IUSL.DE vs. IS3R.DE
Compare and contrast key facts about iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE).
IUSL.DE and IS3R.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSL.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others. It was launched on Feb 25, 2011. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. Both IUSL.DE and IS3R.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUSL.DE vs. IS3R.DE - Performance Comparison
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IUSL.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | -1.37% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 7.79% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | -0.78% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
Returns By Period
In the year-to-date period, IUSL.DE achieves a -1.37% return, which is significantly lower than IS3R.DE's -0.78% return. Over the past 10 years, IUSL.DE has underperformed IS3R.DE with an annualized return of 11.25%, while IS3R.DE has yielded a comparatively higher 13.31% annualized return.
IUSL.DE
- 1D
- -0.38%
- 1M
- -2.61%
- YTD
- -1.37%
- 6M
- 1.13%
- 1Y
- 11.35%
- 3Y*
- 13.09%
- 5Y*
- 9.89%
- 10Y*
- 11.25%
IS3R.DE
- 1D
- -0.40%
- 1M
- -0.58%
- YTD
- -0.78%
- 6M
- 1.10%
- 1Y
- 11.87%
- 3Y*
- 17.59%
- 5Y*
- 10.18%
- 10Y*
- 13.31%
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IUSL.DE vs. IS3R.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than IS3R.DE's 0.30% expense ratio.
Return for Risk
IUSL.DE vs. IS3R.DE — Risk / Return Rank
IUSL.DE
IS3R.DE
IUSL.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| IUSL.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.59 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.07 | 0.95 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.99 | +0.24 |
Martin ratioReturn relative to average drawdown | 8.55 | 7.59 | +0.96 |
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
| IUSL.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.59 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.59 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.77 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.75 | -0.10 |
Correlation
The correlation between IUSL.DE and IS3R.DE is 0.76, 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.
Dividends
IUSL.DE vs. IS3R.DE - Dividend Comparison
Neither IUSL.DE nor IS3R.DE has paid dividends to shareholders.
Drawdowns
IUSL.DE vs. IS3R.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and IS3R.DE.
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Drawdown Indicators
| IUSL.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -30.77% | -2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -9.01% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -23.57% | +4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -30.77% | -2.25% |
Current DrawdownCurrent decline from peak | -4.95% | -5.10% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -5.75% | +1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.89% | 2.36% | -0.47% |
Volatility
IUSL.DE vs. IS3R.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) is 4.80%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 7.54%. This indicates that IUSL.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSL.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 7.54% | -2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 8.80% | 13.18% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.30% | 19.95% | -4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 17.17% | -3.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.01% | 17.07% | -2.06% |