IS3S.DE vs. VOO
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Vanguard S&P 500 ETF (VOO).
IS3S.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IS3S.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3S.DE or VOO.
Key characteristics
| IS3S.DE | VOO | |
|---|---|---|
| YTD Return | 9.00% | 21.11% |
| 1Y Return | 14.58% | 32.98% |
| 3Y Return (Ann) | 7.43% | 8.44% |
| 5Y Return (Ann) | 6.75% | 15.04% |
| Sharpe Ratio | 1.56 | 2.84 |
| Sortino Ratio | 1.99 | 3.76 |
| Omega Ratio | 1.30 | 1.53 |
| Calmar Ratio | 1.78 | 4.05 |
| Martin Ratio | 7.44 | 18.51 |
| Ulcer Index | 2.26% | 1.85% |
| Daily Std Dev | 10.84% | 12.06% |
| Max Drawdown | -35.18% | -33.99% |
| Current Drawdown | -2.36% | -2.52% |
Correlation
The correlation between IS3S.DE and VOO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IS3S.DE vs. VOO - Performance Comparison
In the year-to-date period, IS3S.DE achieves a 9.00% return, which is significantly lower than VOO's 21.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS3S.DE vs. VOO - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
IS3S.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
IS3S.DE vs. VOO - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IS3S.DE vs. VOO - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
IS3S.DE vs. VOO - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 1.84%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.15%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.