IUSD.DE vs. IS3S.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - IUSD.DE tracks the MSCI World Islamic Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, IUSD.DE returned 11.00%/yr vs 12.60%/yr for IS3S.DE. A 0.54 correlation means they provide meaningful diversification when combined. IUSD.DE charges 0.60%/yr vs 0.30%/yr for IS3S.DE.
Performance
IUSD.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly lower than IS3S.DE's 35.27% return. Over the past 10 years, IUSD.DE has underperformed IS3S.DE with an annualized return of 11.00%, while IS3S.DE has yielded a comparatively higher 12.60% annualized return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
IUSD.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 4.32% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between IUSD.DE and IS3S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.54 |
Over the past year, IUSD.DE and IS3S.DE have become more correlated (0.79) than their long-term average of 0.54, meaning their price movements have been converging.
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Return for Risk
IUSD.DE vs. IS3S.DE — Risk / Return Rank
IUSD.DE
IS3S.DE
IUSD.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IUSD.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.83 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 10.36 | -3.27 |
| Martin ratioReturn relative to average drawdown | 22.57 | 39.01 | -16.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUSD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 4.53 | -1.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.24 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.79 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.68 | -0.05 |
Drawdowns
IUSD.DE vs. IS3S.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and IS3S.DE.
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Drawdown Indicators
| IUSD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -35.18% | +11.36% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -6.09% | +1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -17.80% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -17.80% | -5.17% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | -35.18% | +12.21% |
Current DrawdownCurrent decline from peak | -0.49% | -0.83% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -5.82% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.62% | -0.11% |
Volatility
IUSD.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) is 3.98%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that IUSD.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 5.62% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 11.32% | -2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 13.93% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 13.85% | +9.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 15.76% | +1.17% |
IUSD.DE vs. IS3S.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
IUSD.DE vs. IS3S.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
Frequently Asked Questions
IUSD.DE and IS3S.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for IUSD.DE.
IUSD.DE tracks MSCI World Islamic Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.60% for IUSD.DE and 0.30% for IS3S.DE.
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