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GBLBY vs. IS3Q.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GBLBY vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groep Brussel Lambert NV ADR (GBLBY) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

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GBLBY vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GBLBY
Groep Brussel Lambert NV ADR
2.33%40.44%-17.45%10.95%-28.12%24.30%-3.57%7.17%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
-1.46%16.05%16.71%25.55%-19.53%23.69%14.65%15.73%
Different Trading Currencies

GBLBY is traded in USD, while IS3Q.DE is traded in EUR. To make them comparable, the IS3Q.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBLBY achieves a 2.33% return, which is significantly higher than IS3Q.DE's -1.46% return.


GBLBY

1D
4.20%
1M
-9.62%
YTD
2.33%
6M
3.85%
1Y
11.27%
3Y*
7.61%
5Y*
1.04%
10Y*

IS3Q.DE

1D
2.18%
1M
-4.61%
YTD
-1.46%
6M
2.06%
1Y
16.40%
3Y*
16.31%
5Y*
9.67%
10Y*
11.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GBLBY vs. IS3Q.DE — Risk / Return Rank

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

GBLBY
GBLBY Risk / Return Rank: 5555
Overall Rank
GBLBY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
GBLBY Sortino Ratio Rank: 4848
Sortino Ratio Rank
GBLBY Omega Ratio Rank: 6161
Omega Ratio Rank
GBLBY Calmar Ratio Rank: 6464
Calmar Ratio Rank
GBLBY Martin Ratio Rank: 5858
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 3333
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 2828
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: 4040
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 4444
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.

GBLBY vs. IS3Q.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Groep Brussel Lambert NV ADR (GBLBY) 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.


GBLBYIS3Q.DEDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.04

-0.88

Sortino ratio

Return per unit of downside risk

0.75

1.53

-0.77

Omega ratio

Gain probability vs. loss probability

1.17

1.22

-0.05

Calmar ratio

Return relative to maximum drawdown

1.18

1.84

-0.66

Martin ratio

Return relative to average drawdown

1.84

7.44

-5.60

GBLBY vs. IS3Q.DE - Sharpe Ratio Comparison

The current GBLBY Sharpe Ratio is 0.16, which is lower than the IS3Q.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GBLBY 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.


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Sharpe Ratios by Period


GBLBYIS3Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.04

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.62

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.66

-0.64

Correlation

The correlation between GBLBY and IS3Q.DE is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GBLBY vs. IS3Q.DE - Dividend Comparison

GBLBY's dividend yield for the trailing twelve months is around 6.11%, while IS3Q.DE has not paid dividends to shareholders.


TTM202520242023202220212020
GBLBY
Groep Brussel Lambert NV ADR
6.11%6.25%4.36%3.55%3.62%2.63%2.16%
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%

Drawdowns

GBLBY vs. IS3Q.DE - Drawdown Comparison

The maximum GBLBY drawdown since its inception was -70.16%, which is greater than IS3Q.DE's maximum drawdown of -32.79%. Use the drawdown chart below to compare losses from any high point for GBLBY and IS3Q.DE.


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Drawdown Indicators


GBLBYIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-70.16%

-32.31%

-37.85%

Max Drawdown (1Y)

Largest decline over 1 year

-24.76%

-12.43%

-12.33%

Max Drawdown (5Y)

Largest decline over 5 years

-48.82%

-20.63%

-28.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-20.94%

-4.04%

-16.90%

Average Drawdown

Average peak-to-trough decline

-26.28%

-4.67%

-21.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.93%

1.95%

+13.98%

Volatility

GBLBY vs. IS3Q.DE - Volatility Comparison

Groep Brussel Lambert NV ADR (GBLBY) has a higher volatility of 11.92% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 4.73%. This indicates that GBLBY'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


GBLBYIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.92%

4.73%

+7.19%

Volatility (6M)

Calculated over the trailing 6-month period

19.75%

8.41%

+11.34%

Volatility (1Y)

Calculated over the trailing 1-year period

71.71%

15.73%

+55.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.82%

15.49%

+61.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.61%

15.62%

+97.99%