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IS3S.DE vs. 1CS.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IS3S.DE vs. 1CS.MI

Last updated Jun 13, 2026

IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value, while 1CS.MI (AXA SA) is a stock. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 13.16%/yr for 1CS.MI. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

IS3S.DE vs. 1CS.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and AXA SA (1CS.MI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than 1CS.MI's 0.98% return. Both investments have delivered pretty close results over the past 10 years, with IS3S.DE having a 12.98% annualized return and 1CS.MI not far ahead at 13.16%.

IS3S.DE

1D
2.88%
1M
5.58%
YTD
34.68%
6M
37.30%
1Y
63.13%
3Y*
25.47%
5Y*
17.18%
10Y*
12.98%

1CS.MI

1D
0.46%
1M
-0.68%
YTD
0.98%
6M
2.87%
1Y
0.18%
3Y*
19.78%
5Y*
18.23%
10Y*
13.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. 1CS.MI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		34.68%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-10.32%7.66%
1CS.MI
AXA SA		0.98%27.07%23.08%18.99%6.46%42.27%-10.99%42.47%-20.11%8.41%

Correlation

The correlation between IS3S.DE and 1CS.MI is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.41

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

0.49

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

0.55

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

0.57

Over the past year, the correlation between IS3S.DE and 1CS.MI has dropped to 0.30 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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iShares Edge MSCI World Value Factor UCITS ETF

AXA SA

Often compared with IS3S.DE:
IS3S.DE vs. XDEM.DEIS3S.DE vs. AVLVIS3S.DE vs. QDVX.DEIS3S.DE vs. IUSQ.DEIS3S.DE vs. SPWOIS3S.DE vs. GACA.DEIS3S.DE vs. AVUV
Often compared with 1CS.MI:
1CS.MI vs. KAP.IL1CS.MI vs. 1810.HK1CS.MI vs. ASML1CS.MI vs. AVGO1CS.MI vs. AMD1CS.MI vs. BABA1CS.MI vs. 0700.HK

Return for Risk

IS3S.DE vs. 1CS.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
Martin Ratio Rank
1CS.MI
1CS.MI Risk / Return Rank: 3535
Overall Rank
1CS.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
1CS.MI Sortino Ratio Rank: 3232
Sortino Ratio Rank
1CS.MI Omega Ratio Rank: 3333
Omega Ratio Rank
1CS.MI Calmar Ratio Rank: 3737
Calmar Ratio Rank
1CS.MI Martin Ratio Rank: 3737
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.

IS3S.DE vs. 1CS.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and AXA SA (1CS.MI). 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.

IS3S.DE1CS.MIDifference
Sharpe ratioReturn per unit of total volatility
4.29
-0.07

+4.36

Sortino ratioReturn per unit of downside risk
5.83
0.07

+5.75

Omega ratioGain probability vs. loss probability

1.77

1.01

+0.76

Calmar ratioReturn relative to maximum drawdown

10.20

-0.13

+10.33

Martin ratioReturn relative to average drawdown

37.08

-0.23

+37.32

IS3S.DE vs. 1CS.MI - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.29, which is higher than the 1CS.MI Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of IS3S.DE and 1CS.MI, 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

IS3S.DE vs. 1CS.MI - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum 1CS.MI drawdown of -81.45%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and 1CS.MI.

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Drawdown Indicators

IS3S.DE1CS.MIDifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-81.45%

+46.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-13.46%

+7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-13.46%

-4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-24.58%

+6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-51.02%

+15.83%

Current Drawdown

Current decline from peak

-1.26%

-3.74%

+2.48%

Average Drawdown

Average peak-to-trough decline

-6.96%

-22.07%

+15.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

7.67%

-5.99%

Volatility

IS3S.DE vs. 1CS.MI - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and AXA SA (1CS.MI) have volatilities of 5.87% and 5.71%, 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.

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Volatility by Period

IS3S.DE1CS.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.71%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

18.95%

-6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

25.17%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

24.02%

-10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

27.28%

-10.62%

Dividends

IS3S.DE vs. 1CS.MI - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while 1CS.MI's dividend yield for the trailing twelve months is around 5.91%.

PositionTTM20252024202320222021202020192018201720162015
1CS.MI
AXA SA		5.91%5.22%5.80%5.77%5.85%5.43%10.97%5.32%6.72%4.68%4.60%3.74%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IS3S.DE and 1CS.MI have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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