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

Performance

IS3C.DE vs. SPFA.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.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 -1.63% return, which is significantly lower than SPFA.DE's 0.46% 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%

SPFA.DE

1D
-0.01%
1M
0.39%
YTD
0.46%
6M
0.45%
1Y
3.30%
3Y*
2.58%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%-3.67%
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.46%2.44%3.19%5.66%-4.47%-1.04%-5.66%14.72%0.62%

Correlation

The correlation between IS3C.DE and SPFA.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.33

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 27, 2018

0.34

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Return for Risk

IS3C.DE vs. SPFA.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: 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

SPFA.DE
SPFA.DE Risk / Return Rank: 2020
Overall Rank
SPFA.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPFA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPFA.DE Omega Ratio Rank: 1919
Omega Ratio Rank
SPFA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPFA.DE Martin Ratio Rank: 2222
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. SPFA.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.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.


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

-0.18

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.08

1.11

-0.03

Calmar ratioReturn relative to maximum drawdown

0.48

0.83

-0.35

Martin ratioReturn relative to average drawdown

1.52

2.62

-1.10

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

The current IS3C.DE Sharpe Ratio is 0.44, which is comparable to the SPFA.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IS3C.DE and SPFA.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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Sharpe Ratios by Period


IS3C.DESPFA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

0.62

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

0.23

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.26

-0.26

Drawdowns

IS3C.DE vs. SPFA.DE - Drawdown Comparison

The maximum IS3C.DE drawdown since its inception was -30.78%, which is greater than SPFA.DE's maximum drawdown of -16.39%. Use the drawdown chart below to compare losses from any high point for IS3C.DE and SPFA.DE.


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Drawdown Indicators


IS3C.DESPFA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-16.39%

-14.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.62%

-3.96%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-7.66%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.47%

-8.51%

-21.96%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-17.90%

-3.19%

-14.71%

Average Drawdown

Average peak-to-trough decline

-9.16%

-7.62%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.26%

+0.53%

Volatility

IS3C.DE vs. SPFA.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a higher volatility of 2.10% compared to SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SPFA.DE) at 1.83%. This indicates that IS3C.DE's price experiences larger fluctuations and is considered to be riskier than SPFA.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.DESPFA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.10%

1.83%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

5.14%

4.51%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.18%

5.31%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.94%

6.24%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.30%

7.05%

+2.25%

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

IS3C.DE has a 0.50% expense ratio, which is lower than SPFA.DE's 0.55% expense ratio.


Dividends

IS3C.DE vs. SPFA.DE - Dividend Comparison

Neither IS3C.DE nor SPFA.DE has paid dividends to shareholders.


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%
SPFA.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3C.DE and SPFA.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3C.DE is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3C.DE is cheaper with a 0.50% expense ratio, compared with 0.55% for SPFA.DE.

IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while SPFA.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond. They also come from different issuers: iShares and State Street. Their fees differ too: 0.50% for IS3C.DE and 0.55% for SPFA.DE.

Portfolio Optimizer

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