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IS3R.DE vs. GERD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS3R.DE vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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IS3R.DE vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
-0.78%8.37%37.95%8.87%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
1.53%10.26%18.54%7.85%

Returns By Period

In the year-to-date period, IS3R.DE achieves a -0.78% return, which is significantly lower than GERD.DE's 1.53% return.


IS3R.DE

1D
-0.40%
1M
-0.58%
YTD
-0.78%
6M
1.10%
1Y
11.87%
3Y*
17.59%
5Y*
10.18%
10Y*
13.31%

GERD.DE

1D
0.11%
1M
-1.83%
YTD
1.53%
6M
3.82%
1Y
13.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS3R.DE vs. GERD.DE - Expense Ratio Comparison

IS3R.DE has a 0.30% expense ratio, which is lower than GERD.DE's 0.50% expense ratio.


Return for Risk

IS3R.DE vs. GERD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3R.DE
IS3R.DE Risk / Return Rank: 4444
Overall Rank
IS3R.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 2929
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 6565
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 5959
Overall Rank
GERD.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 4242
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8383
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.

IS3R.DE vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.


IS3R.DEGERD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.90

-0.31

Sortino ratio

Return per unit of downside risk

0.95

1.24

-0.29

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.05

Calmar ratio

Return relative to maximum drawdown

1.99

2.81

-0.81

Martin ratio

Return relative to average drawdown

7.59

10.86

-3.27

IS3R.DE vs. GERD.DE - Sharpe Ratio Comparison

The current IS3R.DE Sharpe Ratio is 0.59, which is lower than the GERD.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of IS3R.DE and GERD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IS3R.DEGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.90

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.05

-0.30

Correlation

The correlation between IS3R.DE and GERD.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IS3R.DE vs. GERD.DE - Dividend Comparison

Neither IS3R.DE nor GERD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IS3R.DE vs. GERD.DE - Drawdown Comparison

The maximum IS3R.DE drawdown since its inception was -30.77%, which is greater than GERD.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and GERD.DE.


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Drawdown Indicators


IS3R.DEGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.77%

-19.22%

-11.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-8.95%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

Max Drawdown (10Y)

Largest decline over 10 years

-30.77%

Current Drawdown

Current decline from peak

-5.10%

-4.18%

-0.92%

Average Drawdown

Average peak-to-trough decline

-5.75%

-2.33%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.71%

+0.65%

Volatility

IS3R.DE vs. GERD.DE - Volatility Comparison

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 7.54% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 4.46%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3R.DEGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

4.46%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

8.42%

+4.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.95%

15.28%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

12.97%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

12.97%

+4.10%