iShares Edge MSCI World Momentum Factor (IS3R.DE): Historical Returns

Simulation Settings

Category: Stocks

Period: January 1982 - May 2026 (~44 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1€

Currency: EUR

Inflation: Eurozone

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Results

Inflation Adj:

The iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF covers to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Blend
Region: Developed Markets
Country: Broad Developed Markets

As of May 2026, in the previous 30 Years, the iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF obtained a 12.65% compound annual return, with a 15.99% standard deviation. It suffered a maximum drawdown of -52.31% that required 150 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

The iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF is part of the following Lazy Portfolios:

Portfolio Name	Author	IS3R.DE Weight▾	Currency
The Bull Portfolio	Riccardo Spada	7.00%	EUR
Steady Path Portfolio	David Volpe	5.00%	EUR

Investment Returns as of May 31, 2026

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Capital Growth

Inflation Adj:

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	Chg (%)		Return (%)	Return (%) as of May 31, 2026
	1 Day	Time ET^(*)	---	YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~44Y)
Investment Return	---		---	19.78	8.42	20.71	29.36	14.44	14.98	12.65	13.80
Eurozone Inflation Adjusted Return				16.90	8.33	17.62	25.43	9.70	11.82	10.38	11.31
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Eurozone Inflation is updated to May 2026. Inflation (annualized) is 1Y: 3.13% , 5Y: 4.33% , 10Y: 2.82% , 30Y: 2.06%

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Investment Metrics as of May 31, 2026

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Advanced Metrics

1 January 1982 - 31 May 2026 (~44 years)

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	Metrics as of May 31, 2026
	YTD (5M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~44Y)
Investment Return (%)	19.78	8.42	16.59	20.71	29.36	25.99	14.44	14.98	12.01	12.65	13.80
Growth of 1€	1.20	1.08	1.17	1.21	1.29	2.00	1.96	4.04	9.67	35.68	311.19
Infl. Adjusted Return (%)	16.90	8.33	13.85	17.62	25.43	22.88	9.70	11.82	9.67	10.38	11.31
Eurozone Inflation (%)	2.46	0.09	2.40	2.63	3.13	2.53	4.33	2.82	2.13	2.06	2.23
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-6.94	-12.19	-15.89	-15.92	-47.91	-52.31	-52.31
Start to Recovery (# months)					2	8	25	5	58	150	150
Start (yyyy mm)					2026 03	2025 02	2022 01	2020 02	2007 06	2000 09	2000 09
Start to Bottom (# months)					1	3	17	2	21	102	102
Bottom (yyyy mm)					2026 03	2025 04	2023 05	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					1	5	8	3	37	48	48
End (yyyy mm)					2026 04	2025 09	2024 01	2020 06	2012 03	2013 02	2013 02
Longest Drawdown Depth (%)					-0.90	same	same	-15.89	same	same	same
Start to Recovery (# months)					3	same	same	25	same	same	same
Start (yyyy mm)					2025 11	2025 02	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					1	3	17	17	21	102	102
Bottom (yyyy mm)					2025 11	2025 04	2023 05	2023 05	2009 02	2009 02	2009 02
Bottom to End (# months)					2	5	8	8	37	48	48
End (yyyy mm)					2026 01	2025 09	2024 01	2024 01	2012 03	2013 02	2013 02
Longest negative period (# months)					6	14	29	30	64	149	149
Start (yyyy mm)					2025 10	2025 02	2021 06	2021 05	2006 06	2000 09	2000 09
End (yyyy mm)					2026 03	2026 03	2023 10	2023 10	2011 09	2013 01	2013 01
Annualized Return (%)					-5.05	-2.11	-0.03	-1.02	-0.86	-0.14	-0.14
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%)				0.00	-8.11	-13.59	-24.62	-24.62	-49.38	-60.10	-60.10
Start to Recovery (# months)					2	12	27	27	69	166	166
Start (yyyy mm)					2026 03	2025 02	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					1	3	17	17	21	102	102
Bottom (yyyy mm)					2026 03	2025 04	2023 05	2023 05	2009 02	2009 02	2009 02
Bottom to End (# months)					1	9	10	10	48	64	64
End (yyyy mm)					2026 04	2026 01	2024 03	2024 03	2013 02	2014 06	2014 06
Longest Drawdown Depth (%)					-0.62	same	same	same	same	same	same
Start to Recovery (# months)					3	same	same	same	same	same	same
Start (yyyy mm)					2025 11	2025 02	2022 01	2022 01	2007 06	2000 09	2000 09
Start to Bottom (# months)					1	3	17	17	21	102	102
Bottom (yyyy mm)					2025 11	2025 04	2023 05	2023 05	2009 02	2009 02	2009 02
Bottom to End (# months)					2	9	10	10	48	64	64
End (yyyy mm)					2026 01	2026 01	2024 03	2024 03	2013 02	2014 06	2014 06
Longest negative period (# months)					8	16	31	45	71	165	165
Start (yyyy mm)					2025 08	2024 12	2021 06	2020 02	2007 02	2000 09	2000 09
End (yyyy mm)					2026 03	2026 03	2023 12	2023 10	2012 12	2014 05	2014 05
Annualized Return (%)					-1.98	-1.18	-2.01	-0.06	-0.17	-0.09	-0.09
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					18.27	16.17	15.78	14.48	14.31	15.99	16.98
Sharpe Ratio					1.39	1.32	0.70	0.88	0.73	0.65	0.60
Sortino Ratio					2.36	1.95	1.04	1.24	0.99	0.89	0.81
Ulcer Index					1.97	3.46	7.88	6.21	13.24	20.20	17.64
Ratio: Return / Standard Deviation					1.61	1.61	0.92	1.03	0.84	0.79	0.81
Ratio: Return / Deepest Drawdown					4.23	2.13	0.91	0.94	0.25	0.24	0.26
Positive Months (%)					75.00	66.66	56.66	64.16	64.16	63.61	63.60
Positive Months					9	24	34	77	154	229	339
Negative Months					3	12	26	43	86	131	194
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								14.98	18.99	18.99	30.80
Worst 10 Years Return (%) - Annualized								14.98	8.58	-3.83	-3.83
Best 10 Years Return (%) - Annualized								11.82	17.55	17.55	27.75
Worst 10 Years Return (%) - Annualized								11.82	7.01	-5.74	-5.74
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of May 2026 - Over the previous 30Y
Best Rolling Return (%) - Annualized					86.15	52.66	32.68	18.99	12.14	12.65
Worst Rolling Return (%) - Annualized					-38.39	-18.79	-7.00	-3.83	5.50	12.65
Positive Periods (%)					77.6	79.3	82.0	87.9	100.0	100.0
Best Rolling Return (%) - Annualized					83.42	50.67	30.47	17.55	10.30	10.38
Worst Rolling Return (%) - Annualized					-39.35	-20.66	-9.06	-5.74	3.78	10.38
Positive Periods (%)					75.6	76.0	73.0	83.8	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.49	9.84	11.97	25.58	34.79	16.18	22.55	0.00
95% CVaR - Conditional Value at Risk (%)		8.40	13.15	16.66	32.20	40.68	23.17	26.54	0.00
99% VaR - Value at Risk (%) - Cumulative		9.63	15.28	19.67	34.72	43.10	28.40	29.16	0.00
99% CVaR - Conditional Value at Risk (%)		11.63	18.75	24.57	37.87	45.21	30.08	32.34	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					75.62	20.97	12.09	6.03	3.89	11.92
Perpetual Withdrawal Rate (%)					---	---	---	---	2.18	11.30
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1982 - May 2026)
Best Rolling Return (%) - Annualized					86.15	52.66	46.58	30.80	18.72	13.85
Worst Rolling Return (%) - Annualized					-38.39	-18.79	-7.00	-3.83	5.50	11.18
Positive Periods (%)					77.7	84.5	88.6	92.9	100.0	100.0
Best Rolling Return (%) - Annualized					83.42	50.67	44.27	27.75	16.09	11.79
Worst Rolling Return (%) - Annualized					-39.35	-20.66	-9.06	-5.74	3.78	8.88
Positive Periods (%)					75.6	81.7	82.9	90.5	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		6.86	10.36	12.53	21.42	28.44	10.20	15.57	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		8.90	13.88	17.51	29.00	37.41	19.20	23.44	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		10.20	16.14	20.71	33.21	41.83	25.37	27.15	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		12.33	19.82	25.92	35.94	44.15	28.57	29.78	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					74.55	20.97	12.09	6.03	3.89	8.28
Perpetual Withdrawal Rate (%)					---	---	---	---	2.18	7.76
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of May 31, 2026

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Monthly correlations as of 31 May 2026

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		Correlation vs IS3R.DE
	Asset Class	1 Year	5 Years	10 Years	30 Years
SXR8.DE	US Large Cap Blend	0.89	0.87	0.87	0.95
ZPRR.DE	US Small Cap Blend	0.90	0.71	0.73	0.77
IQQ7.DE	US REITs	0.51	0.61	0.63	0.56
SXRV.DE	US Technology	0.89	0.77	0.81	0.83
EUNL.DE	Developed Countries	0.92	0.88	0.88	0.91
SXRT.DE	Euro Large Cap Blend	0.80	0.66	0.65	0.70
IUSQ.DE	World All Countries	0.93	0.88	0.87	0.94
IS3N.DE	Emerging Markets	0.88	0.57	0.59	0.67
EUNE.MU	US Total Bond Market EUR Hdg	0.23	0.35	0.31	0.04
IUSV.DE	US Long Term Treasuries EUR Hdg	0.26	0.29	0.09	-0.11
PR1H.DE	US Ultrashort Gov.Bonds EUR Hdg	0.66	0.17	0.06	-0.05
UEEF.DE	US High Yield Bonds EUR Hdg	0.67	0.57	0.60	0.42
EUNU.DE	Global Aggregate Bond EUR Hdg	0.19	0.36	0.28	0.34
SPF1.DE	Global Convertible Bonds EUR Hdg	0.88	0.73	0.73	0.65
IS3C.DE	Emerg. Market Bonds EUR Hdg	0.68	0.53	0.49	0.37
SYBA.DE	Euro Total Bond Market	0.55	0.41	0.36	0.12
IBCL.DE	Euro Long Term Gov. Bonds	0.48	0.43	0.33	0.13
EUN6.DE	Euro Ultrashort Gov. Bonds	0.79	0.25	0.15	0.28
XHYG.DE	Euro High Yield Bonds	0.89	0.52	0.58	0.51
IBCI.DE	Euro Inflation Linked Bonds	0.61	0.43	0.42	0.16
PHAU	Gold	0.14	-0.04	-0.02	0.03
UIQK.DE	Commodities	-0.36	0.06	0.25	0.25

Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Drawdown periods

Inflation Adj:

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Rolling Return Analysis

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Annualized Rolling Returns — Over Time & Distribution

The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and two user-defined percentiles. The lower and upper percentiles (default: 15th and 85th) can be adjusted using the inputs above. They give insight into the distribution of the data, while the median represents the middle value.

Holding Periods and Returns

Holding periods are based on rolling periods: each rolling window represents the return an investor would have achieved by holding the investment for a fixed period (e.g., 10, 20, or 30 years) starting from different dates.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Annualized Rolling Returns

Inflation Adj:

Percentiles: – Changes pending. Click 'Update' to refresh

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Time to Target

What it shows: Months to reach your target capital from each historical entry point, accounting for your initial investment and periodic contributions.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Time to reach your Target Capital

Monthly Returns and Seasonality

This section provides a visual/tabular representation of the performance variability in the iShares Edge MSCI World Momentum Factor (IS3R.DE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES EDGE MSCI WORLD MOMENTUM FACTOR (IS3R.DE) ETF

Monthly Returns Distribution

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Monthly Seasonality Analysis

44 full years are available for analysis


Avg Return (%)
Win Count
Loss Count
Win %
Worst Return (%)
Best Return (%)

For further information about the seasonality, check the Asset Class Seasonality page.

Methodology

Returns, up to October 2014, have been derived using the historical series of equivalent ETFs / Assets.

You can find additional information on extended Data Sources here.

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Drawdown Analysis			Occurrencies (End of Month)			Cumulative
Phase	Frequency	Range	#Num	Every (Avg)	Frequency	Range	Frequency

Rolling Period	Worst Period			Latest	Negative Periods
Rolling Period	Ann. Return	From To	Ann. Return	Latest	Negative Periods	Ann. Return	Ann. Return	Ann. Return	From To

Annualized rolling and percentiles/median returns over full calendar month periods.

	Intra Year Stats		Monthly Return (%)
Year	Return	Drawdown	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec

Table of contents

Investment Returns as of May 31, 2026

Investment Metrics as of May 31, 2026

Correlations as of May 31, 2026

Drawdowns

Rolling Return Analysis

Holding Periods and Returns

Time to Target

Monthly Returns and Seasonality