IS0D.DE vs. IS3N.DE
IS0D.DE (iShares Oil & Gas Exploration & Production UCITS ETF) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - IS0D.DE is a Energy Equities fund tracking the S&P Commodity Producers Oil & Gas Exploration & Production, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 10 years, IS0D.DE returned 6.95%/yr vs 10.00%/yr for IS3N.DE. At a 0.42 correlation, their price movements are largely independent. IS0D.DE charges 0.55%/yr vs 0.18%/yr for IS3N.DE.
Performance
IS0D.DE vs. IS3N.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS0D.DE achieves a 30.64% return, which is significantly higher than IS3N.DE's 25.82% return. Over the past 10 years, IS0D.DE has underperformed IS3N.DE with an annualized return of 6.95%, while IS3N.DE has yielded a comparatively higher 10.00% annualized return.
IS0D.DE
- 1D
- 0.10%
- 1M
- -3.31%
- YTD
- 30.64%
- 6M
- 23.16%
- 1Y
- 36.10%
- 3Y*
- 11.88%
- 5Y*
- 17.33%
- 10Y*
- 6.95%
IS3N.DE
- 1D
- -1.45%
- 1M
- 3.11%
- YTD
- 25.82%
- 6M
- 26.34%
- 1Y
- 45.77%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
IS0D.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0D.DE iShares Oil & Gas Exploration & Production UCITS ETF | 30.64% | -4.44% | 3.13% | -0.98% | 44.39% | 86.31% | -39.08% | 13.51% | -18.94% | -15.78% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between IS0D.DE and IS3N.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2014 | 0.42 |
The correlation between IS0D.DE and IS3N.DE shifts across timeframes, from -0.11 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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
IS0D.DE vs. IS3N.DE — Risk / Return Rank
IS0D.DE
IS3N.DE
IS0D.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) 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.
| IS0D.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.49 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.42 | -2.40 |
| Martin ratioReturn relative to average drawdown | 5.02 | 16.00 | -10.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS0D.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.69 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.53 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.55 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.44 | -0.35 |
Drawdowns
IS0D.DE vs. IS3N.DE - Drawdown Comparison
The maximum IS0D.DE drawdown since its inception was -79.47%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for IS0D.DE and IS3N.DE.
Loading charts...
Drawdown Indicators
| IS0D.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.47% | -35.06% | -44.41% |
Max Drawdown (1Y)Largest decline over 1 year | -17.75% | -10.52% | -7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -19.17% | -11.63% |
Max Drawdown (5Y)Largest decline over 5 years | -32.34% | -22.01% | -10.33% |
Max Drawdown (10Y)Largest decline over 10 years | -73.73% | -32.51% | -41.22% |
Current DrawdownCurrent decline from peak | -9.82% | -2.49% | -7.33% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -9.30% | -17.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | 2.91% | +4.27% |
Volatility
IS0D.DE vs. IS3N.DE - Volatility Comparison
iShares Oil & Gas Exploration & Production UCITS ETF (IS0D.DE) has a higher volatility of 7.78% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.16%. This indicates that IS0D.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS0D.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 7.16% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 14.69% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.99% | 17.32% | +9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 16.19% | +14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 18.04% | +15.08% |
IS0D.DE vs. IS3N.DE - Expense Ratio Comparison
IS0D.DE has a 0.55% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio.
Dividends
IS0D.DE vs. IS3N.DE - Dividend Comparison
Neither IS0D.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
IS0D.DE and IS3N.DE have a correlation of -0.11, 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 0.55% for IS0D.DE.
IS0D.DE is categorized as Energy Equities, while IS3N.DE is Emerging Markets Equities. IS0D.DE tracks S&P Commodity Producers Oil & Gas Exploration & Production, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.55% for IS0D.DE and 0.18% for IS3N.DE.
Find the right allocation for IS0D.DE and IS3N.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