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

Performance

IS3N.DE vs. ZPRS.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 SPDR MSCI World Small Cap UCITS ETF (ZPRS.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 26.75% return, which is significantly higher than ZPRS.DE's 15.99% return. Both investments have delivered pretty close results over the past 10 years, with IS3N.DE having a 10.33% annualized return and ZPRS.DE not far behind at 10.21%.


IS3N.DE

1D
-1.02%
1M
5.90%
YTD
26.75%
6M
30.88%
1Y
45.63%
3Y*
19.41%
5Y*
8.65%
10Y*
10.33%

ZPRS.DE

1D
-0.48%
1M
4.91%
YTD
15.99%
6M
17.57%
1Y
31.87%
3Y*
14.65%
5Y*
7.87%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
26.75%17.14%13.88%7.20%-13.85%7.09%7.07%20.99%-11.06%20.43%
ZPRS.DE
SPDR MSCI World Small Cap UCITS ETF
15.99%7.37%13.79%12.57%-14.08%25.40%5.40%30.21%-11.45%7.16%

Correlation

The correlation between IS3N.DE and ZPRS.DE is 0.64, 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

0.64

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

0.61

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

0.62

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

0.66

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

0.68

The correlation between IS3N.DE and ZPRS.DE has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

IS3N.DE vs. ZPRS.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: 8181
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8181
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8080
Martin Ratio Rank

ZPRS.DE
ZPRS.DE Risk / Return Rank: 7979
Overall Rank
ZPRS.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ZPRS.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
ZPRS.DE Omega Ratio Rank: 7171
Omega Ratio Rank
ZPRS.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
ZPRS.DE Martin Ratio Rank: 8585
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. ZPRS.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 SPDR MSCI World Small Cap UCITS ETF (ZPRS.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.DEZPRS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratioReturn relative to maximum drawdown

4.32

4.40

-0.08

Martin ratioReturn relative to average drawdown

15.01

16.78

-1.77

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

The current IS3N.DE Sharpe Ratio is 2.51, which is comparable to the ZPRS.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of IS3N.DE and ZPRS.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. ZPRS.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum ZPRS.DE drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and ZPRS.DE.


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Drawdown Indicators


IS3N.DEZPRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-40.22%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-7.22%

-3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

-24.49%

+5.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

-24.49%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-40.22%

+7.71%

Current Drawdown

Current decline from peak

-1.76%

-0.48%

-1.28%

Average Drawdown

Average peak-to-trough decline

-9.26%

-8.85%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.89%

+1.14%

Volatility

IS3N.DE vs. ZPRS.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.11% compared to SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) at 3.67%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than ZPRS.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.DEZPRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

3.67%

+3.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

10.05%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

14.04%

+4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

16.61%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

18.00%

+0.10%

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

IS3N.DE has a 0.18% expense ratio, which is lower than ZPRS.DE's 0.45% expense ratio.


Dividends

IS3N.DE vs. ZPRS.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and ZPRS.DE have a correlation of 0.64, 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 0.45% for ZPRS.DE.

IS3N.DE is categorized as Emerging Markets Equities, while ZPRS.DE is Global Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while ZPRS.DE tracks MSCI World Small Cap. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for IS3N.DE and 0.45% for ZPRS.DE.

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