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IS3T.DE vs. H41C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3T.DE vs. H41C.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 HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3T.DE achieves a 8.90% return, which is significantly lower than H41C.DE's 15.35% return.


IS3T.DE

1D
0.37%
1M
1.82%
YTD
8.90%
6M
9.88%
1Y
18.96%
3Y*
12.94%
5Y*
6.41%
10Y*
8.73%

H41C.DE

1D
0.00%
1M
2.16%
YTD
15.35%
6M
16.03%
1Y
31.49%
3Y*
18.40%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3T.DE vs. H41C.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF
8.90%8.66%11.94%12.17%-13.42%22.33%15.99%
H41C.DE
HSBC Developed World Sustainable Equity UCITS ETF USD
15.35%10.36%21.66%16.26%-12.60%32.89%10.04%

Correlation

The correlation between IS3T.DE and H41C.DE is 0.76, 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

0.76

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

0.80

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 7, 2020

0.84

The correlation between IS3T.DE and H41C.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

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Return for Risk

IS3T.DE vs. H41C.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: 5858
Overall Rank
IS3T.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IS3T.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
IS3T.DE Omega Ratio Rank: 5454
Omega Ratio Rank
IS3T.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IS3T.DE Martin Ratio Rank: 6363
Martin Ratio Rank

H41C.DE
H41C.DE Risk / Return Rank: 9393
Overall Rank
H41C.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
H41C.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
H41C.DE Omega Ratio Rank: 9393
Omega Ratio Rank
H41C.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41C.DE Martin Ratio Rank: 9494
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. H41C.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 HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3T.DEH41C.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.30

1.55

-0.25

Calmar ratioReturn relative to maximum drawdown

2.67

5.36

-2.69

Martin ratioReturn relative to average drawdown

10.06

22.15

-12.10

IS3T.DE vs. H41C.DE - Sharpe Ratio Comparison

The current IS3T.DE Sharpe Ratio is 1.62, which is lower than the H41C.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of IS3T.DE and H41C.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.


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Drawdowns

IS3T.DE vs. H41C.DE - Drawdown Comparison

The maximum IS3T.DE drawdown since its inception was -36.85%, which is greater than H41C.DE's maximum drawdown of -20.76%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and H41C.DE.


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Drawdown Indicators


IS3T.DEH41C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.85%

-20.76%

-16.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-5.90%

-1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.63%

-20.76%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-20.76%

+2.13%

Max Drawdown (10Y)

Largest decline over 10 years

-36.85%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.92%

-3.77%

-4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.42%

+0.46%

Volatility

IS3T.DE vs. H41C.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.22%, while HSBC Developed World Sustainable Equity UCITS ETF USD (H41C.DE) has a volatility of 3.10%. This indicates that IS3T.DE experiences smaller price fluctuations and is considered to be less risky than H41C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3T.DEH41C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.22%

3.10%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

8.08%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.65%

10.84%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

13.35%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

13.31%

+2.80%

IS3T.DE vs. H41C.DE - Expense Ratio Comparison

IS3T.DE has a 0.30% expense ratio, which is higher than H41C.DE's 0.18% expense ratio.


Dividends

IS3T.DE vs. H41C.DE - Dividend Comparison

Neither IS3T.DE nor H41C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3T.DE and H41C.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H41C.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H41C.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3T.DE.

IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while H41C.DE tracks FTSE Developed ESG Low Carbon Select. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.30% for IS3T.DE and 0.18% for H41C.DE.

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