PortfoliosLab logoPortfoliosLab logo
GBLB.BR vs. IS3Q.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLB.BR vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Groupe Bruxelles Lambert SA (GBLB.BR) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GBLB.BR vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBLB.BR
Groupe Bruxelles Lambert SA
3.95%23.47%-3.57%-1.06%-21.60%22.28%-8.03%27.96%-12.72%16.77%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
-0.12%2.80%23.78%21.70%-14.84%34.28%4.44%33.90%-3.45%8.34%

Returns By Period

In the year-to-date period, GBLB.BR achieves a 3.95% return, which is significantly higher than IS3Q.DE's -0.12% return. Over the past 10 years, GBLB.BR has underperformed IS3Q.DE with an annualized return of 4.90%, while IS3Q.DE has yielded a comparatively higher 11.20% annualized return.


GBLB.BR

1D
0.51%
1M
-3.78%
YTD
3.95%
6M
2.33%
1Y
19.74%
3Y*
5.27%
5Y*
1.66%
10Y*
4.90%

IS3Q.DE

1D
0.04%
1M
-2.88%
YTD
-0.12%
6M
2.74%
1Y
8.61%
3Y*
13.63%
5Y*
10.02%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GBLB.BR vs. IS3Q.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GBLB.BR
GBLB.BR Risk / Return Rank: 7575
Overall Rank
GBLB.BR Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GBLB.BR Sortino Ratio Rank: 6464
Sortino Ratio Rank
GBLB.BR Omega Ratio Rank: 6868
Omega Ratio Rank
GBLB.BR Calmar Ratio Rank: 8484
Calmar Ratio Rank
GBLB.BR Martin Ratio Rank: 8787
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 4545
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 2828
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GBLB.BR vs. IS3Q.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Groupe Bruxelles Lambert SA (GBLB.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.


GBLB.BRIS3Q.DEDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.56

+0.48

Sortino ratio

Return per unit of downside risk

1.42

0.85

+0.57

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

3.00

2.27

+0.73

Martin ratio

Return relative to average drawdown

9.66

8.16

+1.50

GBLB.BR vs. IS3Q.DE - Sharpe Ratio Comparison

The current GBLB.BR Sharpe Ratio is 1.05, which is higher than the IS3Q.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of GBLB.BR and IS3Q.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GBLB.BRIS3Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.56

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.70

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.74

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.72

-0.38

Correlation

The correlation between GBLB.BR and IS3Q.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GBLB.BR vs. IS3Q.DE - Dividend Comparison

GBLB.BR's dividend yield for the trailing twelve months is around 6.33%, while IS3Q.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GBLB.BR
Groupe Bruxelles Lambert SA
6.33%6.58%4.16%3.86%3.69%2.55%3.82%3.27%3.94%3.26%3.59%3.54%
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%

Drawdowns

GBLB.BR vs. IS3Q.DE - Drawdown Comparison

The maximum GBLB.BR drawdown since its inception was -55.94%, 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 GBLB.BR and IS3Q.DE.


Loading graphics...

Drawdown Indicators


GBLB.BRIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.94%

-32.31%

-23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-7.78%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-33.45%

-20.63%

-12.82%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

-32.31%

-6.73%

Current Drawdown

Current decline from peak

-9.43%

-4.00%

-5.43%

Average Drawdown

Average peak-to-trough decline

-15.09%

-4.67%

-10.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

1.76%

+1.84%

Volatility

GBLB.BR vs. IS3Q.DE - Volatility Comparison

Groupe Bruxelles Lambert SA (GBLB.BR) has a higher volatility of 5.45% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 3.95%. This indicates that GBLB.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.


Loading graphics...

Volatility by Period


GBLB.BRIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.45%

3.95%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.10%

7.72%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

15.19%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

14.17%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.18%

14.95%

+4.23%