IS3G.DE vs. ZPDX.DE
Compare and contrast key facts about iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE).
IS3G.DE and ZPDX.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3G.DE is a passively managed fund by iShares that tracks the performance of the MSCI EMU Large Cap. It was launched on Sep 13, 2013. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. Both IS3G.DE and ZPDX.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3G.DE or ZPDX.DE.
Key characteristics
| IS3G.DE | ZPDX.DE | |
|---|---|---|
| YTD Return | 5.73% | 9.75% |
| 1Y Return | 11.66% | 17.43% |
| 3Y Return (Ann) | 3.72% | 4.97% |
| 5Y Return (Ann) | 6.67% | 7.79% |
| Sharpe Ratio | 0.86 | 1.49 |
| Sortino Ratio | 1.25 | 2.05 |
| Omega Ratio | 1.15 | 1.27 |
| Calmar Ratio | 1.05 | 2.02 |
| Martin Ratio | 3.64 | 7.67 |
| Ulcer Index | 2.88% | 2.11% |
| Daily Std Dev | 12.25% | 10.89% |
| Max Drawdown | -38.66% | -35.97% |
| Current Drawdown | -6.44% | -5.61% |
Correlation
The correlation between IS3G.DE and ZPDX.DE is 0.96, 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.
Performance
IS3G.DE vs. ZPDX.DE - Performance Comparison
In the year-to-date period, IS3G.DE achieves a 5.73% return, which is significantly lower than ZPDX.DE's 9.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS3G.DE vs. ZPDX.DE - Expense Ratio Comparison
IS3G.DE has a 0.49% expense ratio, which is higher than ZPDX.DE's 0.12% expense ratio.
Risk-Adjusted Performance
IS3G.DE vs. ZPDX.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.
Dividends
IS3G.DE vs. ZPDX.DE - Dividend Comparison
Neither IS3G.DE nor ZPDX.DE has paid dividends to shareholders.
Drawdowns
IS3G.DE vs. ZPDX.DE - Drawdown Comparison
The maximum IS3G.DE drawdown since its inception was -38.66%, which is greater than ZPDX.DE's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for IS3G.DE and ZPDX.DE. For additional features, visit the drawdowns tool.
Volatility
IS3G.DE vs. ZPDX.DE - Volatility Comparison
iShares MSCI EMU Large Cap UCITS ETF (IS3G.DE) has a higher volatility of 5.35% compared to SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) at 4.58%. This indicates that IS3G.DE's price experiences larger fluctuations and is considered to be riskier than ZPDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.