IBC3.DE vs. IS3Q.DE
IBC3.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - IBC3.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI), while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, IBC3.DE returned 8.85%/yr vs 11.35%/yr for IS3Q.DE. A 0.64 correlation means they provide meaningful diversification when combined. IBC3.DE charges 0.18%/yr vs 0.30%/yr for IS3Q.DE.
Performance
IBC3.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC3.DE achieves a 25.91% return, which is significantly higher than IS3Q.DE's 9.47% return.
IBC3.DE
- 1D
- -1.44%
- 1M
- 5.28%
- YTD
- 25.91%
- 6M
- 27.63%
- 1Y
- 47.26%
- 3Y*
- 20.30%
- 5Y*
- 8.85%
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 4.24%
- YTD
- 9.47%
- 6M
- 10.10%
- 1Y
- 18.87%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
IBC3.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IBC3.DE iShares Core MSCI Emerging Markets IMI UCITS ETF | 25.91% | 17.59% | 14.06% | 7.48% | -13.80% | 7.38% | 7.44% | 21.30% | -9.19% |
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% | -0.22% |
Correlation
The correlation between IBC3.DE and IS3Q.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2018 | 0.64 |
The correlation between IBC3.DE and IS3Q.DE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
IBC3.DE vs. IS3Q.DE — Risk / Return Rank
IBC3.DE
IS3Q.DE
IBC3.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.
| IBC3.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.33 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.97 | +1.55 |
| Martin ratioReturn relative to average drawdown | 16.28 | 11.80 | +4.48 |
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
| IBC3.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.71 | 1.76 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.79 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.76 | -0.29 |
Drawdowns
IBC3.DE vs. IS3Q.DE - Drawdown Comparison
The maximum IBC3.DE drawdown since its inception was -31.89%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IBC3.DE and IS3Q.DE.
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Drawdown Indicators
| IBC3.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.89% | -32.31% | +0.42% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -6.33% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -20.63% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -21.95% | -20.63% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -2.52% | -0.12% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -7.84% | -4.61% | -3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 1.60% | +1.29% |
Volatility
IBC3.DE vs. IS3Q.DE - Volatility Comparison
iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a higher volatility of 7.06% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that IBC3.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.
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Volatility by Period
| IBC3.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 2.37% | +4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 7.31% | +7.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 10.66% | +6.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.15% | +2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.42% | 14.89% | +3.53% |
IBC3.DE vs. IS3Q.DE - Expense Ratio Comparison
IBC3.DE has a 0.18% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
IBC3.DE vs. IS3Q.DE - Dividend Comparison
IBC3.DE's dividend yield for the trailing twelve months is around 1.88%, while IS3Q.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IBC3.DE iShares Core MSCI Emerging Markets IMI UCITS ETF | 1.88% | 2.26% | 2.44% | 2.69% | 3.36% | 2.18% | 2.09% | 2.56% | 2.08% |
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% |
Frequently Asked Questions
IBC3.DE and IS3Q.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBC3.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBC3.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3Q.DE.
IBC3.DE is categorized as Emerging Markets Equities, while IS3Q.DE is Global Equities. IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI), while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.18% for IBC3.DE and 0.30% for IS3Q.DE.
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