IQQL.DE vs. IS3S.DE
IQQL.DE (iShares Listed Private Equity UCITS ETF USD (Dist)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - IQQL.DE tracks the S&P Listed Private Equity Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, IQQL.DE returned 10.76%/yr vs 12.85%/yr for IS3S.DE. A 0.78 correlation means they provide meaningful diversification when combined. IQQL.DE charges 0.75%/yr vs 0.30%/yr for IS3S.DE.
Performance
IQQL.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQL.DE achieves a -11.29% return, which is significantly lower than IS3S.DE's 34.60% return. Over the past 10 years, IQQL.DE has underperformed IS3S.DE with an annualized return of 10.76%, while IS3S.DE has yielded a comparatively higher 12.85% annualized return.
IQQL.DE
- 1D
- 0.07%
- 1M
- 3.72%
- 6M
- -11.43%
- YTD
- -11.29%
- 1Y
- -12.80%
- 3Y*
- 8.67%
- 5Y*
- 4.57%
- 10Y*
- 10.76%
IS3S.DE
- 1D
- 0.98%
- 1M
- -1.31%
- 6M
- 33.80%
- YTD
- 34.60%
- 1Y
- 60.20%
- 3Y*
- 25.59%
- 5Y*
- 17.35%
- 10Y*
- 12.85%
IQQL.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQQL.DE iShares Listed Private Equity UCITS ETF USD (Dist) | -11.29% | -9.25% | 30.60% | 34.53% | -24.40% | 53.70% | -4.49% | 47.93% | -10.08% | 9.67% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.60% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
Correlation
The correlation between IQQL.DE and IS3S.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.78 |
The correlation between IQQL.DE and IS3S.DE shifts across timeframes, from 0.59 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IQQL.DE vs. IS3S.DE — Risk / Return Rank
IQQL.DE
IS3S.DE
IQQL.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IQQL.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.65 | ||
| Sortino ratioReturn per unit of downside risk | -6.15 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.71 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 9.83 | -10.37 |
| Martin ratioReturn relative to average drawdown | -0.98 | 34.53 | -35.51 |
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Drawdowns
IQQL.DE vs. IS3S.DE - Drawdown Comparison
The maximum IQQL.DE drawdown since its inception was -78.48%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for IQQL.DE and IS3S.DE.
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Drawdown Indicators
| IQQL.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.48% | -35.19% | -43.29% |
Max Drawdown (1Y)Largest decline over 1 year | -23.70% | -6.09% | -17.61% |
Max Drawdown (3Y)Largest decline over 3 years | -30.72% | -17.78% | -12.94% |
Max Drawdown (5Y)Largest decline over 5 years | -30.72% | -17.78% | -12.94% |
Max Drawdown (10Y)Largest decline over 10 years | -49.91% | -35.19% | -14.72% |
Current DrawdownCurrent decline from peak | -25.56% | -2.80% | -22.76% |
Average DrawdownAverage peak-to-trough decline | -17.79% | -6.93% | -10.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.11% | 1.74% | +11.37% |
Volatility
IQQL.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares Listed Private Equity UCITS ETF USD (Dist) (IQQL.DE) is 4.76%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.97%. This indicates that IQQL.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQQL.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 5.97% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.41% | 12.71% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.59% | 15.02% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.45% | 14.07% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.11% | 16.62% | +4.49% |
IQQL.DE vs. IS3S.DE - Expense Ratio Comparison
IQQL.DE has a 0.75% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
IQQL.DE vs. IS3S.DE - Dividend Comparison
IQQL.DE's dividend yield for the trailing twelve months is around 3.86%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQL.DE iShares Listed Private Equity UCITS ETF USD (Dist) | 3.86% | 3.03% | 2.97% | 3.42% | 4.50% | 2.43% | 3.86% | 3.27% | 5.03% | 5.28% | 4.11% | 5.51% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IQQL.DE and IS3S.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.75% for IQQL.DE.
IQQL.DE tracks S&P Listed Private Equity Index, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.75% for IQQL.DE and 0.30% for IS3S.DE.
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