGL.MI

1D
0.00%
1M
-2.97%
6M
-2.49%
YTD
-1.38%
1Y
-2.38%
3Y*
-0.90%
5Y*
-8.19%
10Y*
-2.69%

IS3S.DE

1D
-0.24%
1M
-3.51%
6M
25.00%
YTD
30.71%
1Y
56.55%
3Y*
24.81%
5Y*
16.93%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGL.MI vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
-1.38%-5.53%-0.17%10.21%-34.75%-7.00%11.97%15.43%3.11%-1.15%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
30.71%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-10.32%7.66%

Correlation

The correlation between IBGL.MI and IS3S.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.19

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

0.09

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

-0.02

The correlation between IBGL.MI and IS3S.DE shifts across timeframes, from -0.02 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBGL.MI vs. IS3S.DE — Risk / Return Rank

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

IBGL.MI
IBGL.MI Risk / Return Rank: 77
Overall Rank
IBGL.MI Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IBGL.MI Sortino Ratio Rank: 77
Sortino Ratio Rank
IBGL.MI Omega Ratio Rank: 77
Omega Ratio Rank
IBGL.MI Calmar Ratio Rank: 66
Calmar Ratio Rank
IBGL.MI Martin Ratio Rank: 66
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
IS3S.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.

IBGL.MI vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.


IBGL.MIIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.95

Sortino ratioReturn per unit of downside risk

-5.28

Omega ratioGain probability vs. loss probability

0.97

1.65

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.39

9.23

-9.63

Martin ratioReturn relative to average drawdown

-0.80

29.40

-30.20

IBGL.MI vs. IS3S.DE - Sharpe Ratio Comparison

The current IBGL.MI Sharpe Ratio is -0.26, which is lower than the IS3S.DE Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of IBGL.MI and IS3S.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

IBGL.MI vs. IS3S.DE - Drawdown Comparison

The maximum IBGL.MI drawdown since its inception was -43.83%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for IBGL.MI and IS3S.DE.


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Drawdown Indicators


IBGL.MIIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.83%

-35.19%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-6.12%

-6.09%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-12.08%

-17.78%

+5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-42.23%

-17.78%

-24.45%

Max Drawdown (10Y)

Largest decline over 10 years

-43.83%

-35.19%

-8.64%

Current Drawdown

Current decline from peak

-38.28%

-5.61%

-32.67%

Average Drawdown

Average peak-to-trough decline

-12.89%

-6.92%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.92%

+1.09%

Volatility

IBGL.MI vs. IS3S.DE - Volatility Comparison

The current volatility for iShares € Govt Bond 15-30yr UCITS ETF EUR Dist (IBGL.MI) is 2.44%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.66%. This indicates that IBGL.MI experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGL.MIIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

5.66%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

13.08%

-5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.27%

15.32%

-6.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

14.11%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.44%

16.63%

-5.19%

IBGL.MI vs. IS3S.DE - Expense Ratio Comparison

IBGL.MI has a 0.15% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

IBGL.MI vs. IS3S.DE - Dividend Comparison

IBGL.MI's dividend yield for the trailing twelve months is around 3.72%, while IS3S.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IBGL.MI
iShares € Govt Bond 15-30yr UCITS ETF EUR Dist
3.72%3.53%3.18%2.66%1.32%0.53%0.74%1.27%1.50%1.35%1.48%1.83%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
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


IBGL.MI and IS3S.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBGL.MI is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBGL.MI is cheaper with a 0.15% expense ratio, compared with 0.30% for IS3S.DE.

IBGL.MI is categorized as European Government Bonds, while IS3S.DE is Global Equities. IBGL.MI tracks Bloomberg Euro Government Bond 30 Year Term Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.15% for IBGL.MI and 0.30% for IS3S.DE.

Portfolio Optimizer

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