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MBG.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBG.DE vs. IS3N.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Mercedes-Benz Group AG (MBG.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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, MBG.DE achieves a -12.57% return, which is significantly lower than IS3N.DE's 25.82% return. Over the past 10 years, MBG.DE has underperformed IS3N.DE with an annualized return of 6.24%, while IS3N.DE has yielded a comparatively higher 10.00% annualized return.


MBG.DE

1D
-1.76%
1M
1.84%
YTD
-12.57%
6M
-13.07%
1Y
1.90%
3Y*
-5.12%
5Y*
1.51%
10Y*
6.24%

IS3N.DE

1D
-1.45%
1M
5.25%
YTD
25.82%
6M
27.45%
1Y
46.76%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBG.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBG.DE
Mercedes-Benz Group AG
-12.57%21.32%-7.25%10.02%-1.84%42.17%23.48%14.88%-31.57%4.82%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%7.07%21.01%-11.06%20.43%

Correlation

The correlation between MBG.DE and IS3N.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

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

0.34

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

0.36

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.47

The correlation between MBG.DE and IS3N.DE shifts across timeframes, from 0.34 (3 years) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MBG.DE vs. IS3N.DE — Risk / Return Rank

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

MBG.DE
MBG.DE Risk / Return Rank: 4242
Overall Rank
MBG.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MBG.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
MBG.DE Omega Ratio Rank: 3737
Omega Ratio Rank
MBG.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
MBG.DE Martin Ratio Rank: 4444
Martin Ratio Rank

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
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.

MBG.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercedes-Benz Group AG (MBG.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.


MBG.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.28

Omega ratioGain probability vs. loss probability

1.03

1.49

-0.45

Calmar ratioReturn relative to maximum drawdown

0.11

4.42

-4.32

Martin ratioReturn relative to average drawdown

0.24

16.00

-15.76

MBG.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current MBG.DE Sharpe Ratio is 0.08, which is lower than the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of MBG.DE and IS3N.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


MBG.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.69

-2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.53

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.55

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.44

-0.28

Drawdowns

MBG.DE vs. IS3N.DE - Drawdown Comparison

The maximum MBG.DE drawdown since its inception was -76.69%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for MBG.DE and IS3N.DE.


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Drawdown Indicators


MBG.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.69%

-35.06%

-41.63%

Max Drawdown (1Y)

Largest decline over 1 year

-17.88%

-10.52%

-7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-34.38%

-19.17%

-15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-34.38%

-22.01%

-12.37%

Max Drawdown (10Y)

Largest decline over 10 years

-67.47%

-32.51%

-34.96%

Current Drawdown

Current decline from peak

-19.68%

-2.49%

-17.19%

Average Drawdown

Average peak-to-trough decline

-29.45%

-9.30%

-20.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.90%

2.91%

+4.99%

Volatility

MBG.DE vs. IS3N.DE - Volatility Comparison

The current volatility for Mercedes-Benz Group AG (MBG.DE) is 6.09%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that MBG.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBG.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

7.16%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

18.34%

14.69%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

25.29%

17.32%

+7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.56%

16.19%

+11.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.51%

18.04%

+12.47%

Dividends

MBG.DE vs. IS3N.DE - Dividend Comparison

MBG.DE's dividend yield for the trailing twelve months is around 7.13%, while IS3N.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (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%
MBG.DE
Mercedes-Benz Group AG
7.13%7.16%9.80%8.31%8.14%1.67%3.42%6.58%7.95%4.59%4.60%3.16%

Frequently Asked Questions


MBG.DE and IS3N.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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