IBCF.DE vs. IS3Q.DE
IBCF.DE (iShares S&P 500 EUR Hedged UCITS ETF (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - IBCF.DE is a S&P 500 fund tracking the S&P 500 EUR Hedged Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, IBCF.DE returned 12.48%/yr vs 12.05%/yr for IS3Q.DE. Their correlation of 0.84 suggests significant overlap in exposure. IBCF.DE charges 0.20%/yr vs 0.30%/yr for IS3Q.DE.
Performance
IBCF.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCF.DE achieves a 8.84% return, which is significantly lower than IS3Q.DE's 9.47% return. Both investments have delivered pretty close results over the past 10 years, with IBCF.DE having a 12.48% annualized return and IS3Q.DE not far behind at 12.05%.
IBCF.DE
- 1D
- -0.02%
- 1M
- 4.41%
- YTD
- 8.84%
- 6M
- 9.66%
- 1Y
- 24.65%
- 3Y*
- 19.50%
- 5Y*
- 11.10%
- 10Y*
- 12.48%
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%
IBCF.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCF.DE iShares S&P 500 EUR Hedged UCITS ETF (Acc) | 8.84% | 15.42% | 22.97% | 23.21% | -21.83% | 28.51% | 14.47% | 27.13% | -8.40% | 18.78% |
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% | -3.45% | 8.34% |
Correlation
The correlation between IBCF.DE and IS3Q.DE is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.84 |
The correlation between IBCF.DE and IS3Q.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
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Return for Risk
IBCF.DE vs. IS3Q.DE — Risk / Return Rank
IBCF.DE
IS3Q.DE
IBCF.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.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.
| IBCF.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.97 | -0.15 |
| Martin ratioReturn relative to average drawdown | 12.07 | 11.80 | +0.27 |
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
| IBCF.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 1.76 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.79 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.80 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.76 | -0.04 |
Drawdowns
IBCF.DE vs. IS3Q.DE - Drawdown Comparison
The maximum IBCF.DE drawdown since its inception was -35.06%, 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 IBCF.DE and IS3Q.DE.
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Drawdown Indicators
| IBCF.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -32.31% | -2.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.72% | -6.33% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | -20.63% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -20.63% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -35.06% | -32.31% | -2.75% |
Current DrawdownCurrent decline from peak | -0.55% | -0.12% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.61% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.60% | +0.44% |
Volatility
IBCF.DE vs. IS3Q.DE - Volatility Comparison
iShares S&P 500 EUR Hedged UCITS ETF (Acc) (IBCF.DE) has a higher volatility of 3.08% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that IBCF.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
| IBCF.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.37% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 7.31% | +1.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 10.66% | +1.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 14.15% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 14.89% | +1.45% |
IBCF.DE vs. IS3Q.DE - Expense Ratio Comparison
IBCF.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
IBCF.DE vs. IS3Q.DE - Dividend Comparison
Neither IBCF.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCF.DE and IS3Q.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCF.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3Q.DE.
IBCF.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. IBCF.DE tracks S&P 500 EUR Hedged Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for IBCF.DE and 0.30% for IS3Q.DE.
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