PortfoliosLab logoPortfoliosLab logo
IS0Z.DE vs. IS3Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0Z.DE vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS0Z.DE achieves a 1.29% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, IS0Z.DE has underperformed IS3Q.DE with an annualized return of -0.58%, while IS3Q.DE has yielded a comparatively higher 12.05% annualized return.


IS0Z.DE

1D
0.06%
1M
0.78%
YTD
1.29%
6M
1.06%
1Y
0.23%
3Y*
1.18%
5Y*
-2.11%
10Y*
-0.58%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0Z.DE vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
1.29%-1.88%0.75%4.39%-16.12%-0.07%2.03%7.04%1.73%-3.57%
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 IS0Z.DE and IS3Q.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2014

0.16

Over the past year, IS0Z.DE and IS3Q.DE have become more correlated (0.40) than their long-term average of 0.16, meaning their price movements have been converging.

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

IS0Z.DE vs. IS3Q.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS0Z.DE
IS0Z.DE Risk / Return Rank: 1010
Overall Rank
IS0Z.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IS0Z.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
IS0Z.DE Omega Ratio Rank: 99
Omega Ratio Rank
IS0Z.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
IS0Z.DE Martin Ratio Rank: 1010
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 5757
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS0Z.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.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.


IS0Z.DEIS3Q.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.42

Omega ratioGain probability vs. loss probability

1.01

1.33

-0.32

Calmar ratioReturn relative to maximum drawdown

0.09

2.97

-2.87

Martin ratioReturn relative to average drawdown

0.19

11.80

-11.61

IS0Z.DE vs. IS3Q.DE - Sharpe Ratio Comparison

The current IS0Z.DE Sharpe Ratio is 0.06, which is lower than the IS3Q.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IS0Z.DE and IS3Q.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IS0Z.DEIS3Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

1.76

-1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.79

-1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

0.80

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.76

-0.72

Drawdowns

IS0Z.DE vs. IS3Q.DE - Drawdown Comparison

The maximum IS0Z.DE drawdown since its inception was -21.02%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IS0Z.DE and IS3Q.DE.


Loading charts...

Drawdown Indicators


IS0Z.DEIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.02%

-32.31%

+11.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-6.33%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-5.11%

-20.63%

+15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.65%

-20.63%

+0.98%

Max Drawdown (10Y)

Largest decline over 10 years

-21.02%

-32.31%

+11.29%

Current Drawdown

Current decline from peak

-15.06%

-0.12%

-14.94%

Average Drawdown

Average peak-to-trough decline

-7.48%

-4.61%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.60%

-0.39%

Volatility

IS0Z.DE vs. IS3Q.DE - Volatility Comparison

The current volatility for iShares Global AAA-AA Government Bond UCITS ETF (Dist) (IS0Z.DE) is 1.69%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.37%. This indicates that IS0Z.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS0Z.DEIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

2.37%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

7.31%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

10.66%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

14.15%

-7.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.66%

14.89%

-9.23%

IS0Z.DE vs. IS3Q.DE - Expense Ratio Comparison

IS0Z.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


Dividends

IS0Z.DE vs. IS3Q.DE - Dividend Comparison

IS0Z.DE's dividend yield for the trailing twelve months is around 2.67%, while IS3Q.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0Z.DE
iShares Global AAA-AA Government Bond UCITS ETF (Dist)
2.67%2.51%2.30%1.57%0.80%0.47%0.62%0.88%0.90%0.82%0.84%1.06%
IS3Q.DE
iShares Edge MSCI World Quality 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%0.00%

Frequently Asked Questions


IS0Z.DE and IS3Q.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS0Z.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS0Z.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3Q.DE.

IS0Z.DE is categorized as Global Bonds, while IS3Q.DE is Global Equities. IS0Z.DE tracks Bloomberg Global Government AAA-AA Capped Bond, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for IS0Z.DE and 0.30% for IS3Q.DE.

Portfolio Optimizer

Find the right allocation for IS0Z.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