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IS3C.DE vs. ISF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3C.DE vs. ISF.L - 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 Core FTSE 100 UCITS ETF (Dist) (ISF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3C.DE is traded in EUR, while ISF.L is traded in GBp. To make them comparable, the ISF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3C.DE achieves a -1.63% return, which is significantly lower than ISF.L's 6.88% return. Over the past 10 years, IS3C.DE has underperformed ISF.L with an annualized return of -0.58%, while ISF.L has yielded a comparatively higher 8.07% annualized return.


IS3C.DE

1D
0.23%
1M
0.40%
YTD
-1.63%
6M
-1.60%
1Y
2.73%
3Y*
2.01%
5Y*
-3.40%
10Y*
-0.58%

ISF.L

1D
0.00%
1M
1.37%
YTD
6.88%
6M
9.38%
1Y
17.93%
3Y*
14.64%
5Y*
11.69%
10Y*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3C.DE vs. ISF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
-1.63%5.32%-1.72%5.39%-20.57%-3.53%3.22%12.58%-8.60%7.87%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
7.08%19.40%14.55%10.09%-0.57%25.34%-16.47%24.56%-10.08%8.64%

Correlation

The correlation between IS3C.DE and ISF.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.33

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2013

0.32

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Return for Risk

IS3C.DE vs. ISF.L — 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: 1616
Overall Rank
IS3C.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3C.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IS3C.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3C.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
IS3C.DE Martin Ratio Rank: 1616
Martin Ratio Rank

ISF.L
ISF.L Risk / Return Rank: 5656
Overall Rank
ISF.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ISF.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
ISF.L Omega Ratio Rank: 6262
Omega Ratio Rank
ISF.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISF.L Martin Ratio Rank: 4949
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. ISF.L - 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 iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L). 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.


IS3C.DEISF.LDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.08

1.28

-0.20

Calmar ratioReturn relative to maximum drawdown

0.48

2.29

-1.81

Martin ratioReturn relative to average drawdown

1.52

8.10

-6.58

IS3C.DE vs. ISF.L - Sharpe Ratio Comparison

The current IS3C.DE Sharpe Ratio is 0.44, which is lower than the ISF.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of IS3C.DE and ISF.L, 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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Sharpe Ratios by Period


IS3C.DEISF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.53

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.84

-1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

0.48

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.26

-0.25

Drawdowns

IS3C.DE vs. ISF.L - Drawdown Comparison

The maximum IS3C.DE drawdown since its inception was -30.78%, smaller than the maximum ISF.L drawdown of -57.98%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and ISF.L.


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Drawdown Indicators


IS3C.DEISF.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-57.98%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-5.62%

-7.79%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-15.84%

+6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-30.47%

-15.84%

-14.63%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

-39.60%

+8.82%

Current Drawdown

Current decline from peak

-17.90%

-2.77%

-15.13%

Average Drawdown

Average peak-to-trough decline

-9.16%

-11.92%

+2.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

2.21%

-0.42%

Volatility

IS3C.DE vs. ISF.L - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) is 2.10%, while iShares Core FTSE 100 UCITS ETF (Dist) (ISF.L) has a volatility of 4.23%. This indicates that IS3C.DE experiences smaller price fluctuations and is considered to be less risky than ISF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3C.DEISF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

4.23%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

9.79%

-4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

11.71%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

13.85%

-4.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

16.62%

-7.32%

IS3C.DE vs. ISF.L - Expense Ratio Comparison

IS3C.DE has a 0.50% expense ratio, which is higher than ISF.L's 0.07% expense ratio.


Dividends

IS3C.DE vs. ISF.L - Dividend Comparison

IS3C.DE has not paid dividends to shareholders, while ISF.L's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024202320222021202020192018201720162015
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%0.00%0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
2.86%3.01%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%

Frequently Asked Questions


IS3C.DE and ISF.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISF.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISF.L is cheaper with a 0.07% expense ratio, compared with 0.50% for IS3C.DE.

IS3C.DE is categorized as Emerging Markets Bonds, while ISF.L is Europe Equities. IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while ISF.L tracks FTSE AllSh TR GBP. Their fees differ too: 0.50% for IS3C.DE and 0.07% for ISF.L.

Portfolio Optimizer

Find the right allocation for IS3C.DE and ISF.L

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