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IS3C.DE vs. 3SUD.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IS3C.DE and 3SUD.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

IS3C.DE vs. 3SUD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-5.77%
-3.50%
IS3C.DE
3SUD.DE

Key characteristics

Sharpe Ratio

IS3C.DE:

0.20

3SUD.DE:

1.12

Sortino Ratio

IS3C.DE:

0.32

3SUD.DE:

1.63

Omega Ratio

IS3C.DE:

1.04

3SUD.DE:

1.20

Calmar Ratio

IS3C.DE:

0.06

3SUD.DE:

0.37

Martin Ratio

IS3C.DE:

0.64

3SUD.DE:

4.49

Ulcer Index

IS3C.DE:

2.18%

3SUD.DE:

1.60%

Daily Std Dev

IS3C.DE:

6.99%

3SUD.DE:

6.46%

Max Drawdown

IS3C.DE:

-30.78%

3SUD.DE:

-30.78%

Current Drawdown

IS3C.DE:

-19.82%

3SUD.DE:

-13.07%

Returns By Period

In the year-to-date period, IS3C.DE achieves a 1.18% return, which is significantly lower than 3SUD.DE's 1.69% return.


IS3C.DE

YTD

1.18%

1M

0.87%

6M

0.52%

1Y

2.28%

5Y*

-3.86%

10Y*

-0.23%

3SUD.DE

YTD

1.69%

1M

1.37%

6M

2.95%

1Y

7.86%

5Y*

-2.30%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IS3C.DE vs. 3SUD.DE - Expense Ratio Comparison

Both IS3C.DE and 3SUD.DE have an expense ratio of 0.50%.


IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
Expense ratio chart for IS3C.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for 3SUD.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

IS3C.DE vs. 3SUD.DE — Risk-Adjusted Performance Rank

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

IS3C.DE
The Risk-Adjusted Performance Rank of IS3C.DE is 1010
Overall Rank
The Sharpe Ratio Rank of IS3C.DE is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3C.DE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of IS3C.DE is 1010
Omega Ratio Rank
The Calmar Ratio Rank of IS3C.DE is 99
Calmar Ratio Rank
The Martin Ratio Rank of IS3C.DE is 1212
Martin Ratio Rank

3SUD.DE
The Risk-Adjusted Performance Rank of 3SUD.DE is 4141
Overall Rank
The Sharpe Ratio Rank of 3SUD.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of 3SUD.DE is 4646
Sortino Ratio Rank
The Omega Ratio Rank of 3SUD.DE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of 3SUD.DE is 2121
Calmar Ratio Rank
The Martin Ratio Rank of 3SUD.DE is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IS3C.DE vs. 3SUD.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.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.


Sharpe ratio
The chart of Sharpe ratio for IS3C.DE, currently valued at -0.31, compared to the broader market0.002.004.00-0.310.20
The chart of Sortino ratio for IS3C.DE, currently valued at -0.36, compared to the broader market0.005.0010.00-0.360.37
The chart of Omega ratio for IS3C.DE, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.000.961.04
The chart of Calmar ratio for IS3C.DE, currently valued at -0.10, compared to the broader market0.005.0010.0015.0020.00-0.100.07
The chart of Martin ratio for IS3C.DE, currently valued at -0.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.640.46
IS3C.DE
3SUD.DE

The current IS3C.DE Sharpe Ratio is 0.20, which is lower than the 3SUD.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IS3C.DE and 3SUD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.31
0.20
IS3C.DE
3SUD.DE

Dividends

IS3C.DE vs. 3SUD.DE - Dividend Comparison

Neither IS3C.DE nor 3SUD.DE has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%0.26%
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF 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%

Drawdowns

IS3C.DE vs. 3SUD.DE - Drawdown Comparison

The maximum IS3C.DE drawdown since its inception was -30.78%, roughly equal to the maximum 3SUD.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and 3SUD.DE. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%SeptemberOctoberNovemberDecember2025February
-33.06%
-27.54%
IS3C.DE
3SUD.DE

Volatility

IS3C.DE vs. 3SUD.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) and iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) have volatilities of 3.30% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
3.30%
3.25%
IS3C.DE
3SUD.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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