PortfoliosLab logoPortfoliosLab logo
IS3T.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3T.DE vs. F50A.DE - 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 Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than F50A.DE's 10.81% return.


IS3T.DE

1D
0.30%
1M
0.74%
YTD
6.98%
6M
8.06%
1Y
15.24%
3Y*
11.56%
5Y*
6.43%
10Y*
7.96%

F50A.DE

1D
-0.04%
1M
3.68%
YTD
10.81%
6M
10.16%
1Y
23.82%
3Y*
17.70%
5Y*
12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3T.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF
6.98%8.66%11.91%12.19%-13.42%22.31%-1.89%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
10.81%8.58%25.85%19.91%-13.61%32.73%-0.41%

Correlation

The correlation between IS3T.DE and F50A.DE is 0.75, 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

0.75

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

0.78

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

0.84

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2020

0.81

The correlation between IS3T.DE and F50A.DE has been stable across timeframes, ranging from 0.75 to 0.84 - 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

IS3T.DE vs. F50A.DE — 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

F50A.DE
F50A.DE Risk / Return Rank: 7070
Overall Rank
F50A.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 6868
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 7777
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. F50A.DE - 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 Amundi Prime Global UCITS ETF Accumulating (F50A.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.


IS3T.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.24

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

2.15

3.66

-1.52

Martin ratioReturn relative to average drawdown

8.02

14.61

-6.59

IS3T.DE vs. F50A.DE - Sharpe Ratio Comparison

The current IS3T.DE Sharpe Ratio is 1.32, which is lower than the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IS3T.DE and F50A.DE, 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


IS3T.DEF50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

2.17

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.88

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.71

-0.19

Drawdowns

IS3T.DE vs. F50A.DE - Drawdown Comparison

The maximum IS3T.DE drawdown since its inception was -36.87%, which is greater than F50A.DE's maximum drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and F50A.DE.


Loading charts...

Drawdown Indicators


IS3T.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-32.88%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-6.62%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.61%

-21.49%

+2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-21.49%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

Current Drawdown

Current decline from peak

-0.59%

-0.39%

-0.20%

Average Drawdown

Average peak-to-trough decline

-5.74%

-4.72%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.66%

+0.24%

Volatility

IS3T.DE vs. F50A.DE - Volatility Comparison

iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) has a higher volatility of 2.77% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 2.63%. This indicates that IS3T.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS3T.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

2.63%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

7.95%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

11.18%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.60%

-0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

17.70%

-2.45%

IS3T.DE vs. F50A.DE - Expense Ratio Comparison

IS3T.DE has a 0.30% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.


Dividends

IS3T.DE vs. F50A.DE - Dividend Comparison

Neither IS3T.DE nor F50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3T.DE and F50A.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.30% for IS3T.DE.

IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IS3T.DE and 0.05% for F50A.DE.

Portfolio Optimizer

Find the right allocation for IS3T.DE and F50A.DE

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