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WVALX vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WVALX vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Weitz Value Fund (WVALX) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WVALX 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, WVALX achieves a -5.45% return, which is significantly lower than IS3S.DE's 34.74% return. Over the past 10 years, WVALX has underperformed IS3S.DE with an annualized return of 9.08%, while IS3S.DE has yielded a comparatively higher 13.03% annualized return.


WVALX

1D
-1.10%
1M
1.15%
YTD
-5.45%
6M
-4.90%
1Y
-3.04%
3Y*
6.88%
5Y*
3.40%
10Y*
9.08%

IS3S.DE

1D
-0.18%
1M
15.31%
YTD
34.74%
6M
39.62%
1Y
67.98%
3Y*
30.67%
5Y*
16.44%
10Y*
13.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WVALX vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WVALX
Weitz Value Fund
-5.45%-0.21%12.76%29.72%-22.89%26.86%18.41%34.16%-4.88%15.60%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
34.74%41.27%5.00%19.27%-10.05%20.09%-3.98%19.44%-14.55%22.88%

Correlation

The correlation between WVALX and IS3S.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.45

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

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.51

The correlation between WVALX and IS3S.DE has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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Return for Risk

WVALX vs. IS3S.DE — Risk / Return Rank

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

WVALX
WVALX Risk / Return Rank: 22
Overall Rank
WVALX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
WVALX Sortino Ratio Rank: 22
Sortino Ratio Rank
WVALX Omega Ratio Rank: 22
Omega Ratio Rank
WVALX Calmar Ratio Rank: 22
Calmar Ratio Rank
WVALX Martin Ratio Rank: 22
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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.

WVALX vs. IS3S.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) 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.


WVALXIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-4.72

Sortino ratioReturn per unit of downside risk

-6.25

Omega ratioGain probability vs. loss probability

0.98

1.82

-0.84

Calmar ratioReturn relative to maximum drawdown

-0.15

7.97

-8.11

Martin ratioReturn relative to average drawdown

-0.40

29.88

-30.29

WVALX vs. IS3S.DE - Sharpe Ratio Comparison

The current WVALX Sharpe Ratio is -0.18, which is lower than the IS3S.DE Sharpe Ratio of 4.54. The chart below compares the historical Sharpe Ratios of WVALX and IS3S.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


WVALXIS3S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

4.54

-4.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.03

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.63

-0.04

Drawdowns

WVALX vs. IS3S.DE - Drawdown Comparison

The maximum WVALX drawdown since its inception was -61.96%, which is greater than IS3S.DE's maximum drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for WVALX and IS3S.DE.


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Drawdown Indicators


WVALXIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.96%

-39.28%

-22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.45%

-8.49%

-8.96%

Max Drawdown (3Y)

Largest decline over 3 years

-19.92%

-15.59%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-26.37%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.57%

-39.28%

+6.71%

Current Drawdown

Current decline from peak

-10.78%

-0.18%

-10.60%

Average Drawdown

Average peak-to-trough decline

-7.73%

-7.53%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

2.27%

+4.05%

Volatility

WVALX vs. IS3S.DE - Volatility Comparison

The current volatility for Weitz Value Fund (WVALX) is 3.22%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 6.06%. This indicates that WVALX 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


WVALXIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

6.06%

-2.84%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

12.06%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

14.89%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

15.77%

+2.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

16.83%

+1.41%

WVALX vs. IS3S.DE - Expense Ratio Comparison

WVALX has a 1.04% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.


Dividends

WVALX vs. IS3S.DE - Dividend Comparison

WVALX's dividend yield for the trailing twelve months is around 23.09%, while IS3S.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
WVALX
Weitz Value Fund
23.09%21.83%11.03%5.38%14.15%3.77%9.12%4.70%10.95%7.16%0.00%12.93%

Frequently Asked Questions


WVALX and IS3S.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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