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IS3T.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

IS3T.DE vs. ^GSPC

Last updated Jun 5, 2026

IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) is Global Equities fund tracking the MSCI World Mid Cap Equal Weighted, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, IS3T.DE returned 7.96%/yr vs 13.40%/yr for ^GSPC. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

IS3T.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3T.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, IS3T.DE has underperformed ^GSPC with an annualized return of 7.96%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.

IS3T.DE

1D
0.30%
1M
1.92%
YTD
6.98%
6M
8.42%
1Y
15.28%
3Y*
11.56%
5Y*
6.43%
10Y*
7.96%

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3T.DE vs. ^GSPC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF		6.98%8.66%11.91%12.19%-13.42%22.31%0.63%26.96%-10.50%9.17%
^GSPC
S&P 500 Index		12.06%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between IS3T.DE and ^GSPC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.56

The correlation between IS3T.DE and ^GSPC shifts across timeframes, from 0.45 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.

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iShares Edge MSCI World Size Factor UCITS ETF

S&P 500 Index

Often compared with IS3T.DE:
IS3T.DE vs. SXRY.DEIS3T.DE vs. QQQIS3T.DE vs. SPPW.DEIS3T.DE vs. ^NDXIS3T.DE vs. IUSQ.DEIS3T.DE vs. VWCE.DEIS3T.DE vs. UEEH.DE
Often compared with ^GSPC:
^GSPC vs. ^IBEX^GSPC vs. AVGO^GSPC vs. SCHD^GSPC vs. GC=F^GSPC vs. TSMU^GSPC vs. QQQ^GSPC vs. ACWI

Return for Risk

IS3T.DE vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IS3T.DE
IS3T.DE Risk / Return Rank: 4141
Overall Rank
IS3T.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IS3T.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
IS3T.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3T.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3T.DE Martin Ratio Rank: 4848
Martin Ratio Rank
^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

IS3T.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) and S&P 500 Index (^GSPC). 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.

IS3T.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility
1.32
2.04

-0.72

Sortino ratioReturn per unit of downside risk
1.95
2.65

-0.71

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.13

Calmar ratioReturn relative to maximum drawdown

2.15

3.30

-1.16

Martin ratioReturn relative to average drawdown

8.02

12.34

-4.32

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS3T.DE vs. ^GSPC - Sharpe Ratio Comparison

The current IS3T.DE Sharpe Ratio is 1.32, which is lower than the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IS3T.DE and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IS3T.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.04

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.80

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.72

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.51

+0.02

Drawdowns

IS3T.DE vs. ^GSPC - Drawdown Comparison

The maximum IS3T.DE drawdown since its inception was -36.87%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and ^GSPC.

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Drawdown Indicators

IS3T.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-51.62%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-7.57%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-23.99%

+5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-23.99%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

-33.42%

-3.45%

Current Drawdown

Current decline from peak

-0.59%

-0.20%

-0.39%

Average Drawdown

Average peak-to-trough decline

-5.74%

-9.08%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.02%

-0.12%

Volatility

IS3T.DE vs. ^GSPC - Volatility Comparison

iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) has a higher volatility of 2.77% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that IS3T.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IS3T.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.24%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

8.62%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

12.29%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

16.79%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

18.59%

-3.34%

Frequently Asked Questions

IS3T.DE and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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