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IS3N.DE vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. ACWV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3N.DE is traded in EUR, while ACWV is traded in USD. To make them comparable, the ACWV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3N.DE achieves a 24.88% return, which is significantly higher than ACWV's 4.46% return. Over the past 10 years, IS3N.DE has outperformed ACWV with an annualized return of 10.23%, while ACWV has yielded a comparatively lower 7.14% annualized return.


IS3N.DE

1D
3.12%
1M
1.48%
YTD
24.88%
6M
27.74%
1Y
45.03%
3Y*
18.80%
5Y*
8.46%
10Y*
10.23%

ACWV

1D
0.42%
1M
1.49%
YTD
4.46%
6M
4.47%
1Y
5.40%
3Y*
7.45%
5Y*
6.42%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. ACWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.88%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
ACWV
iShares MSCI Global Min Vol Factor ETF
4.46%-2.14%18.74%4.99%-4.80%22.49%-5.45%23.77%3.21%4.00%

Correlation

The correlation between IS3N.DE and ACWV is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.29

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

0.29

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2014

0.43

Over the past year, the correlation between IS3N.DE and ACWV has dropped to 0.20 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

IS3N.DE vs. ACWV — Risk / Return Rank

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

IS3N.DE
IS3N.DE Risk / Return Rank: 8484
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

ACWV
ACWV Risk / Return Rank: 2020
Overall Rank
ACWV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1919
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2121
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.

IS3N.DE vs. ACWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.


IS3N.DEACWVDifference
Sharpe ratioReturn per unit of total volatility

+1.76

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.44

1.11

+0.32

Calmar ratioReturn relative to maximum drawdown

4.10

1.18

+2.92

Martin ratioReturn relative to average drawdown

14.25

3.02

+11.23

IS3N.DE vs. ACWV - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.40, which is higher than the ACWV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IS3N.DE and ACWV, 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

IS3N.DE vs. ACWV - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, which is greater than ACWV's maximum drawdown of -28.30%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and ACWV.


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Drawdown Indicators


IS3N.DEACWVDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-28.30%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-4.25%

-6.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-11.40%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-11.80%

-10.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-28.30%

-4.21%

Current Drawdown

Current decline from peak

-3.21%

-2.74%

-0.47%

Average Drawdown

Average peak-to-trough decline

-9.27%

-4.25%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.67%

+1.36%

Volatility

IS3N.DE vs. ACWV - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.31% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 1.76%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

1.76%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

5.66%

+9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

7.83%

+10.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

10.15%

+6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

12.81%

+5.27%

IS3N.DE vs. ACWV - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is lower than ACWV's 0.20% 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

IS3N.DE vs. ACWV - Dividend Comparison

IS3N.DE has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
2.03%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
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


IS3N.DE and ACWV have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for ACWV.

IS3N.DE is categorized as Emerging Markets Equities, while ACWV is Large Cap Blend Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while ACWV tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.18% for IS3N.DE and 0.20% for ACWV.

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