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

IS3S.DE vs. BABA

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 BABA (Alibaba Group Holding Limited) is a stock. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 4.09%/yr for BABA. At a 0.32 correlation, their price movements are largely independent.

Performance

IS3S.DE vs. BABA - 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 Alibaba Group Holding Limited (BABA). 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 BABA is traded in USD. To make them comparable, the BABA 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 BABA's -21.13% return. Over the past 10 years, IS3S.DE has outperformed BABA with an annualized return of 12.98%, while BABA has yielded a comparatively lower 4.09% 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%

BABA

1D
0.20%
1M
-20.93%
YTD
-21.13%
6M
-25.78%
1Y
-2.20%
3Y*
8.51%
5Y*
-9.93%
10Y*
4.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. BABA - 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%
BABA
Alibaba Group Holding Limited		-21.13%54.93%19.15%-13.50%-21.25%-45.14%0.68%58.23%-16.78%72.23%

Correlation

The correlation between IS3S.DE and BABA is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.23

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

0.23

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

0.29

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

0.32

The correlation between IS3S.DE and BABA shifts across timeframes, from 0.21 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

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iShares Edge MSCI World Value Factor UCITS ETF

Alibaba Group Holding Limited

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 BABA:
BABA vs. JDBABA vs. AMZNBABA vs. BIDUBABA vs. SPYBABA vs. AAPLBABA vs. ADBEBABA vs. QQQ

Return for Risk

IS3S.DE vs. BABA — 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
BABA
BABA Risk / Return Rank: 4040
Overall Rank
BABA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BABA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BABA Omega Ratio Rank: 3737
Omega Ratio Rank
BABA Calmar Ratio Rank: 4141
Calmar Ratio Rank
BABA Martin Ratio Rank: 4141
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. BABA - 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 Alibaba Group Holding Limited (BABA). 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.DEBABADifference
Sharpe ratioReturn per unit of total volatility
4.29
-0.05

+4.34

Sortino ratioReturn per unit of downside risk
5.83
0.27

+5.56

Omega ratioGain probability vs. loss probability

1.77

1.03

+0.75

Calmar ratioReturn relative to maximum drawdown

10.20

-0.06

+10.26

Martin ratioReturn relative to average drawdown

37.08

-0.11

+37.20

IS3S.DE vs. BABA - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.29, which is higher than the BABA Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of IS3S.DE and BABA, 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. BABA - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum BABA drawdown of -76.43%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and BABA.

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Drawdown Indicators

IS3S.DEBABADifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-76.43%

+41.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-39.20%

+33.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-39.20%

+21.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-67.12%

+49.34%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

-76.43%

+41.24%

Current Drawdown

Current decline from peak

-1.26%

-61.48%

+60.22%

Average Drawdown

Average peak-to-trough decline

-6.96%

-34.77%

+27.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

19.31%

-17.63%

Volatility

IS3S.DE vs. BABA - Volatility Comparison

The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.87%, while Alibaba Group Holding Limited (BABA) has a volatility of 9.71%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than BABA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IS3S.DEBABADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

9.71%

-3.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

28.93%

-16.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

43.69%

-29.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.97%

50.24%

-36.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

42.85%

-26.19%

Dividends

IS3S.DE vs. BABA - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while BABA's dividend yield for the trailing twelve months is around 0.93%.

PositionTTM202520242023
BABA
Alibaba Group Holding Limited		0.93%1.36%1.96%1.29%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%

Frequently Asked Questions

IS3S.DE and BABA have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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