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SNAV.DE vs. IS3J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNAV.DE vs. IS3J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SNAV.DE having a 4.11% return and IS3J.DE slightly lower at 3.94%.


SNAV.DE

1D
0.00%
1M
1.64%
6M
3.87%
YTD
4.11%
1Y
6.74%
3Y*
3.54%
5Y*
3.63%
10Y*

IS3J.DE

1D
0.02%
1M
1.83%
6M
3.89%
YTD
3.94%
1Y
6.83%
3Y*
3.68%
5Y*
3.17%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAV.DE vs. IS3J.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.11%-6.27%11.34%1.62%4.10%8.04%-6.03%-6.49%-0.79%
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
3.94%-5.65%10.87%2.09%1.39%7.75%-4.93%8.80%-0.78%

Correlation

The correlation between SNAV.DE and IS3J.DE is 0.92, 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

0.92

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.91

The correlation between SNAV.DE and IS3J.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

SNAV.DE vs. IS3J.DE — Risk / Return Rank

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

SNAV.DE
SNAV.DE Risk / Return Rank: 4141
Overall Rank
SNAV.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SNAV.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SNAV.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SNAV.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SNAV.DE Martin Ratio Rank: 3939
Martin Ratio Rank

IS3J.DE
IS3J.DE Risk / Return Rank: 4242
Overall Rank
IS3J.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IS3J.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
IS3J.DE Omega Ratio Rank: 3838
Omega Ratio Rank
IS3J.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
IS3J.DE Martin Ratio Rank: 4141
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.

SNAV.DE vs. IS3J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.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.


SNAV.DEIS3J.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratioReturn relative to maximum drawdown

2.07

2.09

-0.02

Martin ratioReturn relative to average drawdown

5.29

5.54

-0.25

SNAV.DE vs. IS3J.DE - Sharpe Ratio Comparison

The current SNAV.DE Sharpe Ratio is 1.17, which is comparable to the IS3J.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SNAV.DE and IS3J.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

SNAV.DE vs. IS3J.DE - Drawdown Comparison

The maximum SNAV.DE drawdown since its inception was -13.17%, smaller than the maximum IS3J.DE drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for SNAV.DE and IS3J.DE.


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Drawdown Indicators


SNAV.DEIS3J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.17%

-27.90%

+14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.24%

-3.25%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-10.85%

-10.22%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-11.57%

-11.14%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-20.04%

Current Drawdown

Current decline from peak

-4.62%

-4.01%

-0.61%

Average Drawdown

Average peak-to-trough decline

-6.59%

-8.43%

+1.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

1.23%

+0.04%

Volatility

SNAV.DE vs. IS3J.DE - Volatility Comparison

iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist) (SNAV.DE) and iShares $ Short Duration Corp Bond UCITS ETF USD (Dist) (IS3J.DE) have volatilities of 1.59% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SNAV.DEIS3J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

1.57%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

3.87%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

5.50%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.24%

6.94%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.17%

8.59%

-0.42%

SNAV.DE vs. IS3J.DE - Expense Ratio Comparison

SNAV.DE has a 0.15% expense ratio, which is lower than IS3J.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SNAV.DE vs. IS3J.DE - Dividend Comparison

SNAV.DE's dividend yield for the trailing twelve months is around 4.41%, more than IS3J.DE's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3J.DE
iShares $ Short Duration Corp Bond UCITS ETF USD (Dist)
4.34%4.43%3.91%3.18%1.87%1.44%2.26%2.64%2.24%1.94%1.68%1.41%
SNAV.DE
iShares $ Corp Bond 0-3yr ESG SRI UCITS ETF USD (Dist)
4.41%4.75%4.59%4.09%1.64%0.79%2.45%2.93%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, SNAV.DE and IS3J.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SNAV.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNAV.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IS3J.DE.

SNAV.DE tracks Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index, while IS3J.DE tracks iBoxx USD Liquid Investment Grade 0-5 Index. Their fees differ too: 0.15% for SNAV.DE and 0.20% for IS3J.DE.

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