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

Performance

IS3N.DE vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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 VGK is traded in USD. To make them comparable, the VGK 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 VGK's 9.35% return. Both investments have delivered pretty close results over the past 10 years, with IS3N.DE having a 10.23% annualized return and VGK not far behind at 9.92%.


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%

VGK

1D
0.26%
1M
3.37%
YTD
9.35%
6M
11.54%
1Y
19.55%
3Y*
14.01%
5Y*
9.49%
10Y*
9.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. VGK - 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%
VGK
Vanguard FTSE Europe ETF
9.35%19.71%8.60%16.58%-10.77%25.63%-3.26%27.67%-10.89%11.38%

Correlation

The correlation between IS3N.DE and VGK is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.52

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

0.49

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

0.48

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

0.53

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

0.56

The correlation between IS3N.DE and VGK has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

IS3N.DE vs. VGK — 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

VGK
VGK Risk / Return Rank: 3636
Overall Rank
VGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
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. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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.DEVGKDifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.44

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

4.10

1.77

+2.33

Martin ratioReturn relative to average drawdown

14.25

7.25

+7.00

IS3N.DE vs. VGK - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.40, which is higher than the VGK Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of IS3N.DE and VGK, 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. VGK - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum VGK drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and VGK.


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Drawdown Indicators


IS3N.DEVGKDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-58.19%

+23.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.30%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-15.24%

-3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-21.12%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-37.21%

+4.70%

Current Drawdown

Current decline from peak

-3.21%

0.00%

-3.21%

Average Drawdown

Average peak-to-trough decline

-9.27%

-11.74%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.53%

+0.50%

Volatility

IS3N.DE vs. VGK - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.31% compared to Vanguard FTSE Europe ETF (VGK) at 4.85%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

4.85%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

11.55%

+3.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

13.73%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

14.96%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

17.22%

+0.86%

IS3N.DE vs. VGK - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is higher than VGK's 0.06% 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. VGK - Dividend Comparison

IS3N.DE has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.76%.


PositionTTM20252024202320222021202020192018201720162015
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%
VGK
Vanguard FTSE Europe ETF
2.76%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


IS3N.DE and VGK have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.18% for IS3N.DE.

IS3N.DE is categorized as Emerging Markets Equities, while VGK is Europe Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.18% for IS3N.DE and 0.06% for VGK.

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