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IS3T.DE vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between IS3T.DE and ^GSPC is 0.54, 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.


-0.50.00.51.00.5

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.30%
6.72%
IS3T.DE
^GSPC

Key characteristics

Sharpe Ratio

IS3T.DE:

1.49

^GSPC:

1.62

Sortino Ratio

IS3T.DE:

2.12

^GSPC:

2.20

Omega Ratio

IS3T.DE:

1.27

^GSPC:

1.30

Calmar Ratio

IS3T.DE:

2.41

^GSPC:

2.46

Martin Ratio

IS3T.DE:

8.50

^GSPC:

10.01

Ulcer Index

IS3T.DE:

1.95%

^GSPC:

2.08%

Daily Std Dev

IS3T.DE:

11.18%

^GSPC:

12.88%

Max Drawdown

IS3T.DE:

-36.87%

^GSPC:

-56.78%

Current Drawdown

IS3T.DE:

-0.72%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, IS3T.DE achieves a 4.17% return, which is significantly higher than ^GSPC's 2.24% return.


IS3T.DE

YTD

4.17%

1M

1.17%

6M

9.41%

1Y

14.80%

5Y*

6.50%

10Y*

N/A

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IS3T.DE vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3T.DE
The Risk-Adjusted Performance Rank of IS3T.DE is 6666
Overall Rank
The Sharpe Ratio Rank of IS3T.DE is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3T.DE is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IS3T.DE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IS3T.DE is 7373
Calmar Ratio Rank
The Martin Ratio Rank of IS3T.DE is 7070
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IS3T.DE vs. ^GSPC - Risk-Adjusted Performance 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 (^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.


Sharpe ratio
The chart of Sharpe ratio for IS3T.DE, currently valued at 0.82, compared to the broader market0.002.004.000.821.42
The chart of Sortino ratio for IS3T.DE, currently valued at 1.22, compared to the broader market0.005.0010.001.221.93
The chart of Omega ratio for IS3T.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.26
The chart of Calmar ratio for IS3T.DE, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.952.12
The chart of Martin ratio for IS3T.DE, currently valued at 3.48, compared to the broader market0.0020.0040.0060.0080.00100.003.488.60
IS3T.DE
^GSPC

The current IS3T.DE Sharpe Ratio is 1.49, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of IS3T.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.82
1.42
IS3T.DE
^GSPC

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 -56.78%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and ^GSPC. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.19%
-2.13%
IS3T.DE
^GSPC

Volatility

IS3T.DE vs. ^GSPC - Volatility Comparison

The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.17%, while S&P 500 (^GSPC) has a volatility of 3.43%. This indicates that IS3T.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.17%
3.43%
IS3T.DE
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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