GBLBY vs. IS3Q.DE
Compare and contrast key facts about Groep Brussel Lambert NV ADR (GBLBY) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE).
IS3Q.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Sector Neutral Quality. It was launched on Oct 3, 2014.
Performance
GBLBY vs. IS3Q.DE - Performance Comparison
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GBLBY vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
GBLBY vs. IS3Q.DE — Risk / Return Rank
GBLBY
IS3Q.DE
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.
| GBLBY | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 1.04 | -0.88 |
Sortino ratioReturn per unit of downside risk | 0.75 | 1.53 | -0.77 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.18 | 1.84 | -0.66 |
Martin ratioReturn relative to average drawdown | 1.84 | 7.44 | -5.60 |
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
| GBLBY | IS3Q.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
| GBLBY | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -20.94% | -4.04% | -16.90% |
Average DrawdownAverage peak-to-trough decline | -26.28% | -4.67% | -21.61% |
Ulcer IndexDepth 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
| GBLBY | IS3Q.DE | Difference | |
|---|---|---|---|
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% |