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

Performance

IS3N.DE vs. EUNM.DE - 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 EM UCITS ETF (Acc) (EUNM.DE). The values are adjusted to include any dividend payments, if applicable.

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IS3N.DE vs. EUNM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
5.98%17.14%13.87%7.20%-14.09%7.38%7.07%21.01%-11.06%20.43%
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
6.40%19.18%14.09%5.71%-14.47%4.68%6.84%20.91%-10.84%19.89%

Returns By Period

In the year-to-date period, IS3N.DE achieves a 5.98% return, which is significantly lower than EUNM.DE's 6.40% return. Both investments have delivered pretty close results over the past 10 years, with IS3N.DE having a 8.23% annualized return and EUNM.DE not far behind at 7.99%.


IS3N.DE

1D
3.44%
1M
-5.31%
YTD
5.98%
6M
9.26%
1Y
24.80%
3Y*
13.99%
5Y*
5.05%
10Y*
8.23%

EUNM.DE

1D
3.49%
1M
-5.24%
YTD
6.40%
6M
10.23%
1Y
25.90%
3Y*
14.27%
5Y*
4.65%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS3N.DE vs. EUNM.DE - Expense Ratio Comparison

Both IS3N.DE and EUNM.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

IS3N.DE vs. EUNM.DE — 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: 7474
Overall Rank
IS3N.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 6969
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 7575
Martin Ratio Rank

EUNM.DE
EUNM.DE Risk / Return Rank: 7676
Overall Rank
EUNM.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 7777
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. EUNM.DE - 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 EM UCITS ETF (Acc) (EUNM.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.


IS3N.DEEUNM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.37

1.41

-0.04

Sortino ratio

Return per unit of downside risk

1.86

1.92

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratio

Return relative to maximum drawdown

2.37

2.55

-0.17

Martin ratio

Return relative to average drawdown

8.26

8.71

-0.45

IS3N.DE vs. EUNM.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 1.37, which is comparable to the EUNM.DE Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of IS3N.DE and EUNM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IS3N.DEEUNM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.41

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.28

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.44

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Correlation

The correlation between IS3N.DE and EUNM.DE is 0.99, 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.


Dividends

IS3N.DE vs. EUNM.DE - Dividend Comparison

Neither IS3N.DE nor EUNM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IS3N.DE vs. EUNM.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, roughly equal to the maximum EUNM.DE drawdown of -35.91%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and EUNM.DE.


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Drawdown Indicators


IS3N.DEEUNM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-35.91%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-13.46%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-23.62%

+1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-31.86%

-0.65%

Current Drawdown

Current decline from peak

-7.44%

-7.34%

-0.10%

Average Drawdown

Average peak-to-trough decline

-9.41%

-10.64%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.06%

+0.01%

Volatility

IS3N.DE vs. EUNM.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) have volatilities of 7.46% and 7.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEEUNM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

7.52%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

13.14%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

18.32%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

16.22%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

18.04%

-0.16%