KO vs. IS3S.DE
KO (The Coca-Cola Company) is a stock, while IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value. Over the past 10 years, KO returned 9.55%/yr vs 13.34%/yr for IS3S.DE. At a 0.23 correlation, their price movements are largely independent.
Performance
KO vs. IS3S.DE - Performance Comparison
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Different Trading Currencies
KO is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, KO achieves a 18.99% return, which is significantly lower than IS3S.DE's 32.61% return. Over the past 10 years, KO has underperformed IS3S.DE with an annualized return of 9.55%, while IS3S.DE has yielded a comparatively higher 13.34% annualized return.
KO
- 1D
- 0.11%
- 1M
- 2.70%
- YTD
- 18.99%
- 6M
- 17.96%
- 1Y
- 18.86%
- 3Y*
- 14.33%
- 5Y*
- 11.29%
- 10Y*
- 9.55%
IS3S.DE
- 1D
- 2.78%
- 1M
- 4.65%
- YTD
- 32.61%
- 6M
- 35.27%
- 1Y
- 63.36%
- 3Y*
- 28.40%
- 5Y*
- 16.11%
- 10Y*
- 13.34%
KO vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KO The Coca-Cola Company | 18.99% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 32.61% | 41.27% | 5.00% | 19.27% | -10.05% | 20.07% | -3.98% | 19.43% | -14.53% | 22.88% |
Correlation
The correlation between KO and IS3S.DE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.23 |
Over the past year, the correlation between KO and IS3S.DE has dropped to 0.00 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
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Return for Risk
KO vs. IS3S.DE — Risk / Return Rank
KO
IS3S.DE
KO vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Coca-Cola Company (KO) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KO | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.70 | -0.51 |
| Calmar ratioReturn relative to maximum drawdown | 2.26 | 7.30 | -5.04 |
| Martin ratioReturn relative to average drawdown | 4.51 | 26.46 | -21.95 |
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Drawdowns
KO vs. IS3S.DE - Drawdown Comparison
The maximum KO drawdown since its inception was -68.23%, which is greater than IS3S.DE's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for KO and IS3S.DE.
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Drawdown Indicators
| KO | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.23% | -39.27% | -28.96% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -8.49% | +0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -15.59% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -17.27% | -26.37% | +9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.99% | -39.27% | +2.28% |
Current DrawdownCurrent decline from peak | -1.16% | -1.73% | +0.57% |
Average DrawdownAverage peak-to-trough decline | -16.09% | -10.71% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 2.35% | +1.63% |
Volatility
KO vs. IS3S.DE - Volatility Comparison
The Coca-Cola Company (KO) has a higher volatility of 6.70% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 6.30%. This indicates that KO's price experiences larger fluctuations and is considered to be riskier 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
| KO | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.70% | 6.30% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 12.87% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.73% | 15.56% | +1.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 15.89% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 17.65% | +0.59% |
Dividends
KO vs. IS3S.DE - Dividend Comparison
KO's dividend yield for the trailing twelve months is around 2.49%, 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% |
KO The Coca-Cola Company | 1.88% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Frequently Asked Questions
KO and IS3S.DE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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