IS3N.DE vs. SGL.DE
IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI), while SGL.DE (SGL Carbon SE) is a stock. Over the past 10 years, IS3N.DE returned 10.00%/yr vs -7.18%/yr for SGL.DE. At a 0.40 correlation, their price movements are largely independent.
Performance
IS3N.DE vs. SGL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3N.DE achieves a 25.82% return, which is significantly lower than SGL.DE's 66.13% return. Over the past 10 years, IS3N.DE has outperformed SGL.DE with an annualized return of 10.00%, while SGL.DE has yielded a comparatively lower -7.18% annualized return.
IS3N.DE
- 1D
- -1.45%
- 1M
- 2.58%
- YTD
- 25.82%
- 6M
- 26.89%
- 1Y
- 45.44%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
SGL.DE
- 1D
- -3.53%
- 1M
- 16.20%
- YTD
- 66.13%
- 6M
- 78.69%
- 1Y
- 37.57%
- 3Y*
- -15.42%
- 5Y*
- -6.71%
- 10Y*
- -7.18%
IS3N.DE vs. SGL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
SGL.DE SGL Carbon SE | 66.13% | -21.75% | -38.56% | -6.06% | -9.88% | 113.91% | -24.16% | -22.23% | -46.49% | 36.24% |
Correlation
The correlation between IS3N.DE and SGL.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014 | 0.40 |
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Return for Risk
IS3N.DE vs. SGL.DE — Risk / Return Rank
IS3N.DE
SGL.DE
IS3N.DE vs. SGL.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 SGL Carbon SE (SGL.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.DE | SGL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.89 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.19 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 1.10 | +3.33 |
| Martin ratioReturn relative to average drawdown | 16.00 | 2.21 | +13.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3N.DE | SGL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 0.80 | +1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | -0.15 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | -0.16 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.08 | +0.52 |
Drawdowns
IS3N.DE vs. SGL.DE - Drawdown Comparison
The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum SGL.DE drawdown of -97.48%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and SGL.DE.
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Drawdown Indicators
| IS3N.DE | SGL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -97.48% | +62.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -34.43% | +23.91% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -70.08% | +50.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -75.97% | +53.96% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -84.52% | +52.01% |
Current DrawdownCurrent decline from peak | -2.49% | -94.12% | +91.63% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -73.71% | +64.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 17.09% | -14.18% |
Volatility
IS3N.DE vs. SGL.DE - Volatility Comparison
The current volatility for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) is 7.16%, while SGL Carbon SE (SGL.DE) has a volatility of 17.91%. This indicates that IS3N.DE experiences smaller price fluctuations and is considered to be less risky than SGL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3N.DE | SGL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 17.91% | -10.75% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 39.38% | -24.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 47.05% | -29.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 43.39% | -27.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 45.47% | -27.43% |
Dividends
IS3N.DE vs. SGL.DE - Dividend Comparison
Neither IS3N.DE nor SGL.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3N.DE and SGL.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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