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

Performance

IS3M.DE vs. ETLK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.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 1.16% return, which is significantly lower than ETLK.DE's 11.20% return.


IS3M.DE

1D
-0.03%
1M
0.24%
6M
1.01%
YTD
1.16%
1Y
2.14%
3Y*
3.28%
5Y*
2.16%
10Y*
1.03%

ETLK.DE

1D
-0.58%
1M
1.57%
6M
8.85%
YTD
11.20%
1Y
16.12%
3Y*
11.18%
5Y*
6.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IS3M.DE
iShares € Ultrashort Bond UCITS ETF
1.16%2.60%4.13%3.42%-0.29%-0.36%0.09%0.26%
ETLK.DE
L&G Asia Pacific ex Japan Equity UCITS ETF
11.20%7.48%11.53%1.31%-0.52%11.62%-1.71%16.13%

Correlation

The correlation between IS3M.DE and ETLK.DE is -0.04, 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

-0.04

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

0.06

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2019

0.03

The correlation between IS3M.DE and ETLK.DE shifts across timeframes, from -0.04 (1 year) to 0.06 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3M.DE vs. ETLK.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: 9393
Sharpe Ratio Rank
IS3M.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
IS3M.DE Omega Ratio Rank: 9494
Omega Ratio Rank
IS3M.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
IS3M.DE Martin Ratio Rank: 9898
Martin Ratio Rank

ETLK.DE
ETLK.DE Risk / Return Rank: 5050
Overall Rank
ETLK.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ETLK.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
ETLK.DE Omega Ratio Rank: 4242
Omega Ratio Rank
ETLK.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
ETLK.DE Martin Ratio Rank: 5151
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. ETLK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) and L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.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.DEETLK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.55

1.23

+0.32

Calmar ratioReturn relative to maximum drawdown

7.19

2.69

+4.50

Martin ratioReturn relative to average drawdown

44.37

7.09

+37.29

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

The current IS3M.DE Sharpe Ratio is 2.69, which is higher than the ETLK.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IS3M.DE and ETLK.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. ETLK.DE - Drawdown Comparison

The maximum IS3M.DE drawdown since its inception was -3.80%, smaller than the maximum ETLK.DE drawdown of -36.68%. Use the drawdown chart below to compare losses from any high point for IS3M.DE and ETLK.DE.


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Drawdown Indicators


IS3M.DEETLK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.80%

-36.68%

+32.88%

Max Drawdown (1Y)

Largest decline over 1 year

-0.30%

-5.97%

+5.67%

Max Drawdown (3Y)

Largest decline over 3 years

-0.47%

-19.91%

+19.44%

Max Drawdown (5Y)

Largest decline over 5 years

-1.13%

-19.91%

+18.78%

Max Drawdown (10Y)

Largest decline over 10 years

-3.80%

Current Drawdown

Current decline from peak

-0.03%

-0.58%

+0.55%

Average Drawdown

Average peak-to-trough decline

-0.28%

-5.70%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

2.27%

-2.22%

Volatility

IS3M.DE vs. ETLK.DE - Volatility Comparison

The current volatility for iShares € Ultrashort Bond UCITS ETF (IS3M.DE) is 0.29%, while L&G Asia Pacific ex Japan Equity UCITS ETF (ETLK.DE) has a volatility of 2.59%. This indicates that IS3M.DE experiences smaller price fluctuations and is considered to be less risky than ETLK.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.DEETLK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.29%

2.59%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

0.65%

9.77%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

0.79%

12.44%

-11.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.77%

14.84%

-14.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.11%

18.12%

-17.01%

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

IS3M.DE has a 0.09% expense ratio, which is lower than ETLK.DE's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3M.DE vs. ETLK.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
ETLK.DE
L&G Asia Pacific ex Japan Equity 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 ETLK.DE have a correlation of -0.04, 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 0.10% for ETLK.DE.

IS3M.DE is categorized as Ultrashort Bond, while ETLK.DE is Asia Pacific Equities. IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR), while ETLK.DE tracks Solactive Core Developed Markets Pacific ex Japan Large & Mid Cap. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.09% for IS3M.DE and 0.10% for ETLK.DE.

Portfolio Optimizer

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