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UDIV.DE vs. IBC3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDIV.DE vs. IBC3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UDIV.DE achieves a 7.97% return, which is significantly lower than IBC3.DE's 25.91% return.


UDIV.DE

1D
0.37%
1M
-3.13%
YTD
7.97%
6M
7.08%
1Y
23.35%
3Y*
16.38%
5Y*
10Y*

IBC3.DE

1D
-1.44%
1M
5.28%
YTD
25.91%
6M
27.63%
1Y
47.26%
3Y*
20.30%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDIV.DE vs. IBC3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
7.97%14.37%8.92%9.15%-21.91%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
25.91%17.59%14.06%7.48%-15.13%

Correlation

The correlation between UDIV.DE and IBC3.DE is 0.50, 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

0.50

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.58

The correlation between UDIV.DE and IBC3.DE has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

UDIV.DE vs. IBC3.DE — Risk / Return Rank

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

UDIV.DE
UDIV.DE Risk / Return Rank: 7878
Overall Rank
UDIV.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 7575
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 8888
Martin Ratio Rank

IBC3.DE
IBC3.DE Risk / Return Rank: 8383
Overall Rank
IBC3.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IBC3.DE Martin Ratio Rank: 8282
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.

UDIV.DE vs. IBC3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.


UDIV.DEIBC3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.44

1.49

-0.06

Calmar ratioReturn relative to maximum drawdown

4.98

4.51

+0.47

Martin ratioReturn relative to average drawdown

18.99

16.28

+2.71

UDIV.DE vs. IBC3.DE - Sharpe Ratio Comparison

The current UDIV.DE Sharpe Ratio is 2.31, which is comparable to the IBC3.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of UDIV.DE and IBC3.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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Sharpe Ratios by Period


UDIV.DEIBC3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.71

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.47

-0.26

Drawdowns

UDIV.DE vs. IBC3.DE - Drawdown Comparison

The maximum UDIV.DE drawdown since its inception was -29.76%, smaller than the maximum IBC3.DE drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for UDIV.DE and IBC3.DE.


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Drawdown Indicators


UDIV.DEIBC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.76%

-31.89%

+2.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-10.42%

+5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-19.08%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-21.95%

Current Drawdown

Current decline from peak

-3.13%

-2.52%

-0.61%

Average Drawdown

Average peak-to-trough decline

-11.31%

-7.84%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

2.89%

-1.66%

Volatility

UDIV.DE vs. IBC3.DE - Volatility Comparison

The current volatility for Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) is 2.35%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a volatility of 7.06%. This indicates that UDIV.DE experiences smaller price fluctuations and is considered to be less risky than IBC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIV.DEIBC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

7.06%

-4.71%

Volatility (6M)

Calculated over the trailing 6-month period

6.78%

14.60%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

17.37%

-7.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

16.23%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

18.42%

-3.09%

UDIV.DE vs. IBC3.DE - Expense Ratio Comparison

UDIV.DE has a 0.45% expense ratio, which is higher than IBC3.DE's 0.18% expense ratio.


Dividends

UDIV.DE vs. IBC3.DE - Dividend Comparison

UDIV.DE's dividend yield for the trailing twelve months is around 9.17%, more than IBC3.DE's 1.88% yield.


PositionTTM20252024202320222021202020192018
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.88%2.26%2.44%2.69%3.36%2.18%2.09%2.56%2.08%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
9.17%9.75%14.48%18.90%8.94%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UDIV.DE and IBC3.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBC3.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBC3.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for UDIV.DE.

UDIV.DE is categorized as Dividend, while IBC3.DE is Emerging Markets Equities. UDIV.DE tracks Solactive Global SuperDividend Index, while IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: Global X and iShares. Their fees differ too: 0.45% for UDIV.DE and 0.18% for IBC3.DE.

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