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OM3X.DE vs. ED3F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3X.DE vs. ED3F.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a SEK 10,000 investment in iShares OMX Stockholm Capped UCITS ETF (OM3X.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

OM3X.DE is traded in SEK, while ED3F.DE is traded in EUR. To make them comparable, the ED3F.DE values have been converted to SEK using the latest available exchange rates.

Returns By Period

In the year-to-date period, OM3X.DE achieves a 9.44% return, which is significantly higher than ED3F.DE's 0.80% return.


OM3X.DE

1D
0.38%
1M
-0.04%
YTD
9.44%
6M
10.91%
1Y
21.25%
3Y*
12.08%
5Y*
7.19%
10Y*

ED3F.DE

1D
-0.67%
1M
-8.21%
YTD
0.80%
6M
4.17%
1Y
-5.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3X.DE vs. ED3F.DE - Yearly Performance Comparison


Correlation

The correlation between OM3X.DE and ED3F.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.21

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Return for Risk

OM3X.DE vs. ED3F.DE — Risk / Return Rank

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

OM3X.DE
OM3X.DE Risk / Return Rank: 4141
Overall Rank
OM3X.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
OM3X.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
OM3X.DE Omega Ratio Rank: 3939
Omega Ratio Rank
OM3X.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
OM3X.DE Martin Ratio Rank: 4646
Martin Ratio Rank

ED3F.DE
ED3F.DE Risk / Return Rank: 99
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
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.

OM3X.DE vs. ED3F.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OM3X.DE) and Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.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.


OM3X.DEED3F.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.47

Sortino ratioReturn per unit of downside risk

+1.96

Omega ratioGain probability vs. loss probability

1.25

1.01

+0.24

Calmar ratioReturn relative to maximum drawdown

1.94

-0.10

+2.04

Martin ratioReturn relative to average drawdown

7.36

-0.22

+7.58

OM3X.DE vs. ED3F.DE - Sharpe Ratio Comparison

The current OM3X.DE Sharpe Ratio is 1.39, which is higher than the ED3F.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of OM3X.DE and ED3F.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


OM3X.DEED3F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

-0.08

+1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.16

+0.45

Drawdowns

OM3X.DE vs. ED3F.DE - Drawdown Comparison

The maximum OM3X.DE drawdown since its inception was -32.86%, which is greater than ED3F.DE's maximum drawdown of -21.99%. Use the drawdown chart below to compare losses from any high point for OM3X.DE and ED3F.DE.


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Drawdown Indicators


OM3X.DEED3F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.86%

-21.99%

-10.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-21.99%

+10.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

Current Drawdown

Current decline from peak

-1.57%

-19.51%

+17.94%

Average Drawdown

Average peak-to-trough decline

-6.77%

-8.17%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

10.17%

-7.22%

Volatility

OM3X.DE vs. ED3F.DE - Volatility Comparison

The current volatility for iShares OMX Stockholm Capped UCITS ETF (OM3X.DE) is 4.70%, while Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a volatility of 9.69%. This indicates that OM3X.DE experiences smaller price fluctuations and is considered to be less risky than ED3F.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OM3X.DEED3F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

9.69%

-4.99%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

21.59%

-9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

29.58%

-14.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

29.53%

-12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

29.53%

-12.04%

OM3X.DE vs. ED3F.DE - Expense Ratio Comparison

OM3X.DE has a 0.10% expense ratio, which is lower than ED3F.DE's 0.40% expense ratio.


Dividends

OM3X.DE vs. ED3F.DE - Dividend Comparison

Neither OM3X.DE nor ED3F.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


OM3X.DE and ED3F.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OM3X.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OM3X.DE is cheaper with a 0.10% expense ratio, compared with 0.40% for ED3F.DE.

OM3X.DE is categorized as Europe Equities, while ED3F.DE is Aerospace & Defense. OM3X.DE tracks OMX Stockholm Benchmark Cap, while ED3F.DE tracks Mirae Asset Europe Defence Tech Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.10% for OM3X.DE and 0.40% for ED3F.DE.

Portfolio Optimizer

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