PortfoliosLab logoPortfoliosLab logo
IS3S.DE vs. SPWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3S.DE vs. SPWO - 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 SP Funds S&P World ETF (SPWO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IS3S.DE is traded in EUR, while SPWO is traded in USD. To make them comparable, the SPWO 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 35.27% return, which is significantly higher than SPWO's 28.43% return.


IS3S.DE

1D
-0.83%
1M
12.66%
YTD
35.27%
6M
38.56%
1Y
63.43%
3Y*
26.82%
5Y*
17.35%
10Y*
12.60%

SPWO

1D
-0.05%
1M
8.95%
YTD
28.43%
6M
27.75%
1Y
45.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. SPWO - Yearly Performance Comparison


2026 (YTD)202520242023
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%0.61%
SPWO
SP Funds S&P World ETF
28.43%11.33%16.46%2.09%

Correlation

The correlation between IS3S.DE and SPWO is 0.61, 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

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2023

0.51

The correlation between IS3S.DE and SPWO has been stable across timeframes, ranging from 0.51 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS3S.DE vs. SPWO — 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: 9696
Martin Ratio Rank

SPWO
SPWO Risk / Return Rank: 7373
Overall Rank
SPWO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPWO Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPWO Omega Ratio Rank: 7373
Omega Ratio Rank
SPWO Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPWO Martin Ratio Rank: 7272
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. SPWO - 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 SP Funds S&P World ETF (SPWO). 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.


IS3S.DESPWODifference
Sharpe ratioReturn per unit of total volatility

+2.07

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.83

1.44

+0.39

Calmar ratioReturn relative to maximum drawdown

10.36

4.07

+6.29

Martin ratioReturn relative to average drawdown

39.01

14.70

+24.31

IS3S.DE vs. SPWO - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.53, which is higher than the SPWO Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of IS3S.DE and SPWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IS3S.DESPWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.53

2.46

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.33

-0.64

Drawdowns

IS3S.DE vs. SPWO - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than SPWO's maximum drawdown of -21.00%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and SPWO.


Loading charts...

Drawdown Indicators


IS3S.DESPWODifference

Max Drawdown

Largest peak-to-trough decline

-35.18%

-21.00%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-11.13%

+5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

-0.83%

-0.98%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.82%

-3.26%

-2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

3.08%

-1.46%

Volatility

IS3S.DE vs. SPWO - Volatility Comparison

The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.62%, while SP Funds S&P World ETF (SPWO) has a volatility of 6.78%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than SPWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS3S.DESPWODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.62%

6.78%

-1.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

15.11%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

18.41%

-4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.85%

18.37%

-4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

18.37%

-2.61%

IS3S.DE vs. SPWO - Expense Ratio Comparison

IS3S.DE has a 0.30% expense ratio, which is lower than SPWO's 0.55% expense ratio.


Dividends

IS3S.DE vs. SPWO - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while SPWO's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM20252024
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
0.00%0.00%0.00%
SPWO
SP Funds S&P World ETF
1.02%1.29%1.24%

Frequently Asked Questions


IS3S.DE and SPWO have a correlation of 0.61, 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 0.55% for SPWO.

IS3S.DE is categorized as Global Equities, while SPWO is Foreign Large Cap Equities. IS3S.DE tracks MSCI World Enhanced Value, while SPWO tracks S&P DM Ex-U.S. & EM 50/50 Shariah Index - Benchmark TR Net. They also come from different issuers: iShares and SP Funds. Their fees differ too: 0.30% for IS3S.DE and 0.55% for SPWO.

Portfolio Optimizer

Find the right allocation for IS3S.DE and SPWO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer