I500.DE vs. IS3Q.DE
I500.DE (iShares S&P 500 Swap UCITS ETF USD (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - I500.DE is a S&P 500 fund tracking the S&P 500 Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, I500.DE returned 15.00%/yr vs 11.35%/yr for IS3Q.DE. With a 0.95 correlation, they move nearly in lockstep. I500.DE charges 0.07%/yr vs 0.30%/yr for IS3Q.DE.
Performance
I500.DE vs. IS3Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, I500.DE achieves a 11.45% return, which is significantly higher than IS3Q.DE's 9.47% return.
I500.DE
- 1D
- -0.12%
- 1M
- 4.40%
- YTD
- 11.45%
- 6M
- 10.92%
- 1Y
- 25.73%
- 3Y*
- 19.08%
- 5Y*
- 15.00%
- 10Y*
- —
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%
I500.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 11.45% | 4.94% | 32.50% | 22.82% | -14.07% | 41.05% | 7.37% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 7.65% |
Correlation
The correlation between I500.DE and IS3Q.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.95 |
The correlation between I500.DE and IS3Q.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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
I500.DE vs. IS3Q.DE — Risk / Return Rank
I500.DE
IS3Q.DE
I500.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.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.
| I500.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 2.97 | +0.64 |
| Martin ratioReturn relative to average drawdown | 12.82 | 11.80 | +1.02 |
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
| I500.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.76 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.79 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.13 | 0.76 | +0.37 |
Drawdowns
I500.DE vs. IS3Q.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -23.24%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for I500.DE and IS3Q.DE.
Loading charts...
Drawdown Indicators
| I500.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -32.31% | +9.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -6.33% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -23.24% | -20.63% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -20.63% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -0.46% | -0.12% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -4.06% | -4.61% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 1.60% | +0.41% |
Volatility
I500.DE vs. IS3Q.DE - Volatility Comparison
iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) has a higher volatility of 2.65% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that I500.DE'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 charts...
Volatility by Period
| I500.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 2.37% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 7.31% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 10.66% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 14.15% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 14.89% | +0.24% |
I500.DE vs. IS3Q.DE - Expense Ratio Comparison
I500.DE has a 0.07% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
I500.DE vs. IS3Q.DE - Dividend Comparison
Neither I500.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
I500.DE and IS3Q.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, I500.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
I500.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for IS3Q.DE.
I500.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. I500.DE tracks S&P 500 Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.07% for I500.DE and 0.30% for IS3Q.DE.
Find the right allocation for I500.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