IS3S.DE vs. SXRV.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 21.24%/yr for SXRV.DE. A 0.69 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.36%/yr for SXRV.DE.
Performance
IS3S.DE vs. SXRV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than SXRV.DE's 20.57% return. Over the past 10 years, IS3S.DE has underperformed SXRV.DE with an annualized return of 12.60%, while SXRV.DE has yielded a comparatively higher 21.24% annualized return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
SXRV.DE
- 1D
- -0.83%
- 1M
- 7.99%
- YTD
- 20.57%
- 6M
- 18.73%
- 1Y
- 37.06%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
IS3S.DE vs. SXRV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between IS3S.DE and SXRV.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.69 |
The correlation between IS3S.DE and SXRV.DE shifts across timeframes, from 0.58 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. SXRV.DE — Risk / Return Rank
IS3S.DE
SXRV.DE
IS3S.DE vs. SXRV.DE - 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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). 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.DE | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.42 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 3.75 | +6.60 |
| Martin ratioReturn relative to average drawdown | 39.01 | 11.16 | +27.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3S.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.40 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.93 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 1.07 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.91 | -0.22 |
Drawdowns
IS3S.DE vs. SXRV.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and SXRV.DE.
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Drawdown Indicators
| IS3S.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -32.80% | -2.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -10.03% | +3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -26.69% | +8.89% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -31.33% | +13.53% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -31.33% | -3.85% |
Current DrawdownCurrent decline from peak | -0.83% | -0.83% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -6.56% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 3.38% | -1.76% |
Volatility
IS3S.DE vs. SXRV.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE 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 | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 4.26% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 10.98% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 15.67% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 19.84% | -5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 19.65% | -3.89% |
IS3S.DE vs. SXRV.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
IS3S.DE vs. SXRV.DE - Dividend Comparison
Neither IS3S.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and SXRV.DE have a correlation of 0.67, 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 0.36% for SXRV.DE.
IS3S.DE is categorized as Global Equities, while SXRV.DE is Nasdaq-100. IS3S.DE tracks MSCI World Enhanced Value, while SXRV.DE tracks NASDAQ-100 Index. Their fees differ too: 0.30% for IS3S.DE and 0.36% for SXRV.DE.
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