D5BG.DE vs. IS3Q.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, D5BG.DE returned 0.93%/yr vs 12.05%/yr for IS3Q.DE. At a 0.22 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.30%/yr for IS3Q.DE.
Performance
D5BG.DE vs. IS3Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, D5BG.DE has underperformed IS3Q.DE with an annualized return of 0.93%, while IS3Q.DE has yielded a comparatively higher 12.05% annualized return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
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%
D5BG.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
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 D5BG.DE and IS3Q.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.22 |
Over the past year, D5BG.DE and IS3Q.DE have become more correlated (0.43) than their long-term average of 0.22, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BG.DE vs. IS3Q.DE — Risk / Return Rank
D5BG.DE
IS3Q.DE
D5BG.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) 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.
| D5BG.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.97 | -2.23 |
| Martin ratioReturn relative to average drawdown | 2.53 | 11.80 | -9.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BG.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.76 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.79 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.80 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.76 | -0.29 |
Drawdowns
D5BG.DE vs. IS3Q.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and IS3Q.DE.
Loading charts...
Drawdown Indicators
| D5BG.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -32.31% | +15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -6.33% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -20.63% | +17.95% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -20.63% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -32.31% | +15.09% |
Current DrawdownCurrent decline from peak | -0.97% | -0.12% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -4.61% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 1.60% | -0.82% |
Volatility
D5BG.DE vs. IS3Q.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.37%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BG.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 2.37% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 7.31% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 10.66% | -7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 14.15% | -9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 14.89% | -10.25% |
D5BG.DE vs. IS3Q.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
D5BG.DE vs. IS3Q.DE - Dividend Comparison
Neither D5BG.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and IS3Q.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for IS3Q.DE.
D5BG.DE is categorized as European Corporate Bonds, while IS3Q.DE is Global Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for D5BG.DE and 0.30% for IS3Q.DE.
Find the right allocation for D5BG.DE and IS3Q.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer