iShares Edge MSCI World Value Factor (IS3S.DE): Historical Returns

Data Source: from January 1972 to April 2024 (~52 years)
Consolidated Returns as of 30 April 2024
Category: Stocks
iShares Edge MSCI World Value Factor (IS3S.DE) ETF
Currency: EUR

In the last 30 Years, the iShares Edge MSCI World Value Factor (IS3S.DE) ETF obtained a 6.70% compound annual return, with a 14.18% standard deviation.

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The ETF is related to the following investment themes:

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

The iShares Edge MSCI World Value Factor (IS3S.DE) ETF is part of the following Lazy Portfolios:

Portfolio Name Author IS3S.DE Weight Currency
Weird Portfolio To EUR Value Stock Geek 40.00% EUR
Weird Portfolio To EUR Bond Hedged Value Stock Geek 40.00% EUR
Aim comfortable trip To EUR Aim Ways 13.00% EUR
Aim comfortable trip To EUR Bond Hedged Aim Ways 13.00% EUR

Investment Returns as of Apr 30, 2024

The iShares Edge MSCI World Value Factor (IS3S.DE) ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ISHARES EDGE MSCI WORLD VALUE FACTOR (IS3S.DE) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~52Y)
iShares Edge MSCI World Value Factor (IS3S.DE) ETF n.a. n.a. -2.82 15.04 18.88 7.49 8.06 6.70 9.52
Euro Inflation Adjusted return -3.38 13.66 16.11 3.65 5.63 4.54 6.55
Returns over 1 year are annualized | Available data source: since Jan 1972
(*) Eastern Time (ET - America/New York)
Euro Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 2.38% , 5Y: 3.70% , 10Y: 2.30% , 30Y: 2.07%

Capital Growth as of Apr 30, 2024

An investment of 1€, since May 1994, now would be worth 6.99€, with a total return of 599.24% (6.70% annualized).

The Inflation Adjusted Capital now would be 3.78€, with a net total return of 278.35% (4.54% annualized).
An investment of 1€, since January 1972, now would be worth 116.91€, with a total return of 11590.51% (9.52% annualized).

The Inflation Adjusted Capital now would be 27.70€, with a net total return of 2669.79% (6.55% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of iShares Edge MSCI World Value Factor (IS3S.DE) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the actual Euro Inflation rates.
ISHARES EDGE MSCI WORLD VALUE FACTOR (IS3S.DE) ETF
Advanced Metrics
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~52Y)
Investment Return (%) -2.82 3.98 15.04 18.88 9.17 7.49 8.06 6.90 6.70 9.52
Infl. Adjusted Return (%) details -3.38 1.96 13.66 16.11 3.41 3.65 5.63 4.69 4.54 6.55
Euro Inflation (%) 0.58 1.98 1.21 2.38 5.57 3.70 2.30 2.11 2.07 2.79
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -4.60 -10.87 -24.71 -24.71 -49.76 -49.76 -49.76
Start to Recovery (# months) details 5 13 15 15 69 69 69
Start (yyyy mm) 2023 08 2022 06 2020 01 2020 01 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 4 3 3 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2009 02 2009 02 2009 02
Bottom to End (# months) 2 9 12 12 48 48 48
End (yyyy mm) 2023 12 2023 06 2021 03 2021 03 2013 02 2013 02 2013 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-16.94
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 19
Start (yyyy mm) 2023 08 2022 06 2020 01 2015 06 2007 06 2007 06 2007 06
Start to Bottom (# months) 3 4 3 9 21 21 21
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 9 12 10 48 48 48
End (yyyy mm) 2023 12 2023 06 2021 03 2016 12 2013 02 2013 02 2013 02
Longest negative period (# months) details 4 17 21 68 74 141 141
Period Start (yyyy mm) 2023 07 2022 01 2019 05 2015 03 2005 08 1997 06 1997 06
Period End (yyyy mm) 2023 10 2023 05 2021 01 2020 10 2011 09 2009 02 2009 02
Annualized Return (%) -5.06 -0.67 -1.76 -0.92 -0.34 -0.01 -0.01
Deepest Drawdown Depth (%) -5.50 -16.36 -24.53 -24.53 -51.17 -52.02 -52.02
Start to Recovery (# months) details 5 24 15 15 78 164 164
Start (yyyy mm) 2023 08 2022 02 2020 01 2020 01 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 8 7 7 21 102 102
Bottom (yyyy mm) 2023 10 2022 09 2020 07 2020 07 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 8 8 57 62 62
End (yyyy mm) 2023 12 2024 01 2021 03 2021 03 2013 11 2014 04 2014 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest
-16.36 -16.36
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 24 24
Start (yyyy mm) 2023 08 2022 02 2022 02 2022 02 2007 06 2000 09 2000 09
Start to Bottom (# months) 3 8 8 8 21 102 102
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 57 62 62
End (yyyy mm) 2023 12 2024 01 2024 01 2024 01 2013 11 2014 04 2014 04
Longest negative period (# months) details 4 30 47 69 89 164 181
Period Start (yyyy mm) 2023 07 2021 05 2019 12 2015 02 2004 05 1998 04 1994 02
Period End (yyyy mm) 2023 10 2023 10 2023 10 2020 10 2011 09 2011 11 2009 02
Annualized Return (%) -7.49 -1.09 -0.17 -0.81 -0.05 -0.27 -0.17
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.15 11.34 15.93 14.40 13.56 14.18 15.18
Sharpe Ratio 1.34 0.57 0.35 0.47 0.41 0.31 0.36
Sortino Ratio 1.72 0.77 0.47 0.63 0.54 0.41 0.48
Ulcer Index 1.54 2.99 8.99 7.94 13.24 15.04 14.18
Ratio: Return / Standard Deviation 1.86 0.81 0.47 0.56 0.51 0.47 0.63
Ratio: Return / Deepest Drawdown 4.11 0.84 0.30 0.33 0.14 0.13 0.19
% Positive Months details 75% 63% 63% 64% 62% 61% 61%
Positive Months 9 23 38 77 150 220 387
Negative Months 3 13 22 43 90 140 241
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 8.06 12.98 12.98 24.37
Worst 10 Years Return (%) - Annualized 3.97 -1.90 -1.90
Best 10 Years Return (%) - Annualized 5.63 11.58 11.58 19.44
Worst 10 Years Return (%) - Annualized 2.45 -3.94 -3.94
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 56.90 29.43 22.73 12.98 8.61 6.70
Worst Rolling Return (%) - Annualized -38.40 -17.09 -5.14 -1.90 2.46
% Positive Periods 71% 76% 80% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.56 23.68 14.53 7.41 4.40 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.69 4.41
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 54.60 27.25 20.79 11.58 6.68 4.54
Worst Rolling Return (%) - Annualized -39.11 -18.79 -7.13 -3.94 0.85
% Positive Periods 66% 74% 68% 80% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.56 23.68 14.53 7.41 4.40 5.99
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.69 4.41
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1972 - Apr 2024)
Best Rolling Return (%) - Annualized 82.77 37.09 31.21 24.37 14.89 12.63
Worst Rolling Return (%) - Annualized -38.40 -17.09 -5.14 -1.90 2.46 5.56
% Positive Periods 73% 83% 88% 95% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.56 23.02 14.53 7.41 4.40 4.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.69 3.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 77.69 33.77 25.00 19.44 11.65 9.11
Worst Rolling Return (%) - Annualized -39.11 -18.79 -7.13 -3.94 0.85 3.57
% Positive Periods 67% 78% 78% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.56 23.02 14.53 7.41 4.40 4.83
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.69 3.25
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • 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.
  • 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.
  • 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 Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares Edge MSCI World Value Factor (IS3S.DE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES EDGE MSCI WORLD VALUE FACTOR (IS3S.DE) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs IS3S.DE
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.75
0.76
0.75
0.78
0.77
SPY
US Large Cap
0.75
0.75
0.74
0.78
0.76
IJR
US Small Cap
0.75
0.83
0.76
0.72
0.71
VNQ
US REITs
0.66
0.67
0.56
0.50
0.48
QQQ
US Technology
0.61
0.57
0.61
0.63
0.62
PFF
Preferred Stocks
0.78
0.62
0.53
0.37
0.35
EFA
EAFE Stocks
0.77
0.77
0.73
0.68
0.66
VT
World All Countries
0.77
0.77
0.75
0.76
0.75
EEM
Emerging Markets
0.63
0.57
0.50
0.62
0.62
VGK
Europe
0.72
0.76
0.69
0.66
0.65
VPL
Pacific
0.81
0.75
0.71
0.61
0.58
FLLA
Latin America
0.69
0.64
0.45
0.60
0.61
BND
US Total Bond Market
0.62
0.17
0.07
-0.05
-0.04
TLT
Long Term Treasuries
0.64
-0.16
-0.19
-0.25
-0.23
BIL
US Cash
-0.08
-0.08
-0.08
-0.02
-0.03
TIP
TIPS
0.60
0.28
0.19
-0.01
0.00
LQD
Invest. Grade Bonds
0.66
0.35
0.27
0.12
0.12
HYG
High Yield Bonds
0.68
0.64
0.60
0.52
0.51
CWB
US Convertible Bonds
0.83
0.63
0.62
0.68
0.67
BNDX
International Bonds
0.50
0.26
0.18
-0.01
0.01
EMB
Emerg. Market Bonds
0.69
0.52
0.42
0.45
0.45
GLD
Gold
-0.09
-0.14
-0.20
-0.14
-0.12
DBC
Commodities
0.28
0.58
0.41
0.22
0.21

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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 VALUE FACTOR (IS3S.DE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:
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Rolling Returns

( more details)

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 VALUE FACTOR (IS3S.DE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the iShares Edge MSCI World Value Factor (IS3S.DE) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Edge MSCI World Value Factor (IS3S.DE) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Edge MSCI World Value Factor (IS3S.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 VALUE FACTOR (IS3S.DE) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1972 - 30 April 2024 (~52 years)
220 Positive Months (61%) - 140 Negative Months (39%)
387 Positive Months (62%) - 241 Negative Months (38%)
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(Scroll down to see all data)
Investment 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.

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