PortfoliosLab logoPortfoliosLab logo
OM3Y.DE vs. AXQE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OM3Y.DE vs. AXQE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, OM3Y.DE achieves a 18.31% return, which is significantly lower than AXQE.DE's 27.54% return.


OM3Y.DE

1D
-2.11%
1M
-8.59%
6M
11.27%
YTD
18.31%
1Y
30.50%
3Y*
17.70%
5Y*
6.83%
10Y*

AXQE.DE

1D
0.00%
1M
-9.83%
6M
20.68%
YTD
27.54%
1Y
46.18%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OM3Y.DE vs. AXQE.DE - Yearly Performance Comparison


Correlation

The correlation between OM3Y.DE and AXQE.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.81

The correlation between OM3Y.DE and AXQE.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OM3Y.DE vs. AXQE.DE — Risk / Return Rank

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

OM3Y.DE
OM3Y.DE Risk / Return Rank: 6363
Overall Rank
OM3Y.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OM3Y.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
OM3Y.DE Omega Ratio Rank: 6161
Omega Ratio Rank
OM3Y.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
OM3Y.DE Martin Ratio Rank: 6363
Martin Ratio Rank

AXQE.DE
AXQE.DE Risk / Return Rank: 5959
Overall Rank
AXQE.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 7070
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 6363
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.

OM3Y.DE vs. AXQE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.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.


OM3Y.DEAXQE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.28

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

2.70

2.34

+0.36

Martin ratioReturn relative to average drawdown

8.33

8.47

-0.15

OM3Y.DE vs. AXQE.DE - Sharpe Ratio Comparison

The current OM3Y.DE Sharpe Ratio is 1.51, which is comparable to the AXQE.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of OM3Y.DE and AXQE.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.


Loading charts...

Drawdowns

OM3Y.DE vs. AXQE.DE - Drawdown Comparison

The maximum OM3Y.DE drawdown since its inception was -31.70%, which is greater than AXQE.DE's maximum drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and AXQE.DE.


Loading charts...

Drawdown Indicators


OM3Y.DEAXQE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-19.63%

-12.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.24%

-19.63%

+8.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

Current Drawdown

Current decline from peak

-11.24%

-11.90%

+0.66%

Average Drawdown

Average peak-to-trough decline

-8.72%

-2.89%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

5.44%

-1.79%

Volatility

OM3Y.DE vs. AXQE.DE - Volatility Comparison

The current volatility for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) is 8.46%, while AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a volatility of 9.82%. This indicates that OM3Y.DE experiences smaller price fluctuations and is considered to be less risky than AXQE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


OM3Y.DEAXQE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

9.82%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

32.60%

-14.76%

Volatility (1Y)

Calculated over the trailing 1-year period

20.26%

34.58%

-14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

32.08%

-14.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

32.08%

-12.52%

OM3Y.DE vs. AXQE.DE - Expense Ratio Comparison

OM3Y.DE has a 0.18% expense ratio, which is lower than AXQE.DE's 0.30% expense ratio.


Dividends

OM3Y.DE vs. AXQE.DE - Dividend Comparison

OM3Y.DE's dividend yield for the trailing twelve months is around 1.73%, while AXQE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
AXQE.DE
AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OM3Y.DE
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
1.73%1.98%2.33%2.35%2.59%1.82%1.58%2.23%

Frequently Asked Questions


OM3Y.DE and AXQE.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for AXQE.DE.

OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while AXQE.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned (EUR Hedged). They also come from different issuers: iShares and AXA IM. Their fees differ too: 0.18% for OM3Y.DE and 0.30% for AXQE.DE.

Portfolio Optimizer

Find the right allocation for OM3Y.DE and AXQE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer