IS3R.DE vs. VWCE.DE
Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
IS3R.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both IS3R.DE and VWCE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3R.DE or VWCE.DE.
Key characteristics
| IS3R.DE | VWCE.DE | |
|---|---|---|
| YTD Return | 29.79% | 17.95% |
| 1Y Return | 37.50% | 25.45% |
| 3Y Return (Ann) | 6.24% | 7.07% |
| 5Y Return (Ann) | 12.78% | 11.04% |
| Sharpe Ratio | 2.26 | 2.52 |
| Sortino Ratio | 2.86 | 3.29 |
| Omega Ratio | 1.45 | 1.51 |
| Calmar Ratio | 2.53 | 3.15 |
| Martin Ratio | 10.40 | 15.41 |
| Ulcer Index | 3.55% | 1.65% |
| Daily Std Dev | 16.30% | 10.08% |
| Max Drawdown | -30.77% | -33.43% |
| Current Drawdown | -3.72% | -2.65% |
Correlation
The correlation between IS3R.DE and VWCE.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IS3R.DE vs. VWCE.DE - Performance Comparison
In the year-to-date period, IS3R.DE achieves a 29.79% return, which is significantly higher than VWCE.DE's 17.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS3R.DE vs. VWCE.DE - Expense Ratio Comparison
IS3R.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.
Risk-Adjusted Performance
IS3R.DE vs. VWCE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.
Dividends
IS3R.DE vs. VWCE.DE - Dividend Comparison
Neither IS3R.DE nor VWCE.DE has paid dividends to shareholders.
Drawdowns
IS3R.DE vs. VWCE.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and VWCE.DE. For additional features, visit the drawdowns tool.
Volatility
IS3R.DE vs. VWCE.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 2.08% and 2.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.