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PEP vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PEP vs. IS3S.DE

Last updated Jun 13, 2026

PEP (PepsiCo, Inc.) is a stock, while IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) is Global Equities fund tracking the MSCI World Enhanced Value. Over the past 10 years, PEP returned 6.62%/yr vs 13.34%/yr for IS3S.DE. At a 0.19 correlation, their price movements are largely independent.

Performance

PEP vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PepsiCo, Inc. (PEP) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PEP is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PEP achieves a 2.49% return, which is significantly lower than IS3S.DE's 32.61% return. Over the past 10 years, PEP has underperformed IS3S.DE with an annualized return of 6.62%, while IS3S.DE has yielded a comparatively higher 13.34% annualized return.

PEP

1D
0.38%
1M
-1.94%
YTD
2.49%
6M
-2.36%
1Y
14.62%
3Y*
-4.09%
5Y*
2.73%
10Y*
6.62%

IS3S.DE

1D
2.78%
1M
4.65%
YTD
32.61%
6M
35.27%
1Y
63.36%
3Y*
28.40%
5Y*
16.11%
10Y*
13.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEP vs. IS3S.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
PEP
PepsiCo, Inc.		2.49%-1.85%-7.60%-3.29%6.78%20.56%11.67%27.38%-4.81%17.82%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		32.61%41.27%5.00%19.27%-10.05%20.07%-3.98%19.43%-14.53%22.88%

Correlation

The correlation between PEP and IS3S.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.05

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

0.08

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

0.14

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

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.19

The correlation between PEP and IS3S.DE shifts across timeframes, from 0.05 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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PepsiCo, Inc.

iShares Edge MSCI World Value Factor UCITS ETF

Often compared with PEP:
PEP vs. KOPEP vs. MCDPEP vs. MDLZPEP vs. COKEPEP vs. KDPPEP vs. VOOPEP vs. SCHD
Often compared with IS3S.DE:
IS3S.DE vs. XDEM.DEIS3S.DE vs. AVLVIS3S.DE vs. QDVX.DEIS3S.DE vs. IUSQ.DEIS3S.DE vs. SPWOIS3S.DE vs. GACA.DEIS3S.DE vs. AVUV

Return for Risk

PEP vs. IS3S.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PEP
PEP Risk / Return Rank: 6060
Overall Rank
PEP Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
PEP Sortino Ratio Rank: 5959
Sortino Ratio Rank
PEP Omega Ratio Rank: 5555
Omega Ratio Rank
PEP Calmar Ratio Rank: 6060
Calmar Ratio Rank
PEP Martin Ratio Rank: 6363
Martin Ratio Rank
IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
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.

PEP vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PepsiCo, Inc. (PEP) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.

PEPIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility
0.62
3.98

-3.36

Sortino ratioReturn per unit of downside risk
1.11
5.39

-4.28

Omega ratioGain probability vs. loss probability

1.12

1.70

-0.58

Calmar ratioReturn relative to maximum drawdown

0.83

7.30

-6.48

Martin ratioReturn relative to average drawdown

2.11

26.46

-24.35

PEP vs. IS3S.DE - Sharpe Ratio Comparison

The current PEP Sharpe Ratio is 0.62, which is lower than the IS3S.DE Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of PEP and IS3S.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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Drawdowns

PEP vs. IS3S.DE - Drawdown Comparison

The maximum PEP drawdown since its inception was -73.92%, which is greater than IS3S.DE's maximum drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for PEP and IS3S.DE.

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Drawdown Indicators

PEPIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.92%

-39.27%

-34.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.25%

-8.49%

-7.76%

Max Drawdown (3Y)

Largest decline over 3 years

-29.17%

-15.59%

-13.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-26.37%

-3.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.32%

-39.27%

+8.95%

Current Drawdown

Current decline from peak

-17.75%

-1.73%

-16.02%

Average Drawdown

Average peak-to-trough decline

-13.65%

-10.71%

-2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

2.35%

+4.02%

Volatility

PEP vs. IS3S.DE - Volatility Comparison

The current volatility for PepsiCo, Inc. (PEP) is 5.39%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 6.30%. This indicates that PEP experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PEPIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

6.30%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.62%

12.87%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

21.71%

15.56%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.39%

15.89%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

17.65%

+2.02%

Dividends

PEP vs. IS3S.DE - Dividend Comparison

PEP's dividend yield for the trailing twelve months is around 3.98%, while IS3S.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PEP
PepsiCo, Inc.		3.98%3.92%3.51%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%

Frequently Asked Questions

PEP and IS3S.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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