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IS3U.DE vs. EXS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3U.DE vs. EXS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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, IS3U.DE achieves a 3.55% return, which is significantly lower than EXS2.DE's 15.70% return. Both investments have delivered pretty close results over the past 10 years, with IS3U.DE having a 9.25% annualized return and EXS2.DE not far behind at 9.01%.


IS3U.DE

1D
1.13%
1M
0.06%
YTD
3.55%
6M
4.27%
1Y
8.44%
3Y*
7.55%
5Y*
7.56%
10Y*
9.25%

EXS2.DE

1D
0.52%
1M
10.24%
YTD
15.70%
6M
16.12%
1Y
5.55%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3U.DE vs. EXS2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
3.55%14.48%0.41%17.60%-6.82%28.35%-4.13%31.67%-9.06%14.42%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-3.77%39.90%

Correlation

The correlation between IS3U.DE and EXS2.DE is 0.62, 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

0.62

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

0.69

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.70

The correlation between IS3U.DE and EXS2.DE shifts across timeframes, from 0.62 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3U.DE vs. EXS2.DE — Risk / Return Rank

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

IS3U.DE
IS3U.DE Risk / Return Rank: 1919
Overall Rank
IS3U.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IS3U.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IS3U.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IS3U.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
IS3U.DE Martin Ratio Rank: 2121
Martin Ratio Rank

EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
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.

IS3U.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.


IS3U.DEEXS2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.11

1.07

+0.04

Calmar ratioReturn relative to maximum drawdown

0.76

0.40

+0.36

Martin ratioReturn relative to average drawdown

2.37

0.80

+1.57

IS3U.DE vs. EXS2.DE - Sharpe Ratio Comparison

The current IS3U.DE Sharpe Ratio is 0.58, which is higher than the EXS2.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IS3U.DE and EXS2.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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Sharpe Ratios by Period


IS3U.DEEXS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.36

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.20

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.46

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.14

+0.34

Drawdowns

IS3U.DE vs. EXS2.DE - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and EXS2.DE.


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Drawdown Indicators


IS3U.DEEXS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-84.49%

+45.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-16.12%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-15.91%

-17.93%

+2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-34.97%

+14.15%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

-34.97%

-4.01%

Current Drawdown

Current decline from peak

-2.54%

-0.81%

-1.73%

Average Drawdown

Average peak-to-trough decline

-5.84%

-39.46%

+33.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

8.07%

-4.61%

Volatility

IS3U.DE vs. EXS2.DE - Volatility Comparison

The current volatility for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) is 4.25%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that IS3U.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3U.DEEXS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.25%

5.29%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

14.25%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

17.83%

-3.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

18.80%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

19.47%

-2.05%

IS3U.DE vs. EXS2.DE - Expense Ratio Comparison

IS3U.DE has a 0.25% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.


Dividends

IS3U.DE vs. EXS2.DE - Dividend Comparison

Neither IS3U.DE nor EXS2.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%
IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3U.DE and EXS2.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3U.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3U.DE is cheaper with a 0.25% expense ratio, compared with 0.51% for EXS2.DE.

IS3U.DE tracks MSCI France Index, while EXS2.DE tracks TecDAX®. Their fees differ too: 0.25% for IS3U.DE and 0.51% for EXS2.DE.

Portfolio Optimizer

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