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IS3M.DE vs. EM1C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3M.DE vs. EM1C.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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, IS3M.DE achieves a 1.00% return, which is significantly lower than EM1C.DE's 4.70% return.


IS3M.DE

1D
0.00%
1M
0.19%
YTD
1.00%
6M
0.96%
1Y
2.16%
3Y*
3.30%
5Y*
2.11%
10Y*
1.03%

EM1C.DE

1D
0.31%
1M
2.78%
YTD
4.70%
6M
5.14%
1Y
10.45%
3Y*
4.89%
5Y*
2.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3M.DE vs. EM1C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
1.00%2.60%4.13%3.42%-0.29%-0.36%0.09%0.34%-0.62%-0.05%
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
4.70%4.52%3.70%6.43%-4.55%-2.31%-6.15%12.06%-4.26%-10.33%

Correlation

The correlation between IS3M.DE and EM1C.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.05

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2017

0.05

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Return for Risk

IS3M.DE vs. EM1C.DE — Risk / Return Rank

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

IS3M.DE
IS3M.DE Risk / Return Rank: 9595
Overall Rank
IS3M.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9494
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9898
Martin Ratio Rank

EM1C.DE
EM1C.DE Risk / Return Rank: 7272
Overall Rank
EM1C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EM1C.DE Martin Ratio Rank: 6464
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.

IS3M.DE vs. EM1C.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3M.DEEM1C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.59

1.39

+0.20

Calmar ratioReturn relative to maximum drawdown

7.25

3.04

+4.22

Martin ratioReturn relative to average drawdown

45.99

10.21

+35.78

IS3M.DE vs. EM1C.DE - Sharpe Ratio Comparison

The current IS3M.DE Sharpe Ratio is 2.80, which is higher than the EM1C.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IS3M.DE and EM1C.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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Drawdowns

IS3M.DE vs. EM1C.DE - Drawdown Comparison

The maximum IS3M.DE drawdown since its inception was -3.80%, smaller than the maximum EM1C.DE drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for IS3M.DE and EM1C.DE.


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Drawdown Indicators


IS3M.DEEM1C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.80%

-23.47%

+19.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-3.43%

+3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.47%

-7.21%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-1.18%

-8.70%

+7.52%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

0.00%

-2.75%

+2.75%

Average Drawdown

Average peak-to-trough decline

-0.28%

-13.90%

+13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

1.02%

-0.97%

Volatility

IS3M.DE vs. EM1C.DE - Volatility Comparison

The current volatility for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) is 0.34%, while VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) has a volatility of 1.32%. This indicates that IS3M.DE experiences smaller price fluctuations and is considered to be less risky than EM1C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3M.DEEM1C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.34%

1.32%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

0.63%

4.27%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

0.77%

5.09%

-4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.77%

7.05%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.11%

10.13%

-9.02%

IS3M.DE vs. EM1C.DE - Expense Ratio Comparison

IS3M.DE has a 0.09% expense ratio, which is lower than EM1C.DE's 0.30% expense ratio.


Dividends

IS3M.DE vs. EM1C.DE - Dividend Comparison

IS3M.DE's dividend yield for the trailing twelve months is around 2.33%, while EM1C.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EM1C.DE
VanEck J.P. Morgan EM Local Currency 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%
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
2.33%2.74%3.80%2.17%0.00%0.00%0.00%0.00%0.00%0.00%0.03%0.13%

Frequently Asked Questions


IS3M.DE and EM1C.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for EM1C.DE.

IS3M.DE is categorized as Ultrashort Bond, while EM1C.DE is Emerging Markets Bonds. IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR), while EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.09% for IS3M.DE and 0.30% for EM1C.DE.

Portfolio Optimizer

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