OEF vs. IS3R.DE
OEF (iShares S&P 100 ETF) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - OEF is a Large Cap Blend Equities fund tracking the S&P 100 Index, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, OEF returned 16.47%/yr vs 15.57%/yr for IS3R.DE. A 0.52 correlation means they provide meaningful diversification when combined. OEF charges 0.20%/yr vs 0.25%/yr for IS3R.DE.
Performance
OEF vs. IS3R.DE - Performance Comparison
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Different Trading Currencies
OEF is traded in USD, while IS3R.DE is traded in EUR. To make them comparable, the IS3R.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, OEF achieves a 7.18% return, which is significantly lower than IS3R.DE's 21.08% return. Over the past 10 years, OEF has outperformed IS3R.DE with an annualized return of 16.47%, while IS3R.DE has yielded a comparatively lower 15.57% annualized return.
OEF
- 1D
- 0.46%
- 1M
- -0.22%
- YTD
- 7.18%
- 6M
- 7.03%
- 1Y
- 26.17%
- 3Y*
- 23.53%
- 5Y*
- 15.21%
- 10Y*
- 16.47%
IS3R.DE
- 1D
- -0.90%
- 1M
- 5.23%
- YTD
- 21.08%
- 6M
- 22.11%
- 1Y
- 33.96%
- 3Y*
- 29.48%
- 5Y*
- 13.60%
- 10Y*
- 15.57%
OEF vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 7.18% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 21.08% | 22.35% | 30.07% | 11.51% | -18.36% | 14.68% | 27.79% | 28.72% | -4.44% | 32.48% |
Correlation
The correlation between OEF and IS3R.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.52 |
The correlation between OEF and IS3R.DE shifts across timeframes, from 0.52 (all time) to 0.63 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
OEF vs. IS3R.DE — Risk / Return Rank
OEF
IS3R.DE
OEF vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) 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.
| OEF | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.91 | -0.53 |
| Martin ratioReturn relative to average drawdown | 9.94 | 12.19 | -2.25 |
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
| OEF | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.87 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.73 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.86 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.80 | -0.36 |
Drawdowns
OEF vs. IS3R.DE - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than IS3R.DE's maximum drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for OEF and IS3R.DE.
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Drawdown Indicators
| OEF | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -31.26% | -22.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -11.54% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -19.94% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -29.86% | +3.39% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | -31.26% | -0.18% |
Current DrawdownCurrent decline from peak | -3.05% | -0.90% | -2.15% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -6.13% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.75% | -0.11% |
Volatility
OEF vs. IS3R.DE - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 4.09%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 6.32%. This indicates that OEF 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
| OEF | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 6.32% | -2.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 15.44% | -5.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 17.97% | -4.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 18.46% | -0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 17.89% | +0.58% |
OEF vs. IS3R.DE - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is lower than IS3R.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
OEF vs. IS3R.DE - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.85%, while IS3R.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor 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% |
OEF iShares S&P 100 ETF | 0.85% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
OEF and IS3R.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OEF is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OEF is cheaper with a 0.20% expense ratio, compared with 0.25% for IS3R.DE.
OEF is categorized as Large Cap Blend Equities, while IS3R.DE is Momentum. OEF tracks S&P 100 Index, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.20% for OEF and 0.25% for IS3R.DE.
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