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IS3S.DE vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3S.DE vs. ACWV - 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 iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3S.DE is traded in EUR, while ACWV is traded in USD. To make them comparable, the ACWV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than ACWV's 4.46% return. Over the past 10 years, IS3S.DE has outperformed ACWV with an annualized return of 12.98%, while ACWV has yielded a comparatively lower 7.14% annualized return.


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%

ACWV

1D
0.42%
1M
1.49%
YTD
4.46%
6M
4.47%
1Y
5.40%
3Y*
7.45%
5Y*
6.42%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. ACWV - 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%
ACWV
iShares MSCI Global Min Vol Factor ETF
4.46%-2.14%18.74%4.99%-4.80%22.49%-5.45%23.77%3.21%4.00%

Correlation

The correlation between IS3S.DE and ACWV 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

0.38

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

0.37

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

0.44

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

0.48

The correlation between IS3S.DE and ACWV shifts across timeframes, from 0.30 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3S.DE vs. ACWV — 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

ACWV
ACWV Risk / Return Rank: 2020
Overall Rank
ACWV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACWV Omega Ratio Rank: 1919
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2020
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2121
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. ACWV - 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 iShares MSCI Global Min Vol Factor ETF (ACWV). 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.DEACWVDifference
Sharpe ratioReturn per unit of total volatility

+3.65

Sortino ratioReturn per unit of downside risk

+4.90

Omega ratioGain probability vs. loss probability

1.77

1.11

+0.66

Calmar ratioReturn relative to maximum drawdown

10.20

1.18

+9.02

Martin ratioReturn relative to average drawdown

37.08

3.02

+34.07

IS3S.DE vs. ACWV - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.29, which is higher than the ACWV Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IS3S.DE and ACWV, 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. ACWV - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.19%, which is greater than ACWV's maximum drawdown of -28.30%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and ACWV.


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Drawdown Indicators


IS3S.DEACWVDifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-28.30%

-6.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-4.25%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-11.40%

-6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-11.80%

-5.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-28.30%

-6.89%

Current Drawdown

Current decline from peak

-1.26%

-2.74%

+1.48%

Average Drawdown

Average peak-to-trough decline

-6.96%

-4.25%

-2.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.67%

+0.01%

Volatility

IS3S.DE vs. ACWV - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 1.76%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3S.DEACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

1.76%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

5.66%

+6.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

7.83%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

10.15%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

12.81%

+3.85%

IS3S.DE vs. ACWV - Expense Ratio Comparison

IS3S.DE has a 0.30% expense ratio, which is higher than ACWV's 0.20% expense ratio.


Dividends

IS3S.DE vs. ACWV - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while ACWV's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF
2.03%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
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 ACWV 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.

On fees, ACWV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ACWV is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.

IS3S.DE is categorized as Global Equities, while ACWV is Large Cap Blend Equities. IS3S.DE tracks MSCI World Enhanced Value, while ACWV tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.30% for IS3S.DE and 0.20% for ACWV.

Portfolio Optimizer

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