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VUSA.DE vs. IS3K.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.DE vs. IS3K.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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, VUSA.DE achieves a 10.90% return, which is significantly higher than IS3K.DE's 4.91% return.


VUSA.DE

1D
0.21%
1M
-0.18%
YTD
10.90%
6M
11.00%
1Y
24.08%
3Y*
18.08%
5Y*
13.66%
10Y*

IS3K.DE

1D
-0.25%
1M
2.37%
YTD
4.91%
6M
5.07%
1Y
8.68%
3Y*
5.94%
5Y*
5.31%
10Y*
4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.DE vs. IS3K.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSA.DE
Vanguard S&P 500 UCITS ETF
10.90%4.74%32.32%22.44%-14.26%40.77%6.76%34.45%-1.11%4.09%
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
4.91%-3.41%12.68%5.21%2.20%12.74%-5.49%12.34%4.89%-1.56%

Correlation

The correlation between VUSA.DE and IS3K.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

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

0.45

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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.52

The correlation between VUSA.DE and IS3K.DE shifts across timeframes, from 0.37 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VUSA.DE vs. IS3K.DE — Risk / Return Rank

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

VUSA.DE
VUSA.DE Risk / Return Rank: 7575
Overall Rank
VUSA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUSA.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VUSA.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VUSA.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
VUSA.DE Martin Ratio Rank: 7777
Martin Ratio Rank

IS3K.DE
IS3K.DE Risk / Return Rank: 5656
Overall Rank
IS3K.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IS3K.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
IS3K.DE Omega Ratio Rank: 5050
Omega Ratio Rank
IS3K.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
IS3K.DE Martin Ratio Rank: 6060
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.

VUSA.DE vs. IS3K.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.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.


VUSA.DEIS3K.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.37

1.28

+0.09

Calmar ratioReturn relative to maximum drawdown

3.47

2.80

+0.67

Martin ratioReturn relative to average drawdown

12.39

9.09

+3.30

VUSA.DE vs. IS3K.DE - Sharpe Ratio Comparison

The current VUSA.DE Sharpe Ratio is 2.03, which is higher than the IS3K.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VUSA.DE and IS3K.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

VUSA.DE vs. IS3K.DE - Drawdown Comparison

The maximum VUSA.DE drawdown since its inception was -33.64%, which is greater than IS3K.DE's maximum drawdown of -27.02%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and IS3K.DE.


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Drawdown Indicators


VUSA.DEIS3K.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-27.02%

-6.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.91%

-3.09%

-3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-11.25%

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-11.25%

-11.99%

Max Drawdown (10Y)

Largest decline over 10 years

-17.93%

Current Drawdown

Current decline from peak

-0.89%

-1.52%

+0.63%

Average Drawdown

Average peak-to-trough decline

-4.37%

-6.53%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

0.95%

+0.99%

Volatility

VUSA.DE vs. IS3K.DE - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.DE) has a higher volatility of 3.35% compared to iShares USD Short Duration High Yield Corporate Bond UCITS ETF (IS3K.DE) at 1.36%. This indicates that VUSA.DE's price experiences larger fluctuations and is considered to be riskier than IS3K.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.DEIS3K.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

1.36%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

3.84%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

5.71%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

7.10%

+8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

7.82%

+8.91%

VUSA.DE vs. IS3K.DE - Expense Ratio Comparison

VUSA.DE has a 0.07% expense ratio, which is lower than IS3K.DE's 0.45% expense ratio.


Dividends

VUSA.DE vs. IS3K.DE - Dividend Comparison

VUSA.DE's dividend yield for the trailing twelve months is around 0.88%, less than IS3K.DE's 6.63% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3K.DE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF
6.63%6.65%6.31%5.70%4.36%4.12%5.05%5.26%5.48%5.68%5.57%5.05%
VUSA.DE
Vanguard S&P 500 UCITS ETF
0.88%0.97%1.00%1.25%1.45%1.02%1.43%1.45%1.74%0.41%0.00%0.00%

Frequently Asked Questions


VUSA.DE and IS3K.DE have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for IS3K.DE.

VUSA.DE is categorized as S&P 500, while IS3K.DE is High Yield Bonds. VUSA.DE tracks S&P 500 Index, while IS3K.DE tracks iBoxx® USD Liquid High Yield 0-5 Capped. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUSA.DE and 0.45% for IS3K.DE.

Portfolio Optimizer

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