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IS3C.DE vs. GASF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3C.DE vs. GASF.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 Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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, IS3C.DE achieves a 0.51% return, which is significantly lower than GASF.DE's 7.80% return.


IS3C.DE

1D
0.07%
1M
-0.73%
6M
0.77%
YTD
0.51%
1Y
7.31%
3Y*
6.39%
5Y*
-0.53%
10Y*
0.58%

GASF.DE

1D
0.00%
1M
1.11%
6M
5.78%
YTD
7.80%
1Y
8.64%
3Y*
5.05%
5Y*
3.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3C.DE vs. GASF.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.51%11.38%3.94%7.55%-20.58%-3.52%3.22%1.90%
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
7.80%-6.82%10.85%-2.28%0.91%16.54%-0.76%-8.22%

Correlation

The correlation between IS3C.DE and GASF.DE is -0.18, 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

-0.18

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

-0.26

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

-0.23

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

-0.19

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Return for Risk

IS3C.DE vs. GASF.DE — Risk / Return Rank

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

IS3C.DE
IS3C.DE Risk / Return Rank: 4242
Overall Rank
IS3C.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IS3C.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
IS3C.DE Omega Ratio Rank: 4141
Omega Ratio Rank
IS3C.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
IS3C.DE Martin Ratio Rank: 4646
Martin Ratio Rank

GASF.DE
GASF.DE Risk / Return Rank: 6666
Overall Rank
GASF.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GASF.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
GASF.DE Omega Ratio Rank: 6868
Omega Ratio Rank
GASF.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
GASF.DE Martin Ratio Rank: 5959
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.

IS3C.DE vs. GASF.DE - Risk-Adjusted Trends 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 Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.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.


IS3C.DEGASF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.22

1.30

-0.08

Calmar ratioReturn relative to maximum drawdown

1.53

2.53

-1.01

Martin ratioReturn relative to average drawdown

5.86

7.67

-1.82

IS3C.DE vs. GASF.DE - Sharpe Ratio Comparison

The current IS3C.DE Sharpe Ratio is 1.15, which is comparable to the GASF.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IS3C.DE and GASF.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

IS3C.DE vs. GASF.DE - Drawdown Comparison

The maximum IS3C.DE drawdown since its inception was -30.78%, which is greater than GASF.DE's maximum drawdown of -13.75%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and GASF.DE.


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Drawdown Indicators


IS3C.DEGASF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-13.75%

-17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-4.77%

-3.40%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-7.99%

-11.00%

+3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-13.75%

-16.71%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-4.26%

-1.66%

-2.60%

Average Drawdown

Average peak-to-trough decline

-7.48%

-6.05%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

1.12%

+0.13%

Volatility

IS3C.DE vs. GASF.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) is 0.98%, while Goldman Sachs Access China Government Bond UCITS ETF USD Inc (GASF.DE) has a volatility of 1.25%. This indicates that IS3C.DE experiences smaller price fluctuations and is considered to be less risky than GASF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3C.DEGASF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.25%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

3.44%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

6.37%

5.31%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.97%

6.68%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.29%

7.71%

+1.58%

IS3C.DE vs. GASF.DE - Expense Ratio Comparison

IS3C.DE has a 0.50% expense ratio, which is higher than GASF.DE's 0.24% expense ratio.


Dividends

IS3C.DE vs. GASF.DE - Dividend Comparison

IS3C.DE's dividend yield for the trailing twelve months is around 5.65%, more than GASF.DE's 1.99% yield.


PositionTTM20252024202320222021202020192018201720162015
GASF.DE
Goldman Sachs Access China Government Bond UCITS ETF USD Inc
1.99%2.36%2.35%2.63%2.73%2.40%1.99%0.00%0.00%0.00%0.00%0.00%
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
5.65%5.43%5.65%5.51%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%

Frequently Asked Questions


IS3C.DE and GASF.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GASF.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GASF.DE is cheaper with a 0.24% expense ratio, compared with 0.50% for IS3C.DE.

IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while GASF.DE tracks FTSE Goldman Sachs China Government Bond Index. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.50% for IS3C.DE and 0.24% for GASF.DE.

Portfolio Optimizer

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