IS3R.DE vs. IUSL.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while IUSL.DE is a Global Equities fund tracking the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others. Both are passively managed. Over the past 10 years, IS3R.DE returned 15.31%/yr vs 12.35%/yr for IUSL.DE. A 0.76 correlation means they provide meaningful diversification when combined. IS3R.DE charges 0.25%/yr vs 0.60%/yr for IUSL.DE.
Performance
IS3R.DE vs. IUSL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than IUSL.DE's 9.75% return. Over the past 10 years, IS3R.DE has outperformed IUSL.DE with an annualized return of 15.31%, while IUSL.DE has yielded a comparatively lower 12.35% annualized return.
IS3R.DE
- 1D
- -1.01%
- 1M
- 6.72%
- YTD
- 22.51%
- 6M
- 23.47%
- 1Y
- 31.36%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
IS3R.DE vs. IUSL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 7.79% |
Correlation
The correlation between IS3R.DE and IUSL.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.76 |
The correlation between IS3R.DE and IUSL.DE shifts across timeframes, from 0.68 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
IS3R.DE vs. IUSL.DE — Risk / Return Rank
IS3R.DE
IUSL.DE
IS3R.DE vs. IUSL.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 iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.DE | IUSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.88 | +0.59 |
| Martin ratioReturn relative to average drawdown | 13.30 | 11.02 | +2.27 |
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
| IS3R.DE | IUSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.81 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.85 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.83 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.71 | +0.14 |
Drawdowns
IS3R.DE vs. IUSL.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum IUSL.DE drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and IUSL.DE.
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Drawdown Indicators
| IS3R.DE | IUSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -33.02% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -7.24% | -1.77% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -19.43% | -4.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -19.43% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -33.02% | +2.25% |
Current DrawdownCurrent decline from peak | -1.01% | -0.71% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -4.10% | -1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.90% | +0.46% |
Volatility
IS3R.DE vs. IUSL.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) at 3.41%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than IUSL.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.DE | IUSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 3.41% | +2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 8.74% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 11.56% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 13.53% | +3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 14.93% | +2.30% |
IS3R.DE vs. IUSL.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than IUSL.DE's 0.60% expense ratio.
Dividends
IS3R.DE vs. IUSL.DE - Dividend Comparison
Neither IS3R.DE nor IUSL.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and IUSL.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3R.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE is cheaper with a 0.25% expense ratio, compared with 0.60% for IUSL.DE.
IS3R.DE is categorized as Momentum, while IUSL.DE is Global Equities. IS3R.DE tracks MSCI World Momentum Index, while IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others. Their fees differ too: 0.25% for IS3R.DE and 0.60% for IUSL.DE.
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