IS3S.DE vs. EFV
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and iShares MSCI EAFE Value ETF (EFV).
IS3S.DE and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both IS3S.DE and EFV 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: IS3S.DE or EFV.
Key characteristics
| IS3S.DE | EFV | |
|---|---|---|
| YTD Return | 9.00% | 9.24% |
| 1Y Return | 14.58% | 18.49% |
| 3Y Return (Ann) | 7.43% | 6.57% |
| 5Y Return (Ann) | 6.75% | 6.27% |
| Sharpe Ratio | 1.56 | 1.61 |
| Sortino Ratio | 1.99 | 2.23 |
| Omega Ratio | 1.30 | 1.28 |
| Calmar Ratio | 1.78 | 2.98 |
| Martin Ratio | 7.44 | 9.68 |
| Ulcer Index | 2.26% | 2.02% |
| Daily Std Dev | 10.84% | 12.15% |
| Max Drawdown | -35.18% | -63.94% |
| Current Drawdown | -2.36% | -4.52% |
Correlation
The correlation between IS3S.DE and EFV is 0.72, 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
IS3S.DE vs. EFV - Performance Comparison
The year-to-date returns for both investments are quite close, with IS3S.DE having a 9.00% return and EFV slightly higher at 9.24%. 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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IS3S.DE vs. EFV - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
IS3S.DE vs. EFV - Risk-Adjusted Performance 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 EAFE Value ETF (EFV). 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
IS3S.DE vs. EFV - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while EFV's dividend yield for the trailing twelve months is around 4.51%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFV iShares MSCI EAFE Value ETF | 4.51% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% | 3.19% |
Drawdowns
IS3S.DE vs. EFV - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and EFV. For additional features, visit the drawdowns tool.
Volatility
IS3S.DE vs. EFV - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 1.84%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 2.54%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.