IS3R.DE vs. SEC0.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc)) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while SEC0.DE is a Semiconductors fund tracking the MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Both are passively managed. Over the past 3 years, IS3R.DE returned 26.05%/yr vs 56.37%/yr for SEC0.DE. A 0.72 correlation means they provide meaningful diversification when combined. IS3R.DE charges 0.25%/yr vs 0.35%/yr for SEC0.DE.
Performance
IS3R.DE vs. SEC0.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 lower than SEC0.DE's 98.10% 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%
SEC0.DE
- 1D
- -2.85%
- 1M
- 18.95%
- YTD
- 98.10%
- 6M
- 98.14%
- 1Y
- 188.23%
- 3Y*
- 56.37%
- 5Y*
- —
- 10Y*
- —
IS3R.DE vs. SEC0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 7.42% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 98.10% | 36.46% | 20.85% | 61.01% | -32.22% | 21.11% |
Correlation
The correlation between IS3R.DE and SEC0.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2021 | 0.72 |
The correlation between IS3R.DE and SEC0.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. SEC0.DE — Risk / Return Rank
IS3R.DE
SEC0.DE
IS3R.DE vs. SEC0.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 MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.05 | ||
| Sortino ratioReturn per unit of downside risk | -3.12 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.75 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 14.81 | -11.33 |
| Martin ratioReturn relative to average drawdown | 13.30 | 52.61 | -39.32 |
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 | SEC0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 5.89 | -4.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 1.17 | -0.32 |
Drawdowns
IS3R.DE vs. SEC0.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum SEC0.DE drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SEC0.DE.
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Drawdown Indicators
| IS3R.DE | SEC0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -39.35% | +8.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -12.90% | +3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -39.35% | +15.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -2.85% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -11.85% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 3.64% | -1.28% |
Volatility
IS3R.DE vs. SEC0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) is 5.96%, while iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) has a volatility of 13.13%. This indicates that IS3R.DE experiences smaller price fluctuations and is considered to be less risky than SEC0.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 | SEC0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 13.13% | -7.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 25.14% | -10.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 32.42% | -15.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 29.95% | -12.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 29.95% | -12.72% |
IS3R.DE vs. SEC0.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than SEC0.DE's 0.35% expense ratio.
Dividends
IS3R.DE vs. SEC0.DE - Dividend Comparison
Neither IS3R.DE nor SEC0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and SEC0.DE have a correlation of 0.78, 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 0.35% for SEC0.DE.
IS3R.DE is categorized as Momentum, while SEC0.DE is Semiconductors. IS3R.DE tracks MSCI World Momentum Index, while SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped. Their fees differ too: 0.25% for IS3R.DE and 0.35% for SEC0.DE.
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