IS3R.DE vs. VVSM.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and VVSM.DE (VanEck Semiconductor UCITS ETF) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while VVSM.DE is a Semiconductors fund tracking the MVIS US Listed Semiconductor 10% Capped ESG Index. Both are passively managed. Over the past 5 years, IS3R.DE returned 14.78%/yr vs 38.39%/yr for VVSM.DE. A 0.72 correlation means they provide meaningful diversification when combined. IS3R.DE charges 0.25%/yr vs 0.35%/yr for VVSM.DE.
Performance
IS3R.DE vs. VVSM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 23.73% return, which is significantly lower than VVSM.DE's 88.80% return.
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%
VVSM.DE
- 1D
- 5.78%
- 1M
- 11.46%
- YTD
- 88.80%
- 6M
- 94.46%
- 1Y
- 164.58%
- 3Y*
- 55.11%
- 5Y*
- 38.39%
- 10Y*
- —
IS3R.DE vs. VVSM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 23.73% | 8.37% | 37.95% | 8.09% | -13.60% | 24.52% | 2.28% |
VVSM.DE VanEck Semiconductor UCITS ETF | 88.80% | 33.22% | 31.47% | 70.20% | -32.79% | 58.38% | -15.76% |
Correlation
The correlation between IS3R.DE and VVSM.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 | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2020 | 0.72 |
The correlation between IS3R.DE and VVSM.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. VVSM.DE — Risk / Return Rank
IS3R.DE
VVSM.DE
IS3R.DE vs. VVSM.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 VanEck Semiconductor UCITS ETF (VVSM.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.DE | VVSM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.63 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 13.76 | -9.87 |
| Martin ratioReturn relative to average drawdown | 14.75 | 44.81 | -30.06 |
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Drawdowns
IS3R.DE vs. VVSM.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.76%, smaller than the maximum VVSM.DE drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and VVSM.DE.
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Drawdown Indicators
| IS3R.DE | VVSM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.76% | -37.65% | +6.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -11.65% | +2.64% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -37.52% | +13.95% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -37.65% | +14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -30.76% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -1.32% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -7.19% | -10.48% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 3.58% | -1.20% |
Volatility
IS3R.DE vs. VVSM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) is 6.79%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 13.48%. This indicates that IS3R.DE experiences smaller price fluctuations and is considered to be less risky than VVSM.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 | VVSM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 13.48% | -6.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 26.15% | -11.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 33.27% | -15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 31.43% | -13.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 31.86% | -13.77% |
IS3R.DE vs. VVSM.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is lower than VVSM.DE's 0.35% expense ratio.
Dividends
IS3R.DE vs. VVSM.DE - Dividend Comparison
Neither IS3R.DE nor VVSM.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and VVSM.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 VVSM.DE.
IS3R.DE is categorized as Momentum, while VVSM.DE is Semiconductors. IS3R.DE tracks MSCI World Momentum Index, while VVSM.DE tracks MVIS US Listed Semiconductor 10% Capped ESG Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.25% for IS3R.DE and 0.35% for VVSM.DE.
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