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

Performance

IS3R.DE vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3R.DE is traded in EUR, while SPY is traded in USD. To make them comparable, the SPY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than SPY's 12.60% return. Both investments have delivered pretty close results over the past 10 years, with IS3R.DE having a 15.31% annualized return and SPY not far behind at 15.22%.


IS3R.DE

1D
-1.01%
1M
8.60%
YTD
22.51%
6M
23.56%
1Y
31.46%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%

SPY

1D
0.24%
1M
5.30%
YTD
12.60%
6M
11.55%
1Y
26.34%
3Y*
19.32%
5Y*
14.97%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3R.DE vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPY
State Street SPDR S&P 500 ETF
12.60%3.75%33.13%22.39%-13.10%38.36%8.58%34.19%-0.09%6.75%

Correlation

The correlation between IS3R.DE and SPY is 0.57, 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

0.57

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

0.56

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

0.51

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

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.55

The correlation between IS3R.DE and SPY has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.

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Return for Risk

IS3R.DE vs. SPY — 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: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 7474
Overall Rank
SPY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 7474
Sortino Ratio Rank
SPY Omega Ratio Rank: 7575
Omega Ratio Rank
SPY Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPY Martin Ratio Rank: 7878
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. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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.DESPYDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

3.48

3.59

-0.11

Martin ratioReturn relative to average drawdown

13.30

13.59

-0.29

IS3R.DE vs. SPY - Sharpe Ratio Comparison

The current IS3R.DE Sharpe Ratio is 1.84, which is comparable to the SPY Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IS3R.DE and SPY, 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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Sharpe Ratios by Period


IS3R.DESPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.16

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.89

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.83

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.62

+0.23

Drawdowns

IS3R.DE vs. SPY - Drawdown Comparison

The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum SPY drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SPY.


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Drawdown Indicators


IS3R.DESPYDifference

Max Drawdown

Largest peak-to-trough decline

-30.77%

-49.85%

+19.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-7.38%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-23.87%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

-23.87%

+0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.77%

-33.22%

+2.45%

Current Drawdown

Current decline from peak

-1.01%

-0.19%

-0.82%

Average Drawdown

Average peak-to-trough decline

-5.67%

-7.85%

+2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.94%

+0.42%

Volatility

IS3R.DE vs. SPY - Volatility Comparison

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to State Street SPDR S&P 500 ETF (SPY) at 2.17%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3R.DESPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.96%

2.17%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

8.55%

+5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.01%

12.23%

+4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

16.96%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

18.46%

-1.23%

IS3R.DE vs. SPY - Expense Ratio Comparison

IS3R.DE has a 0.25% expense ratio, which is higher than SPY's 0.09% 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

IS3R.DE vs. SPY - Dividend Comparison

IS3R.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021202020192018201720162015
IS3R.DE
iShares Edge MSCI World Momentum Factor 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%
SPY
State Street SPDR S&P 500 ETF
0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Frequently Asked Questions


IS3R.DE and SPY have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY is cheaper with a 0.09% expense ratio, compared with 0.25% for IS3R.DE.

IS3R.DE is categorized as Momentum, while SPY is S&P 500. IS3R.DE tracks MSCI World Momentum Index, while SPY tracks S&P 500 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.25% for IS3R.DE and 0.09% for SPY.

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