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

Performance

IS3S.DE vs. IGM - 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 Expanded Tech Sector ETF (IGM). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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: 9797
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
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. 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.DEIGMDifference
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

IS3S.DE vs. IGM - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.47, which is higher than the IGM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of IS3S.DE and IGM, 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. 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.DEIGMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.04%

-3.11%

+3.07%

Average Drawdown

Average peak-to-trough decline

-6.95%

-8.50%

+1.55%

Ulcer Index

Depth 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.DEIGMDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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