IS3S.DE vs. UEEH.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while UEEH.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.35%/yr vs 5.98%/yr for UEEH.DE. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IS3S.DE vs. UEEH.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 UEEH.DE's 1.54% 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%
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.51%
- YTD
- 1.54%
- 6M
- 1.62%
- 1Y
- -0.54%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
IS3S.DE vs. UEEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | 11.84% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
Correlation
The correlation between IS3S.DE and UEEH.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.59 |
Over the past year, the correlation between IS3S.DE and UEEH.DE has dropped to 0.31 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. UEEH.DE — Risk / Return Rank
IS3S.DE
UEEH.DE
IS3S.DE vs. UEEH.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 Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.60 | ||
| Sortino ratioReturn per unit of downside risk | +6.18 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.00 | +0.84 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | -0.10 | +10.45 |
| Martin ratioReturn relative to average drawdown | 39.01 | -0.22 | +39.22 |
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 | UEEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | -0.07 | +4.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.59 | +0.65 |
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 | 0.65 | +0.04 |
Drawdowns
IS3S.DE vs. UEEH.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and UEEH.DE.
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Drawdown Indicators
| IS3S.DE | UEEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -12.82% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.49% | -0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -12.82% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -12.82% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -6.93% | +6.10% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.41% | -1.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.52% | -0.90% |
Volatility
IS3S.DE vs. UEEH.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.62%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than UEEH.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 | UEEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.62% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 5.56% | +5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 7.88% | +6.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 10.11% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 10.26% | +5.50% |
IS3S.DE vs. UEEH.DE - Expense Ratio Comparison
Both IS3S.DE and UEEH.DE have an expense ratio of 0.30%.
Dividends
IS3S.DE vs. UEEH.DE - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
Frequently Asked Questions
IS3S.DE and UEEH.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE and UEEH.DE have the same expense ratio: 0.30% per year.
IS3S.DE tracks MSCI World Enhanced Value, while UEEH.DE tracks MSCI World Minimum Volatility.
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