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IS3N.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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, IS3N.DE achieves a 21.93% return, which is significantly lower than H410.DE's 23.59% return. Both investments have delivered pretty close results over the past 10 years, with IS3N.DE having a 8.85% annualized return and H410.DE not far behind at 8.62%.


IS3N.DE

1D
-0.30%
1M
-4.79%
6M
14.75%
YTD
21.93%
1Y
36.45%
3Y*
18.54%
5Y*
7.88%
10Y*
8.85%

H410.DE

1D
-0.41%
1M
-4.81%
6M
16.27%
YTD
23.59%
1Y
40.06%
3Y*
19.24%
5Y*
7.58%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
21.93%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
23.59%18.65%13.95%4.67%-13.87%4.04%6.95%21.14%-11.36%21.12%

Correlation

The correlation between IS3N.DE and H410.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.99

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

0.98

The correlation between IS3N.DE and H410.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

IS3N.DE vs. H410.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: 7373
Overall Rank
IS3N.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 7373
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 7878
Overall Rank
H410.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 7676
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 7878
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. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.


IS3N.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.34

1.36

-0.02

Calmar ratioReturn relative to maximum drawdown

3.45

3.81

-0.36

Martin ratioReturn relative to average drawdown

10.72

11.69

-0.97

IS3N.DE vs. H410.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 1.86, which is comparable to the H410.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of IS3N.DE and H410.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

IS3N.DE vs. H410.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum H410.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and H410.DE.


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Drawdown Indicators


IS3N.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-41.02%

+5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.47%

-0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-19.01%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-22.77%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-31.62%

-0.89%

Current Drawdown

Current decline from peak

-7.75%

-7.87%

+0.12%

Average Drawdown

Average peak-to-trough decline

-9.23%

-13.30%

+4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.42%

-0.03%

Volatility

IS3N.DE vs. H410.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) have volatilities of 8.26% and 8.52%, 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.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.26%

8.52%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

17.21%

17.56%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

20.06%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

17.16%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

18.30%

-0.12%

IS3N.DE vs. H410.DE - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is higher than H410.DE's 0.15% expense ratio. However, 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. H410.DE - Dividend Comparison

IS3N.DE has not paid dividends to shareholders, while H410.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.65%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%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


With a correlation of 0.99, IS3N.DE and H410.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for IS3N.DE.

IS3N.DE tracks MSCI Emerging Markets Investable Market Index (IMI), while H410.DE tracks MSCI Emerging Markets. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.18% for IS3N.DE and 0.15% for H410.DE.

Portfolio Optimizer

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