SGL.DE vs. IS3N.DE
SGL.DE (SGL Carbon SE) is a stock, while IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Over the past 10 years, SGL.DE returned -7.18%/yr vs 10.00%/yr for IS3N.DE. At a 0.40 correlation, their price movements are largely independent.
Performance
SGL.DE vs. IS3N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGL.DE achieves a 66.13% return, which is significantly higher than IS3N.DE's 25.82% return. Over the past 10 years, SGL.DE has underperformed IS3N.DE with an annualized return of -7.18%, while IS3N.DE has yielded a comparatively higher 10.00% annualized return.
SGL.DE
- 1D
- -3.53%
- 1M
- 14.54%
- YTD
- 66.13%
- 6M
- 78.39%
- 1Y
- 37.93%
- 3Y*
- -15.42%
- 5Y*
- -6.71%
- 10Y*
- -7.18%
IS3N.DE
- 1D
- -1.45%
- 1M
- 5.25%
- YTD
- 25.82%
- 6M
- 27.45%
- 1Y
- 46.76%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
SGL.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGL.DE SGL Carbon SE | 66.13% | -21.75% | -38.56% | -6.06% | -9.88% | 113.91% | -24.16% | -22.23% | -46.49% | 36.24% |
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% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between SGL.DE and IS3N.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2014 | 0.40 |
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Return for Risk
SGL.DE vs. IS3N.DE — Risk / Return Rank
SGL.DE
IS3N.DE
SGL.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SGL Carbon SE (SGL.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.
| SGL.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.49 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 4.42 | -3.33 |
| Martin ratioReturn relative to average drawdown | 2.21 | 16.00 | -13.79 |
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
| SGL.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 2.69 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.53 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.55 | -0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.44 | -0.52 |
Drawdowns
SGL.DE vs. IS3N.DE - Drawdown Comparison
The maximum SGL.DE drawdown since its inception was -97.48%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for SGL.DE and IS3N.DE.
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Drawdown Indicators
| SGL.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.48% | -35.06% | -62.42% |
Max Drawdown (1Y)Largest decline over 1 year | -34.43% | -10.52% | -23.91% |
Max Drawdown (3Y)Largest decline over 3 years | -70.57% | -19.17% | -51.40% |
Max Drawdown (5Y)Largest decline over 5 years | -75.97% | -22.01% | -53.96% |
Max Drawdown (10Y)Largest decline over 10 years | -84.52% | -32.51% | -52.01% |
Current DrawdownCurrent decline from peak | -94.12% | -2.49% | -91.63% |
Average DrawdownAverage peak-to-trough decline | -73.71% | -9.30% | -64.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.09% | 2.91% | +14.18% |
Volatility
SGL.DE vs. IS3N.DE - Volatility Comparison
SGL Carbon SE (SGL.DE) has a higher volatility of 17.91% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 7.16%. This indicates that SGL.DE's price experiences larger fluctuations and is considered to be riskier 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
| SGL.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.91% | 7.16% | +10.75% |
Volatility (6M)Calculated over the trailing 6-month period | 39.38% | 14.69% | +24.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.05% | 17.32% | +29.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.39% | 16.19% | +27.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.47% | 18.04% | +27.43% |
Dividends
SGL.DE vs. IS3N.DE - Dividend Comparison
Neither SGL.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
SGL.DE and IS3N.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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