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IS3U.DE vs. SXRT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IS3U.DE and SXRT.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

IS3U.DE vs. SXRT.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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.74%
6.75%
IS3U.DE
SXRT.DE

Key characteristics

Sharpe Ratio

IS3U.DE:

0.70

SXRT.DE:

1.18

Sortino Ratio

IS3U.DE:

1.05

SXRT.DE:

1.69

Omega Ratio

IS3U.DE:

1.13

SXRT.DE:

1.20

Calmar Ratio

IS3U.DE:

0.78

SXRT.DE:

1.65

Martin Ratio

IS3U.DE:

1.50

SXRT.DE:

5.11

Ulcer Index

IS3U.DE:

6.10%

SXRT.DE:

3.18%

Daily Std Dev

IS3U.DE:

12.98%

SXRT.DE:

13.77%

Max Drawdown

IS3U.DE:

-38.98%

SXRT.DE:

-38.41%

Current Drawdown

IS3U.DE:

-0.35%

SXRT.DE:

0.00%

Returns By Period

In the year-to-date period, IS3U.DE achieves a 9.24% return, which is significantly lower than SXRT.DE's 9.90% return.


IS3U.DE

YTD

9.24%

1M

8.21%

6M

9.83%

1Y

9.14%

5Y*

7.79%

10Y*

N/A

SXRT.DE

YTD

9.90%

1M

8.34%

6M

14.00%

1Y

17.57%

5Y*

9.76%

10Y*

7.62%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

IS3U.DE has a 0.25% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
Expense ratio chart for IS3U.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for SXRT.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IS3U.DE vs. SXRT.DE — Risk-Adjusted Performance Rank

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

IS3U.DE
The Risk-Adjusted Performance Rank of IS3U.DE is 2525
Overall Rank
The Sharpe Ratio Rank of IS3U.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3U.DE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of IS3U.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IS3U.DE is 3535
Calmar Ratio Rank
The Martin Ratio Rank of IS3U.DE is 1818
Martin Ratio Rank

SXRT.DE
The Risk-Adjusted Performance Rank of SXRT.DE is 4949
Overall Rank
The Sharpe Ratio Rank of SXRT.DE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SXRT.DE is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SXRT.DE is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SXRT.DE is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SXRT.DE is 5050
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.

IS3U.DE vs. SXRT.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.


Sharpe ratio
The chart of Sharpe ratio for IS3U.DE, currently valued at 0.32, compared to the broader market0.002.004.000.320.82
The chart of Sortino ratio for IS3U.DE, currently valued at 0.55, compared to the broader market0.005.0010.000.551.22
The chart of Omega ratio for IS3U.DE, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.15
The chart of Calmar ratio for IS3U.DE, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.000.351.12
The chart of Martin ratio for IS3U.DE, currently valued at 0.69, compared to the broader market0.0020.0040.0060.0080.00100.000.692.57
IS3U.DE
SXRT.DE

The current IS3U.DE Sharpe Ratio is 0.70, which is lower than the SXRT.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of IS3U.DE and SXRT.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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.32
0.82
IS3U.DE
SXRT.DE

Dividends

IS3U.DE vs. SXRT.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IS3U.DE vs. SXRT.DE - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, roughly equal to the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and SXRT.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.66%
-1.78%
IS3U.DE
SXRT.DE

Volatility

IS3U.DE vs. SXRT.DE - Volatility Comparison

iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) have volatilities of 4.63% and 4.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%SeptemberOctoberNovemberDecember2025February
4.63%
4.50%
IS3U.DE
SXRT.DE
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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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