IBCK.DE vs. IS3Q.DE
IBCK.DE (iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - IBCK.DE is a S&P 500 fund tracking the S&P 500 Minimum Volatility, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, IBCK.DE returned 10.32%/yr vs 12.05%/yr for IS3Q.DE. Their correlation of 0.87 suggests significant overlap in exposure. IBCK.DE charges 0.20%/yr vs 0.30%/yr for IS3Q.DE.
Performance
IBCK.DE vs. IS3Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBCK.DE achieves a 5.14% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, IBCK.DE has underperformed IS3Q.DE with an annualized return of 10.32%, while IS3Q.DE has yielded a comparatively higher 12.05% annualized return.
IBCK.DE
- 1D
- 0.27%
- 1M
- 4.61%
- YTD
- 5.14%
- 6M
- 5.32%
- 1Y
- 9.77%
- 3Y*
- 10.94%
- 5Y*
- 9.91%
- 10Y*
- 10.32%
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%
IBCK.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBCK.DE iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 5.14% | -0.69% | 25.61% | 6.20% | -6.04% | 35.73% | -2.18% | 34.85% | -1.47% | 2.29% |
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 IBCK.DE and IS3Q.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.87 |
The correlation between IBCK.DE and IS3Q.DE has been stable across timeframes, ranging from 0.77 to 0.87 - 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
IBCK.DE vs. IS3Q.DE — Risk / Return Rank
IBCK.DE
IS3Q.DE
IBCK.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.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.
| IBCK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.97 | -1.14 |
| Martin ratioReturn relative to average drawdown | 5.31 | 11.80 | -6.49 |
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
| IBCK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.76 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.79 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.80 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.76 | +0.12 |
Drawdowns
IBCK.DE vs. IS3Q.DE - Drawdown Comparison
The maximum IBCK.DE drawdown since its inception was -33.11%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IBCK.DE and IS3Q.DE.
Loading charts...
Drawdown Indicators
| IBCK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.11% | -32.31% | -0.80% |
Max Drawdown (1Y)Largest decline over 1 year | -5.08% | -6.33% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.55% | -20.63% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.55% | -20.63% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.11% | -32.31% | -0.80% |
Current DrawdownCurrent decline from peak | -0.47% | -0.12% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -4.61% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.60% | +0.15% |
Volatility
IBCK.DE vs. IS3Q.DE - Volatility Comparison
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) (IBCK.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) have volatilities of 2.26% and 2.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBCK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 2.37% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 5.71% | 7.31% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.73% | 10.66% | -1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.37% | 14.15% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.02% | 14.89% | -0.87% |
IBCK.DE vs. IS3Q.DE - Expense Ratio Comparison
IBCK.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
IBCK.DE vs. IS3Q.DE - Dividend Comparison
Neither IBCK.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCK.DE and IS3Q.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IBCK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBCK.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3Q.DE.
IBCK.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. IBCK.DE tracks S&P 500 Minimum Volatility, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for IBCK.DE and 0.30% for IS3Q.DE.
Find the right allocation for IBCK.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