IQQC.DE vs. IS3R.DE
Compare and contrast key facts about iShares China Large Cap UCITS ETF (IQQC.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE).
IQQC.DE and IS3R.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQC.DE is a passively managed fund by iShares that tracks the performance of the FTSE China 50. It was launched on Oct 21, 2004. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. Both IQQC.DE and IS3R.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQQC.DE or IS3R.DE.
Key characteristics
| IQQC.DE | IS3R.DE | |
|---|---|---|
| YTD Return | 33.27% | 36.63% |
| 1Y Return | 21.26% | 42.98% |
| 3Y Return (Ann) | -3.95% | 8.46% |
| 5Y Return (Ann) | -3.96% | 13.75% |
| 10Y Return (Ann) | 1.23% | 13.88% |
| Sharpe Ratio | 0.72 | 2.48 |
| Sortino Ratio | 1.23 | 3.14 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 0.38 | 2.83 |
| Martin Ratio | 1.86 | 11.61 |
| Ulcer Index | 11.30% | 3.56% |
| Daily Std Dev | 28.97% | 16.57% |
| Max Drawdown | -67.50% | -30.77% |
| Current Drawdown | -33.04% | 0.00% |
Correlation
The correlation between IQQC.DE and IS3R.DE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IQQC.DE vs. IS3R.DE - Performance Comparison
In the year-to-date period, IQQC.DE achieves a 33.27% return, which is significantly lower than IS3R.DE's 36.63% return. Over the past 10 years, IQQC.DE has underperformed IS3R.DE with an annualized return of 1.23%, while IS3R.DE has yielded a comparatively higher 13.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IQQC.DE vs. IS3R.DE - Expense Ratio Comparison
IQQC.DE has a 0.74% expense ratio, which is higher than IS3R.DE's 0.30% expense ratio.
Risk-Adjusted Performance
IQQC.DE vs. IS3R.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS ETF (IQQC.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
Dividends
IQQC.DE vs. IS3R.DE - Dividend Comparison
Neither IQQC.DE nor IS3R.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IQQC.DE iShares China Large Cap UCITS ETF | 0.00% | 0.00% | 2.51% | 1.85% | 2.51% | 2.45% | 3.03% | 2.38% | 2.33% | 2.63% | 2.36% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IQQC.DE vs. IS3R.DE - Drawdown Comparison
The maximum IQQC.DE drawdown since its inception was -67.50%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for IQQC.DE and IS3R.DE. For additional features, visit the drawdowns tool.
Volatility
IQQC.DE vs. IS3R.DE - Volatility Comparison
iShares China Large Cap UCITS ETF (IQQC.DE) has a higher volatility of 12.00% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 2.74%. This indicates that IQQC.DE's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.