V3AA.DE vs. IS3S.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - V3AA.DE tracks the FTSE Global All Cap Choice Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, V3AA.DE returned 11.33%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.80 suggests significant overlap in exposure. V3AA.DE charges 0.24%/yr vs 0.30%/yr for IS3S.DE.
Performance
V3AA.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3AA.DE achieves a 12.77% return, which is significantly lower than IS3S.DE's 35.27% return.
V3AA.DE
- 1D
- -0.11%
- 1M
- 4.35%
- YTD
- 12.77%
- 6M
- 13.07%
- 1Y
- 26.49%
- 3Y*
- 17.62%
- 5Y*
- 11.33%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
V3AA.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -18.04% | 20.19% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 11.06% |
Correlation
The correlation between V3AA.DE and IS3S.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.80 |
The correlation between V3AA.DE and IS3S.DE has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. IS3S.DE — Risk / Return Rank
V3AA.DE
IS3S.DE
V3AA.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.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.
| V3AA.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.37 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.83 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 10.36 | -7.06 |
| Martin ratioReturn relative to average drawdown | 13.32 | 39.01 | -25.69 |
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
| V3AA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 4.53 | -2.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.24 | -0.46 |
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
V3AA.DE vs. IS3S.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and IS3S.DE.
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Drawdown Indicators
| V3AA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -35.18% | +12.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -6.09% | -2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -17.80% | -4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -17.80% | -4.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.83% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.82% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 1.62% | +0.41% |
Volatility
V3AA.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) is 3.38%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that V3AA.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
| V3AA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 5.62% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 11.32% | -2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 13.93% | -1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 13.85% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 15.76% | -1.43% |
V3AA.DE vs. IS3S.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
V3AA.DE vs. IS3S.DE - Dividend Comparison
Neither V3AA.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
V3AA.DE and IS3S.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, V3AA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.
V3AA.DE is cheaper with a 0.24% expense ratio, compared with 0.30% for IS3S.DE.
V3AA.DE tracks FTSE Global All Cap Choice Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3AA.DE and 0.30% for IS3S.DE.
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