IS3T.DE vs. ^GSPC
Compare and contrast key facts about iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) and S&P 500 (^GSPC).
IS3T.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Mid Cap Equal Weighted. It was launched on Oct 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3T.DE or ^GSPC.
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.
Performance
IS3T.DE vs. ^GSPC - Performance Comparison
Key characteristics
IS3T.DE:
1.49
^GSPC:
1.62
IS3T.DE:
2.12
^GSPC:
2.20
IS3T.DE:
1.27
^GSPC:
1.30
IS3T.DE:
2.41
^GSPC:
2.46
IS3T.DE:
8.50
^GSPC:
10.01
IS3T.DE:
1.95%
^GSPC:
2.08%
IS3T.DE:
11.18%
^GSPC:
12.88%
IS3T.DE:
-36.87%
^GSPC:
-56.78%
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
4.17%
1.17%
9.41%
14.80%
6.50%
N/A
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IS3T.DE vs. ^GSPC — Risk-Adjusted Performance Rank
IS3T.DE
^GSPC
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.
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.
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.