OM3L.DE vs. IS3N.DE
OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - OM3L.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced Focus, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 5 years, OM3L.DE returned 13.77%/yr vs 8.61%/yr for IS3N.DE. A 0.61 correlation means they provide meaningful diversification when combined. OM3L.DE charges 0.07%/yr vs 0.18%/yr for IS3N.DE.
Performance
OM3L.DE vs. IS3N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3L.DE achieves a 10.41% return, which is significantly lower than IS3N.DE's 25.82% return.
OM3L.DE
- 1D
- -0.11%
- 1M
- 4.57%
- YTD
- 10.41%
- 6M
- 9.75%
- 1Y
- 23.08%
- 3Y*
- 17.98%
- 5Y*
- 13.77%
- 10Y*
- —
IS3N.DE
- 1D
- -1.45%
- 1M
- 3.11%
- YTD
- 25.82%
- 6M
- 26.34%
- 1Y
- 45.77%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
OM3L.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 10.41% | 2.65% | 31.09% | 23.69% | -16.09% | 40.76% | 12.80% | 15.18% |
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% | 8.83% |
Correlation
The correlation between OM3L.DE and IS3N.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 8, 2019 | 0.61 |
The correlation between OM3L.DE and IS3N.DE has been stable across timeframes, ranging from 0.57 to 0.67 - a consistent structural relationship.
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Return for Risk
OM3L.DE vs. IS3N.DE — Risk / Return Rank
OM3L.DE
IS3N.DE
OM3L.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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.
| OM3L.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.49 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 4.42 | -1.58 |
| Martin ratioReturn relative to average drawdown | 9.78 | 16.00 | -6.23 |
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
| OM3L.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 2.69 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.53 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.44 | +0.46 |
Drawdowns
OM3L.DE vs. IS3N.DE - Drawdown Comparison
The maximum OM3L.DE drawdown since its inception was -33.35%, roughly equal to the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for OM3L.DE and IS3N.DE.
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Drawdown Indicators
| OM3L.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.35% | -35.06% | +1.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.14% | -10.52% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.21% | -19.17% | -5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.21% | -22.01% | -2.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.51% | — |
Current DrawdownCurrent decline from peak | -0.41% | -2.49% | +2.08% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -9.30% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.91% | -0.54% |
Volatility
OM3L.DE vs. IS3N.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.DE) is 2.71%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that OM3L.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
| OM3L.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 7.16% | -4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.82% | 14.69% | -6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 17.32% | -5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 16.19% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 18.04% | -0.64% |
OM3L.DE vs. IS3N.DE - Expense Ratio Comparison
OM3L.DE has a 0.07% expense ratio, which is lower than IS3N.DE's 0.18% 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
OM3L.DE vs. IS3N.DE - Dividend Comparison
OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while IS3N.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
OM3L.DE iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) | 0.81% | 0.89% | 0.99% | 2.46% | 2.99% | 2.12% | 2.86% | 2.21% |
Frequently Asked Questions
OM3L.DE and IS3N.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3L.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3L.DE is cheaper with a 0.07% expense ratio, compared with 0.18% for IS3N.DE.
OM3L.DE is categorized as Large Cap Blend Equities, while IS3N.DE is Emerging Markets Equities. OM3L.DE tracks MSCI USA ESG Enhanced Focus, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.07% for OM3L.DE and 0.18% for IS3N.DE.
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