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IS3K.DE vs. IS3C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3K.DE vs. IS3C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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, IS3K.DE achieves a 2.62% return, which is significantly higher than IS3C.DE's -1.63% return. Over the past 10 years, IS3K.DE has outperformed IS3C.DE with an annualized return of 4.08%, while IS3C.DE has yielded a comparatively lower -0.58% annualized return.


IS3K.DE

1D
0.04%
1M
1.00%
YTD
2.62%
6M
1.77%
1Y
4.00%
3Y*
4.06%
5Y*
4.97%
10Y*
4.08%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3K.DE vs. IS3C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
2.62%-4.31%12.26%4.68%1.95%12.07%-6.16%11.71%4.17%-9.09%
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%

Correlation

The correlation between IS3K.DE and IS3C.DE is -0.14, 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

-0.14

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

-0.02

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

0.03

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

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2013

0.08

The correlation between IS3K.DE and IS3C.DE shifts across timeframes, from -0.14 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3K.DE vs. IS3C.DE — Risk / Return Rank

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

IS3K.DE
IS3K.DE Risk / Return Rank: 2323
Overall Rank
IS3K.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 2626
Martin Ratio Rank

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
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.

IS3K.DE vs. IS3C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) and iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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.


IS3K.DEIS3C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratioReturn relative to maximum drawdown

1.29

0.48

+0.80

Martin ratioReturn relative to average drawdown

3.43

1.52

+1.92

IS3K.DE vs. IS3C.DE - Sharpe Ratio Comparison

The current IS3K.DE Sharpe Ratio is 0.69, which is higher than the IS3C.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of IS3K.DE and IS3C.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


IS3K.DEIS3C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.44

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

-0.38

+1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

-0.06

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.00

+0.56

Drawdowns

IS3K.DE vs. IS3C.DE - Drawdown Comparison

The maximum IS3K.DE drawdown since its inception was -17.93%, smaller than the maximum IS3C.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for IS3K.DE and IS3C.DE.


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Drawdown Indicators


IS3K.DEIS3C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.93%

-30.78%

+12.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-5.62%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-11.25%

-8.94%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-30.47%

+19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

-30.78%

+12.85%

Current Drawdown

Current decline from peak

-4.57%

-17.90%

+13.33%

Average Drawdown

Average peak-to-trough decline

-4.51%

-9.16%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.79%

-0.63%

Volatility

IS3K.DE vs. IS3C.DE - Volatility Comparison

The current volatility for iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) is 0.85%, while iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a volatility of 2.10%. This indicates that IS3K.DE experiences smaller price fluctuations and is considered to be less risky than IS3C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3K.DEIS3C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.85%

2.10%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.84%

5.14%

-1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

6.18%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.15%

8.94%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

9.30%

-1.45%

IS3K.DE vs. IS3C.DE - Expense Ratio Comparison

IS3K.DE has a 0.45% expense ratio, which is lower than IS3C.DE's 0.50% expense ratio.


Dividends

IS3K.DE vs. IS3C.DE - Dividend Comparison

IS3K.DE's dividend yield for the trailing twelve months is around 7.13%, while IS3C.DE has not 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%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
7.13%5.70%5.95%5.19%4.12%3.55%4.31%4.69%4.78%4.97%5.17%4.61%

Frequently Asked Questions


IS3K.DE and IS3C.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3K.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3K.DE is cheaper with a 0.45% expense ratio, compared with 0.50% for IS3C.DE.

IS3K.DE is categorized as High Yield Bonds, while IS3C.DE is Emerging Markets Bonds. IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped, while IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged). Their fees differ too: 0.45% for IS3K.DE and 0.50% for IS3C.DE.

Portfolio Optimizer

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