IS3S.DE vs. IGM
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and IGM (iShares Expanded Tech Sector ETF) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while IGM is a Technology Equities fund tracking the S&P North American Expanded Technology Sector Index. Both are passively managed. Over the past 10 years, IS3S.DE returned 13.06%/yr vs 24.77%/yr for IGM. At a 0.45 correlation, their price movements are largely independent. IS3S.DE charges 0.30%/yr vs 0.39%/yr for IGM.
Performance
IS3S.DE vs. IGM - Performance Comparison
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Different Trading Currencies
IS3S.DE is traded in EUR, while IGM is traded in USD. To make them comparable, the IGM 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 36.34% return, which is significantly higher than IGM's 29.60% return. Over the past 10 years, IS3S.DE has underperformed IGM with an annualized return of 13.06%, while IGM has yielded a comparatively higher 24.77% annualized return.
IS3S.DE
- 1D
- 1.23%
- 1M
- 8.96%
- YTD
- 36.34%
- 6M
- 38.27%
- 1Y
- 65.13%
- 3Y*
- 26.01%
- 5Y*
- 17.56%
- 10Y*
- 13.06%
IGM
- 1D
- 3.41%
- 1M
- 7.41%
- YTD
- 29.60%
- 6M
- 31.07%
- 1Y
- 55.58%
- 3Y*
- 33.85%
- 5Y*
- 21.78%
- 10Y*
- 24.77%
IS3S.DE vs. IGM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 36.34% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
IGM iShares Expanded Tech Sector ETF | 29.60% | 11.72% | 46.04% | 55.86% | -31.86% | 35.13% | 33.15% | 45.01% | 7.06% | 20.34% |
Correlation
The correlation between IS3S.DE and IGM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.45 |
The correlation between IS3S.DE and IGM shifts across timeframes, from 0.38 (3 years) to 0.53 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. IGM — Risk / Return Rank
IS3S.DE
IGM
IS3S.DE vs. IGM - 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 Expanded Tech Sector ETF (IGM). 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.DE | IGM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.43 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 10.63 | 3.62 | +7.01 |
| Martin ratioReturn relative to average drawdown | 38.66 | 10.86 | +27.80 |
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Drawdowns
IS3S.DE vs. IGM - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and IGM.
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Drawdown Indicators
| IS3S.DE | IGM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -47.57% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -15.41% | +9.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -30.63% | +12.85% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -35.24% | +17.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -35.24% | +0.05% |
Current DrawdownCurrent decline from peak | -0.04% | -3.11% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -8.50% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 5.13% | -3.45% |
Volatility
IS3S.DE vs. IGM - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.47%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | IGM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 9.68% | -4.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 17.34% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 21.85% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 25.49% | -11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 24.89% | -8.22% |
IS3S.DE vs. IGM - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than IGM's 0.39% expense ratio.
Dividends
IS3S.DE vs. IGM - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
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 IGM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.39% for IGM.
IS3S.DE is categorized as Global Equities, while IGM is Technology Equities. IS3S.DE tracks MSCI World Enhanced Value, while IGM tracks S&P North American Expanded Technology Sector Index. Their fees differ too: 0.30% for IS3S.DE and 0.39% for IGM.
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