VOO vs. IS3S.DE
VOO (Vanguard S&P 500 ETF) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - VOO is a S&P 500 fund tracking the S&P 500 Index, while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, VOO returned 15.72%/yr vs 13.38%/yr for IS3S.DE. A 0.53 correlation means they provide meaningful diversification when combined. VOO charges 0.03%/yr vs 0.30%/yr for IS3S.DE.
Performance
VOO vs. IS3S.DE - Performance Comparison
Loading charts...
Different Trading Currencies
VOO is traded in USD, while IS3S.DE is traded in EUR. To make them comparable, the IS3S.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VOO achieves a 10.99% return, which is significantly lower than IS3S.DE's 34.53% return. Over the past 10 years, VOO has outperformed IS3S.DE with an annualized return of 15.72%, while IS3S.DE has yielded a comparatively lower 13.38% annualized return.
VOO
- 1D
- 1.74%
- 1M
- 2.12%
- YTD
- 10.99%
- 6M
- 11.51%
- 1Y
- 27.95%
- 3Y*
- 21.25%
- 5Y*
- 13.93%
- 10Y*
- 15.72%
IS3S.DE
- 1D
- 1.45%
- 1M
- 8.65%
- YTD
- 34.53%
- 6M
- 36.38%
- 1Y
- 65.73%
- 3Y*
- 28.47%
- 5Y*
- 16.76%
- 10Y*
- 13.38%
VOO vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 10.99% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.53% | 41.27% | 5.00% | 19.27% | -10.05% | 20.07% | -3.98% | 19.43% | -14.53% | 22.88% |
Correlation
The correlation between VOO and IS3S.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.53 |
The correlation between VOO and IS3S.DE shifts across timeframes, from 0.51 (3 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VOO vs. IS3S.DE — Risk / Return Rank
VOO
IS3S.DE
VOO vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.
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.
| VOO | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.74 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 7.70 | -4.55 |
| Martin ratioReturn relative to average drawdown | 14.25 | 27.91 | -13.66 |
Loading charts...
Drawdowns
VOO vs. IS3S.DE - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum IS3S.DE drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for VOO and IS3S.DE.
Loading charts...
Drawdown Indicators
| VOO | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -39.27% | +5.28% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.49% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -15.59% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -26.37% | +1.85% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | -39.27% | +5.28% |
Current DrawdownCurrent decline from peak | -0.63% | -0.30% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -10.70% | +7.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.34% | -0.37% |
Volatility
VOO vs. IS3S.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 ETF (VOO) is 4.61%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.82%. This indicates that VOO 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.
Loading charts...
Volatility by Period
| VOO | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 5.82% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 12.92% | -3.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 15.62% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 15.91% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 17.65% | +0.40% |
VOO vs. IS3S.DE - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
VOO vs. IS3S.DE - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.03%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and IS3S.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.30% for IS3S.DE.
VOO is categorized as S&P 500, while IS3S.DE is Global Equities. VOO tracks S&P 500 Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VOO and 0.30% for IS3S.DE.
Find the right allocation for VOO and IS3S.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer