iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) Sharpe Ratio: 2.08

IS3Q.DE's Sharpe Ratio of 2.08 indicates that for each unit of volatility, it generates 2.08 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

IS3Q.DE Sharpe Ratio Rank

Above Average

IS3Q.DE ranks above 74.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

IS3Q.DE Sharpe Ratio Market Positioning

The chart shows IS3Q.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.86 or lower
Yellow zone (middle 50%): 0.86 to 2.12
Green zone (top 25%): 2.12 or higher
Top 1%: 6.91+
Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares Edge MSCI World Quality Factor UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Global Equities category across multiple time periods, showing how IS3Q.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

Symbol	Name	1Y Sharpe Ratio
XDEV.DE	Xtrackers MSCI World Value Factor UCITS ETF 1C	4.64
IS3S.DE	iShares Edge MSCI World Value Factor UCITS ETF	4.56
ISPA.DE	iShares STOXX Global Select Dividend 100 UCITS ETF (DE)	3.56
CBUI.DE	iShares MSCI World Value Factor ESG UCITS ETF USD Acc	3.47
VGWD.DE	Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	3.15
PSWD.DE	Invesco FTSE RAFI All World 3000 UCITS ETF	3.14
VDIV.DE	VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF	3.01
H41C.DE	HSBC Developed World Sustainable Equity UCITS ETF USD	2.92
JPGL.DE	JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	2.90
OPEN.DE	iShares Refinitiv Inclusion and Diversity UCITS ETF USD (Acc)	2.88
IS3Q.DE	iShares Edge MSCI World Quality Factor UCITS ETF (Acc)	2.08

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows IS3Q.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when IS3Q.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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