SGAS.DE vs. IS3S.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, SGAS.DE returned 14.43%/yr vs 17.78%/yr for IS3S.DE. A 0.76 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.30%/yr for IS3S.DE.
Performance
SGAS.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 10.47% return, which is significantly lower than IS3S.DE's 35.46% return.
SGAS.DE
- 1D
- -0.22%
- 1M
- 2.58%
- YTD
- 10.47%
- 6M
- 13.26%
- 1Y
- 26.05%
- 3Y*
- 19.25%
- 5Y*
- 14.43%
- 10Y*
- —
IS3S.DE
- 1D
- 0.03%
- 1M
- 9.31%
- YTD
- 35.46%
- 6M
- 38.98%
- 1Y
- 64.15%
- 3Y*
- 25.74%
- 5Y*
- 17.78%
- 10Y*
- 12.99%
SGAS.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 10.47% | 5.16% | 33.87% | 26.35% | -17.03% | 39.63% | 10.63% | 35.35% | -20.64% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.46% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -9.51% |
Correlation
The correlation between SGAS.DE and IS3S.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.76 |
The correlation between SGAS.DE and IS3S.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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Return for Risk
SGAS.DE vs. IS3S.DE — Risk / Return Rank
SGAS.DE
IS3S.DE
SGAS.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) 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.
| SGAS.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.79 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 10.47 | -7.42 |
| Martin ratioReturn relative to average drawdown | 10.59 | 38.15 | -27.56 |
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Drawdowns
SGAS.DE vs. IS3S.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.50%, roughly equal to the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and IS3S.DE.
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Drawdown Indicators
| SGAS.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -35.19% | +1.69% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -6.09% | -2.42% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -17.78% | -6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -17.78% | -6.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -1.10% | -0.68% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -6.95% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.67% | +0.78% |
Volatility
SGAS.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 3.63%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.35%. This indicates that SGAS.DE 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
| SGAS.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 5.35% | -1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.85% | 12.12% | -3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 14.53% | -1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 13.98% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 16.66% | +1.57% |
SGAS.DE vs. IS3S.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
SGAS.DE vs. IS3S.DE - Dividend Comparison
Neither SGAS.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
SGAS.DE and IS3S.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for IS3S.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while IS3S.DE is Global Equities. SGAS.DE tracks MSCI USA ESG Screened, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.07% for SGAS.DE and 0.30% for IS3S.DE.
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