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IS3R.DE vs. SPY5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3R.DE vs. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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, IS3R.DE achieves a 23.73% return, which is significantly higher than SPY5.DE's 9.95% return. Both investments have delivered pretty close results over the past 10 years, with IS3R.DE having a 15.43% annualized return and SPY5.DE not far behind at 14.78%.


IS3R.DE

1D
3.45%
1M
4.33%
YTD
23.73%
6M
26.24%
1Y
35.47%
3Y*
25.94%
5Y*
14.78%
10Y*
15.43%

SPY5.DE

1D
1.56%
1M
0.08%
YTD
9.95%
6M
10.78%
1Y
24.88%
3Y*
17.96%
5Y*
14.23%
10Y*
14.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3R.DE vs. SPY5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
23.73%8.37%37.95%8.09%-13.60%24.52%16.42%31.46%0.29%16.07%
SPY5.DE
SPDR S&P 500 UCITS ETF
9.95%4.75%32.36%22.42%-14.24%40.60%6.73%34.44%-1.62%6.69%

Correlation

The correlation between IS3R.DE and SPY5.DE is 0.79, 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

0.79

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

0.85

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

0.83

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.87

The correlation between IS3R.DE and SPY5.DE has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.

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Return for Risk

IS3R.DE vs. SPY5.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: 7777
Overall Rank
IS3R.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 8484
Martin Ratio Rank

SPY5.DE
SPY5.DE Risk / Return Rank: 7575
Overall Rank
SPY5.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPY5.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SPY5.DE Omega Ratio Rank: 7676
Omega Ratio Rank
SPY5.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPY5.DE Martin Ratio Rank: 7474
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. SPY5.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 SPDR S&P 500 UCITS ETF (SPY5.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.


IS3R.DESPY5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.36

1.38

-0.02

Calmar ratioReturn relative to maximum drawdown

3.89

3.41

+0.48

Martin ratioReturn relative to average drawdown

14.75

12.10

+2.65

IS3R.DE vs. SPY5.DE - Sharpe Ratio Comparison

The current IS3R.DE Sharpe Ratio is 1.98, which is comparable to the SPY5.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IS3R.DE and SPY5.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

IS3R.DE vs. SPY5.DE - Drawdown Comparison

The maximum IS3R.DE drawdown since its inception was -30.76%, smaller than the maximum SPY5.DE drawdown of -33.86%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SPY5.DE.


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Drawdown Indicators


IS3R.DESPY5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.76%

-33.86%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.01%

-7.15%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-23.57%

-23.34%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.57%

-23.34%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-30.76%

-33.86%

+3.10%

Current Drawdown

Current decline from peak

-0.02%

-1.74%

+1.72%

Average Drawdown

Average peak-to-trough decline

-7.19%

-3.92%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.02%

+0.36%

Volatility

IS3R.DE vs. SPY5.DE - Volatility Comparison

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 6.79% compared to SPDR S&P 500 UCITS ETF (SPY5.DE) at 3.08%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than SPY5.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.DESPY5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

3.08%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

15.14%

7.88%

+7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.72%

11.75%

+5.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

15.21%

+2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

16.08%

+2.01%

IS3R.DE vs. SPY5.DE - Expense Ratio Comparison

IS3R.DE has a 0.25% expense ratio, which is higher than SPY5.DE's 0.03% 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. SPY5.DE - Dividend Comparison

IS3R.DE has not paid dividends to shareholders, while SPY5.DE's dividend yield for the trailing twelve months is around 0.90%.


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%
SPY5.DE
SPDR S&P 500 UCITS ETF
0.90%0.99%1.03%1.22%1.42%0.95%1.37%1.43%1.28%1.59%1.57%1.69%

Frequently Asked Questions


IS3R.DE and SPY5.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.DE is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.DE is cheaper with a 0.03% expense ratio, compared with 0.25% for IS3R.DE.

IS3R.DE is categorized as Momentum, while SPY5.DE is S&P 500. IS3R.DE tracks MSCI World Momentum Index, while SPY5.DE 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 0.03% for SPY5.DE.

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