IS3C.DE vs. IUAIX
IS3C.DE (iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)) and IUAIX (VY Invesco Equity and Income Portfolio) are both funds - IS3C.DE is a Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Core (EUR Hedged), while IUAIX is a Diversified Portfolio fund managed by Voya. Over the past 10 years, IS3C.DE returned -0.58%/yr vs 8.75%/yr for IUAIX. At a 0.15 correlation, their price movements are largely independent. IS3C.DE charges 0.50%/yr vs 0.64%/yr for IUAIX.
Performance
IS3C.DE vs. IUAIX - Performance Comparison
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Different Trading Currencies
IS3C.DE is traded in EUR, while IUAIX is traded in USD. To make them comparable, the IUAIX 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 IUAIX's 7.09% return. Over the past 10 years, IS3C.DE has underperformed IUAIX with an annualized return of -0.58%, while IUAIX has yielded a comparatively higher 8.75% 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%
IUAIX
- 1D
- -0.03%
- 1M
- 1.12%
- YTD
- 7.09%
- 6M
- 5.28%
- 1Y
- 13.52%
- 3Y*
- 9.77%
- 5Y*
- 7.68%
- 10Y*
- 8.75%
IS3C.DE vs. IUAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUAIX VY Invesco Equity and Income Portfolio | 7.09% | -2.36% | 19.25% | 6.93% | -1.75% | 27.74% | 0.92% | 22.77% | -5.19% | -2.71% |
Correlation
The correlation between IS3C.DE and IUAIX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2013 | 0.15 |
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Return for Risk
IS3C.DE vs. IUAIX — Risk / Return Rank
IS3C.DE
IUAIX
IS3C.DE vs. IUAIX - 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 VY Invesco Equity and Income Portfolio (IUAIX). 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.DE | IUAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.53 | -2.04 |
| Martin ratioReturn relative to average drawdown | 1.52 | 10.71 | -9.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3C.DE | IUAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.22 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.63 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.63 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.58 | -0.58 |
Drawdowns
IS3C.DE vs. IUAIX - Drawdown Comparison
The maximum IS3C.DE drawdown since its inception was -30.78%, roughly equal to the maximum IUAIX drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and IUAIX.
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Drawdown Indicators
| IS3C.DE | IUAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.78% | -32.21% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -5.62% | -5.87% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -8.94% | -20.30% | +11.36% |
Max Drawdown (5Y)Largest decline over 5 years | -30.47% | -20.30% | -10.17% |
Max Drawdown (10Y)Largest decline over 10 years | -30.78% | -28.69% | -2.09% |
Current DrawdownCurrent decline from peak | -17.90% | -0.40% | -17.50% |
Average DrawdownAverage peak-to-trough decline | -9.16% | -6.21% | -2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 1.46% | +0.33% |
Volatility
IS3C.DE vs. IUAIX - Volatility Comparison
The current volatility for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) is 2.10%, while VY Invesco Equity and Income Portfolio (IUAIX) has a volatility of 8.04%. This indicates that IS3C.DE experiences smaller price fluctuations and is considered to be less risky than IUAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3C.DE | IUAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.10% | 8.04% | -5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 5.14% | 10.14% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 12.20% | -6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.94% | 12.51% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.30% | 14.02% | -4.72% |
IS3C.DE vs. IUAIX - Expense Ratio Comparison
IS3C.DE has a 0.50% expense ratio, which is lower than IUAIX's 0.64% expense ratio.
Dividends
IS3C.DE vs. IUAIX - Dividend Comparison
IS3C.DE has not paid dividends to shareholders, while IUAIX's dividend yield for the trailing twelve months is around 35.53%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUAIX VY Invesco Equity and Income Portfolio | 35.53% | 37.57% | 10.65% | 7.88% | 18.93% | 2.55% | 5.81% | 7.37% | 9.59% | 4.57% | 6.14% | 11.24% |
Frequently Asked Questions
IS3C.DE and IUAIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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