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

Performance

IS3T.DE vs. UEEH.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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
IS3T.DE
iShares Edge MSCI World Size Factor UCITS ETF
1.66%8.66%11.91%12.19%-13.42%22.31%13.78%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
2.07%-1.55%17.56%3.56%-4.40%23.98%0.94%

Returns By Period

In the year-to-date period, IS3T.DE achieves a 1.66% return, which is significantly lower than UEEH.DE's 2.07% return.


IS3T.DE

1D
-13.51%
1M
-2.02%
YTD
1.66%
6M
4.37%
1Y
12.13%
3Y*
10.25%
5Y*
5.73%
10Y*
7.93%

UEEH.DE

1D
0.53%
1M
-1.79%
YTD
2.07%
6M
2.05%
1Y
-3.26%
3Y*
6.84%
5Y*
6.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both IS3T.DE and UEEH.DE have an expense ratio of 0.30%.


Return for Risk

IS3T.DE vs. UEEH.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: 4040
Overall Rank
IS3T.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IS3T.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
IS3T.DE Omega Ratio Rank: 4040
Omega Ratio Rank
IS3T.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
IS3T.DE Martin Ratio Rank: 7070
Martin Ratio Rank

UEEH.DE
UEEH.DE Risk / Return Rank: 66
Overall Rank
UEEH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 66
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 77
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. UEEH.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 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.


IS3T.DEUEEH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.45

-0.29

+0.74

Sortino ratio

Return per unit of downside risk

0.86

-0.31

+1.17

Omega ratio

Gain probability vs. loss probability

1.17

0.96

+0.22

Calmar ratio

Return relative to maximum drawdown

1.28

-0.27

+1.54

Martin ratio

Return relative to average drawdown

8.66

-0.46

+9.12

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

The current IS3T.DE Sharpe Ratio is 0.45, which is higher than the UEEH.DE Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of IS3T.DE and UEEH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IS3T.DEUEEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

-0.29

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.62

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.67

-0.21

Correlation

The correlation between IS3T.DE and UEEH.DE is 0.65, 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.


Dividends

IS3T.DE vs. UEEH.DE - Dividend Comparison

IS3T.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.46%.


TTM20252024202320222021
IS3T.DE
iShares Edge MSCI World Size 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
1.46%1.49%1.59%1.76%1.70%1.37%

Drawdowns

IS3T.DE vs. UEEH.DE - Drawdown Comparison

The maximum IS3T.DE drawdown since its inception was -36.87%, 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 IS3T.DE and UEEH.DE.


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Drawdown Indicators


IS3T.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.87%

-12.82%

-24.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-8.24%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.61%

-12.82%

-5.79%

Max Drawdown (10Y)

Largest decline over 10 years

-36.87%

Current Drawdown

Current decline from peak

-13.51%

-6.45%

-7.06%

Average Drawdown

Average peak-to-trough decline

-5.81%

-4.32%

-1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.35%

-1.36%

Volatility

IS3T.DE vs. UEEH.DE - Volatility Comparison

iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) has a higher volatility of 23.09% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.68%. This indicates that IS3T.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


IS3T.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.09%

2.68%

+20.41%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

5.59%

+18.14%

Volatility (1Y)

Calculated over the trailing 1-year period

26.89%

11.25%

+15.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

10.13%

+6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.85%

10.32%

+6.53%