TSWE.DE vs. IS3S.DE
TSWE.DE (VanEck Sustainable World Equal Weight UCITS ETF A) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - TSWE.DE tracks the Solactive Sustainable World Equity while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, TSWE.DE returned 11.66%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.88 suggests significant overlap in exposure. TSWE.DE charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
TSWE.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TSWE.DE achieves a 13.30% return, which is significantly lower than IS3S.DE's 35.27% return.
TSWE.DE
- 1D
- -0.01%
- 1M
- 6.60%
- YTD
- 13.30%
- 6M
- 15.30%
- 1Y
- 25.79%
- 3Y*
- 17.12%
- 5Y*
- 11.66%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
TSWE.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 13.30% | 13.87% | 16.42% | 16.27% | -13.06% | 29.28% | 5.03% | 28.44% | -5.05% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -4.48% |
Correlation
The correlation between TSWE.DE and IS3S.DE is 0.86, 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 | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2018 | 0.88 |
The correlation between TSWE.DE and IS3S.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
TSWE.DE vs. IS3S.DE — Risk / Return Rank
TSWE.DE
IS3S.DE
TSWE.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.
| TSWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 10.36 | -7.16 |
| Martin ratioReturn relative to average drawdown | 12.60 | 39.01 | -26.40 |
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
| TSWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 4.53 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 1.24 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.68 | +0.14 |
Drawdowns
TSWE.DE vs. IS3S.DE - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -33.61%, roughly equal to the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and IS3S.DE.
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Drawdown Indicators
| TSWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -35.18% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -6.09% | -1.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.69% | -17.80% | -1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.69% | -17.80% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.11% | -0.83% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -5.82% | +1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.62% | +0.42% |
Volatility
TSWE.DE vs. IS3S.DE - Volatility Comparison
The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) is 3.04%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that TSWE.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
| TSWE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 5.62% | -2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 11.32% | -1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 13.93% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 13.85% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.89% | 15.76% | +0.13% |
TSWE.DE vs. IS3S.DE - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
TSWE.DE vs. IS3S.DE - Dividend Comparison
TSWE.DE's dividend yield for the trailing twelve months is around 1.83%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.83% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% |
Frequently Asked Questions
TSWE.DE and IS3S.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TSWE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TSWE.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
TSWE.DE tracks Solactive Sustainable World Equity, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.20% for TSWE.DE and 0.30% for IS3S.DE.
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