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IS3N.DE vs. MVOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. MVOL.L - 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 Edge MSCI World Minimum Volatility UCITS (MVOL.L). 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 MVOL.L is traded in USD. To make them comparable, the MVOL.L 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 18.17% return, which is significantly higher than MVOL.L's 5.36% return. Over the past 10 years, IS3N.DE has outperformed MVOL.L with an annualized return of 8.50%, while MVOL.L has yielded a comparatively lower 6.43% annualized return.


IS3N.DE

1D
-1.97%
1M
-9.63%
6M
10.94%
YTD
18.17%
1Y
31.10%
3Y*
17.61%
5Y*
7.21%
10Y*
8.50%

MVOL.L

1D
0.69%
1M
2.55%
6M
4.32%
YTD
5.36%
1Y
6.10%
3Y*
8.50%
5Y*
5.77%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. MVOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
18.17%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS
5.36%-2.16%18.41%4.07%-4.02%23.22%-5.89%25.33%2.18%2.96%

Correlation

The correlation between IS3N.DE and MVOL.L is 0.01, 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

0.01

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

0.20

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

0.26

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

0.40

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

0.46

Over the past year, the correlation between IS3N.DE and MVOL.L has dropped to 0.01 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

IS3N.DE vs. MVOL.L — 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: 6262
Overall Rank
IS3N.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 5858
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 6363
Martin Ratio Rank

MVOL.L
MVOL.L Risk / Return Rank: 2020
Overall Rank
MVOL.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1919
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 2020
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. MVOL.L - 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 Edge MSCI World Minimum Volatility UCITS (MVOL.L). 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.DEMVOL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.29

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

2.89

1.16

+1.73

Martin ratioReturn relative to average drawdown

8.76

2.83

+5.92

IS3N.DE vs. MVOL.L - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 1.56, which is higher than the MVOL.L Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of IS3N.DE and MVOL.L, 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. MVOL.L - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and MVOL.L.


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Drawdown Indicators


IS3N.DEMVOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-28.24%

-6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-5.24%

-5.35%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-11.81%

-7.37%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-12.55%

-9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-28.24%

-4.27%

Current Drawdown

Current decline from peak

-10.59%

-3.38%

-7.21%

Average Drawdown

Average peak-to-trough decline

-9.23%

-4.59%

-4.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.15%

+1.35%

Volatility

IS3N.DE vs. MVOL.L - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 8.01% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.85%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEMVOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

2.85%

+5.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.36%

6.90%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

8.87%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

10.75%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

12.14%

+6.05%

IS3N.DE vs. MVOL.L - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is lower than MVOL.L's 0.35% expense ratio.


Dividends

IS3N.DE vs. MVOL.L - Dividend Comparison

Neither IS3N.DE nor MVOL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and MVOL.L have a correlation of 0.01, 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 0.35% for MVOL.L.

IS3N.DE is categorized as Emerging Markets Equities, while MVOL.L is Global Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market Index (IMI), while MVOL.L tracks MSCI ACWI NR USD. Their fees differ too: 0.18% for IS3N.DE and 0.35% for MVOL.L.

Portfolio Optimizer

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