IEVD.DE vs. IS3R.DE
IEVD.DE (iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - IEVD.DE is a Technology Equities fund tracking the STOXX® Global Electric Vehicles & Driving Technology, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 5 years, IEVD.DE returned 13.50%/yr vs 14.66%/yr for IS3R.DE. A 0.66 correlation means they provide meaningful diversification when combined. IEVD.DE charges 0.40%/yr vs 0.25%/yr for IS3R.DE.
Performance
IEVD.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IEVD.DE achieves a 58.66% return, which is significantly higher than IS3R.DE's 22.51% return.
IEVD.DE
- 1D
- -1.86%
- 1M
- 18.11%
- YTD
- 58.66%
- 6M
- 57.41%
- 1Y
- 88.40%
- 3Y*
- 23.68%
- 5Y*
- 13.50%
- 10Y*
- —
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%
IEVD.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IEVD.DE iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) | 58.66% | 10.81% | 5.27% | 23.03% | -23.20% | 26.64% | 20.44% | 6.55% |
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% | 17.66% |
Correlation
The correlation between IEVD.DE and IS3R.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.66 |
The correlation between IEVD.DE and IS3R.DE has been stable across timeframes, ranging from 0.64 to 0.66 - a consistent structural relationship.
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Return for Risk
IEVD.DE vs. IS3R.DE — Risk / Return Rank
IEVD.DE
IS3R.DE
IEVD.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.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.
| IEVD.DE | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.34 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 3.48 | +0.70 |
| Martin ratioReturn relative to average drawdown | 9.74 | 13.30 | -3.55 |
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
| IEVD.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 1.84 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.84 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.85 | -0.24 |
Drawdowns
IEVD.DE vs. IS3R.DE - Drawdown Comparison
The maximum IEVD.DE drawdown since its inception was -42.37%, 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 IEVD.DE and IS3R.DE.
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Drawdown Indicators
| IEVD.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.37% | -30.77% | -11.60% |
Max Drawdown (1Y)Largest decline over 1 year | -21.18% | -9.01% | -12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -30.23% | -23.57% | -6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -30.39% | -23.57% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.77% | — |
Current DrawdownCurrent decline from peak | -1.86% | -1.01% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -10.27% | -5.67% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.09% | 2.36% | +6.73% |
Volatility
IEVD.DE vs. IS3R.DE - Volatility Comparison
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc) (IEVD.DE) has a higher volatility of 11.17% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 5.96%. This indicates that IEVD.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.
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Volatility by Period
| IEVD.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.17% | 5.96% | +5.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.50% | 14.33% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.58% | 17.01% | +15.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.27% | 17.32% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.27% | 17.23% | +8.04% |
IEVD.DE vs. IS3R.DE - Expense Ratio Comparison
IEVD.DE has a 0.40% expense ratio, which is higher than IS3R.DE's 0.25% expense ratio.
Dividends
IEVD.DE vs. IS3R.DE - Dividend Comparison
Neither IEVD.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
IEVD.DE and IS3R.DE have a correlation of 0.66, 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 0.40% for IEVD.DE.
IEVD.DE is categorized as Technology Equities, while IS3R.DE is Momentum. IEVD.DE tracks STOXX® Global Electric Vehicles & Driving Technology, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.40% for IEVD.DE and 0.25% for IS3R.DE.
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