IS3S.DE vs. JNJ
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value, while JNJ (Johnson & Johnson) is a stock. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 10.11%/yr for JNJ. At a 0.26 correlation, their price movements are largely independent.
Performance
IS3S.DE vs. JNJ - Performance Comparison
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Different Trading Currencies
IS3S.DE is traded in EUR, while JNJ is traded in USD. To make them comparable, the JNJ 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 JNJ's 19.49% return. Over the past 10 years, IS3S.DE has outperformed JNJ with an annualized return of 12.98%, while JNJ has yielded a comparatively lower 10.11% 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%
JNJ
- 1D
- 1.15%
- 1M
- 5.89%
- YTD
- 19.49%
- 6M
- 16.81%
- 1Y
- 56.92%
- 3Y*
- 15.12%
- 5Y*
- 11.96%
- 10Y*
- 10.11%
IS3S.DE vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNJ Johnson & Johnson | 19.49% | 29.98% | 1.47% | -11.32% | 12.54% | 19.77% | 1.69% | 18.85% | -0.68% | 9.13% |
Correlation
The correlation between IS3S.DE and JNJ is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.26 |
Over the past year, the correlation between IS3S.DE and JNJ has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. JNJ — Risk / Return Rank
IS3S.DE
JNJ
IS3S.DE vs. JNJ - 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 Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.58 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 4.98 | +5.22 |
| Martin ratioReturn relative to average drawdown | 37.08 | 15.80 | +21.29 |
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Drawdowns
IS3S.DE vs. JNJ - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, which is greater than JNJ's maximum drawdown of -27.10%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and JNJ.
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Drawdown Indicators
| IS3S.DE | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -27.10% | -8.09% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -11.68% | +5.59% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -18.03% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -20.88% | +3.10% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -25.51% | -9.68% |
Current DrawdownCurrent decline from peak | -1.26% | -1.51% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -7.02% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 3.67% | -1.99% |
Volatility
IS3S.DE vs. JNJ - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Johnson & Johnson (JNJ) have volatilities of 5.87% and 5.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 5.82% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 12.84% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 17.25% | -2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 17.65% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 19.39% | -2.73% |
Dividends
IS3S.DE vs. JNJ - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while JNJ's dividend yield for the trailing twelve months is around 2.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
Frequently Asked Questions
IS3S.DE and JNJ have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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