IQSE.DE vs. IS3S.DE
IQSE.DE (Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds. IQSE.DE is actively managed, while IS3S.DE is passively managed. Over the past 5 years, IQSE.DE returned 13.68%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
IQSE.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQSE.DE achieves a 15.26% return, which is significantly lower than IS3S.DE's 34.60% return.
IQSE.DE
- 1D
- 0.51%
- 1M
- 1.73%
- 6M
- 15.25%
- YTD
- 15.26%
- 1Y
- 28.52%
- 3Y*
- 22.25%
- 5Y*
- 13.68%
- 10Y*
- —
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%
IQSE.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IQSE.DE Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc | 15.26% | 19.02% | 24.13% | 22.41% | -14.80% | 26.85% | 6.30% | 6.70% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.60% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 7.54% |
Correlation
The correlation between IQSE.DE and IS3S.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 | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2019 | 0.80 |
The correlation between IQSE.DE and IS3S.DE has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
IQSE.DE vs. IS3S.DE — Risk / Return Rank
IQSE.DE
IS3S.DE
IQSE.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.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.
| IQSE.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.71 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 9.83 | -6.33 |
| Martin ratioReturn relative to average drawdown | 14.74 | 34.53 | -19.79 |
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Drawdowns
IQSE.DE vs. IS3S.DE - Drawdown Comparison
The maximum IQSE.DE drawdown since its inception was -33.78%, roughly equal to the maximum IS3S.DE drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for IQSE.DE and IS3S.DE.
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Drawdown Indicators
| IQSE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -35.19% | +1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.11% | -6.09% | -2.02% |
Max Drawdown (3Y)Largest decline over 3 years | -18.04% | -17.78% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.46% | -17.78% | -5.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.19% | — |
Current DrawdownCurrent decline from peak | -0.20% | -2.80% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -6.93% | +1.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.74% | +0.19% |
Volatility
IQSE.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Invesco Global Active ESG Equity UCITS ETF EUR PfHedged Acc (IQSE.DE) is 3.87%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.97%. This indicates that IQSE.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
| IQSE.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.87% | 5.97% | -2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 12.71% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.87% | 15.02% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 14.07% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 16.62% | +0.96% |
IQSE.DE vs. IS3S.DE - Expense Ratio Comparison
Both IQSE.DE and IS3S.DE have an expense ratio of 0.30%.
Dividends
IQSE.DE vs. IS3S.DE - Dividend Comparison
Neither IQSE.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
IQSE.DE and IS3S.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.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IQSE.DE and IS3S.DE have the same expense ratio: 0.30% per year.
They also come from different issuers: Invesco and iShares.
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