IGM vs. IS3S.DE
IGM (iShares Expanded Tech Sector ETF) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, IGM returned 25.12%/yr vs 13.38%/yr for IS3S.DE. At a 0.43 correlation, their price movements are largely independent. IGM charges 0.39%/yr vs 0.30%/yr for IS3S.DE.
Performance
IGM vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
IGM is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGM achieves a 27.92% return, which is significantly lower than IS3S.DE's 34.53% return. Over the past 10 years, IGM has outperformed IS3S.DE with an annualized return of 25.12%, while IS3S.DE has yielded a comparatively lower 13.38% annualized return.
IGM
- 1D
- 3.64%
- 1M
- 7.10%
- YTD
- 27.92%
- 6M
- 29.29%
- 1Y
- 56.16%
- 3Y*
- 36.48%
- 5Y*
- 20.96%
- 10Y*
- 25.12%
IS3S.DE
- 1D
- 1.45%
- 1M
- 8.65%
- YTD
- 34.53%
- 6M
- 36.38%
- 1Y
- 65.73%
- 3Y*
- 28.47%
- 5Y*
- 16.76%
- 10Y*
- 13.38%
IGM vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 27.92% | 26.76% | 36.99% | 60.68% | -35.83% | 25.72% | 45.11% | 41.81% | 2.26% | 37.20% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.53% | 41.27% | 5.00% | 19.27% | -10.05% | 20.07% | -3.98% | 19.43% | -14.53% | 22.88% |
Correlation
The correlation between IGM and IS3S.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.43 |
The correlation between IGM and IS3S.DE shifts across timeframes, from 0.42 (3 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IGM vs. IS3S.DE — Risk / Return Rank
IGM
IS3S.DE
IGM vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech Sector ETF (IGM) 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.
| IGM | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.74 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 7.70 | -4.27 |
| Martin ratioReturn relative to average drawdown | 11.62 | 27.91 | -16.29 |
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Drawdowns
IGM vs. IS3S.DE - Drawdown Comparison
The maximum IGM drawdown since its inception was -65.59%, which is greater than IS3S.DE's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for IGM and IS3S.DE.
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Drawdown Indicators
| IGM | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.59% | -39.27% | -26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -16.44% | -8.49% | -7.95% |
Max Drawdown (3Y)Largest decline over 3 years | -26.39% | -15.59% | -10.80% |
Max Drawdown (5Y)Largest decline over 5 years | -40.68% | -26.37% | -14.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.68% | -39.27% | -1.41% |
Current DrawdownCurrent decline from peak | -3.41% | -0.30% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -15.22% | -10.70% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 2.34% | +2.51% |
Volatility
IGM vs. IS3S.DE - Volatility Comparison
iShares Expanded Tech Sector ETF (IGM) has a higher volatility of 10.54% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 5.82%. This indicates that IGM's price experiences larger fluctuations and is considered to be riskier 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
| IGM | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.54% | 5.82% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 12.92% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.24% | 15.62% | +6.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.97% | 15.91% | +10.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.70% | 17.65% | +7.05% |
IGM vs. IS3S.DE - Expense Ratio Comparison
IGM has a 0.39% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
IGM vs. IS3S.DE - Dividend Comparison
IGM's dividend yield for the trailing twelve months is around 0.17%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
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
IGM and IS3S.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for IGM.
IGM is categorized as Technology Equities, while IS3S.DE is Global Equities. IGM tracks S&P North American Expanded Technology Sector Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.39% for IGM and 0.30% for IS3S.DE.
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