AED.BR vs. IS3Q.DE
AED.BR (Aedifica SA) is a stock, while IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) is Global Equities fund tracking the MSCI World Sector Neutral Quality. Over the past 10 years, AED.BR returned 6.92%/yr vs 12.05%/yr for IS3Q.DE. At a 0.27 correlation, their price movements are largely independent.
Performance
AED.BR vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AED.BR achieves a 6.07% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, AED.BR has underperformed IS3Q.DE with an annualized return of 6.92%, while IS3Q.DE has yielded a comparatively higher 12.05% annualized return.
AED.BR
- 1D
- 0.52%
- 1M
- -1.58%
- YTD
- 6.07%
- 6M
- 10.07%
- 1Y
- 8.40%
- 3Y*
- 9.18%
- 5Y*
- -2.65%
- 10Y*
- 6.92%
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
AED.BR vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AED.BR Aedifica SA | 6.07% | 27.62% | -5.87% | -8.79% | -31.54% | 19.27% | -7.19% | 60.92% | 7.43% | 17.46% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -3.45% | 8.34% |
Correlation
The correlation between AED.BR and IS3Q.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.27 |
The correlation between AED.BR and IS3Q.DE shifts across timeframes, from 0.16 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AED.BR vs. IS3Q.DE — Risk / Return Rank
AED.BR
IS3Q.DE
AED.BR vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aedifica SA (AED.BR) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| AED.BR | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 2.97 | -2.33 |
| Martin ratioReturn relative to average drawdown | 1.48 | 11.80 | -10.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AED.BR | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.76 | -1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.79 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.80 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.76 | -0.38 |
Drawdowns
AED.BR vs. IS3Q.DE - Drawdown Comparison
The maximum AED.BR drawdown since its inception was -56.99%, which is greater than IS3Q.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for AED.BR and IS3Q.DE.
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Drawdown Indicators
| AED.BR | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.99% | -32.31% | -24.68% |
Max Drawdown (1Y)Largest decline over 1 year | -13.94% | -6.33% | -7.61% |
Max Drawdown (3Y)Largest decline over 3 years | -25.69% | -20.63% | -5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -56.99% | -20.63% | -36.36% |
Max Drawdown (10Y)Largest decline over 10 years | -56.99% | -32.31% | -24.68% |
Current DrawdownCurrent decline from peak | -27.45% | -0.12% | -27.33% |
Average DrawdownAverage peak-to-trough decline | -14.20% | -4.61% | -9.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 1.60% | +4.44% |
Volatility
AED.BR vs. IS3Q.DE - Volatility Comparison
Aedifica SA (AED.BR) has a higher volatility of 7.21% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that AED.BR's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AED.BR | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.21% | 2.37% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 7.31% | +7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 10.66% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.17% | 14.15% | +10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.98% | 14.89% | +9.09% |
Dividends
AED.BR vs. IS3Q.DE - Dividend Comparison
AED.BR's dividend yield for the trailing twelve months is around 5.92%, while IS3Q.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AED.BR Aedifica SA | 5.92% | 5.78% | 6.71% | 5.97% | 4.85% | 1.83% | 4.03% | 5.07% | 6.68% | 2.86% | 2.95% | 7.05% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AED.BR and IS3Q.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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