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IS3Q.DE vs. ACKB.BR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IS3Q.DE vs. ACKB.BR

Last updated Jun 5, 2026

IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) is Global Equities fund tracking the MSCI World Sector Neutral Quality, while ACKB.BR (Ackermans & Van Haaren NV) is a stock. Over the past 10 years, IS3Q.DE returned 12.05%/yr vs 10.41%/yr for ACKB.BR. At a 0.46 correlation, their price movements are largely independent.

Performance

IS3Q.DE vs. ACKB.BR - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and Ackermans & Van Haaren NV (ACKB.BR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly lower than ACKB.BR's 15.20% return. Over the past 10 years, IS3Q.DE has outperformed ACKB.BR with an annualized return of 12.05%, while ACKB.BR has yielded a comparatively lower 10.41% annualized return.

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%

ACKB.BR

1D
0.23%
1M
-7.20%
YTD
15.20%
6M
17.74%
1Y
18.89%
3Y*
20.75%
5Y*
16.58%
10Y*
10.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. ACKB.BR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
ACKB.BR
Ackermans & Van Haaren NV		15.20%23.85%22.48%1.09%-3.38%39.59%-10.21%7.82%-7.83%11.39%

Correlation

The correlation between IS3Q.DE and ACKB.BR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.38

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

0.40

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

0.45

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

0.46

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iShares Edge MSCI World Quality Factor UCITS ETF (Acc)

Ackermans & Van Haaren NV

Often compared with IS3Q.DE:
IS3Q.DE vs. IS3R.DEIS3Q.DE vs. SPYIS3Q.DE vs. EXI2.DEIS3Q.DE vs. VWCE.DEIS3Q.DE vs. IUSQ.DEIS3Q.DE vs. IS3K.DEIS3Q.DE vs. IQQ0.DE
Often compared with ACKB.BR:
ACKB.BR vs. SOF.BRACKB.BR vs. DIE.BRACKB.BR vs. BREB.BRACKB.BR vs. BRK-AACKB.BR vs. BRK-BACKB.BR vs. IWDA.ASACKB.BR vs. VWCE.DE

Return for Risk

IS3Q.DE vs. ACKB.BR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
ACKB.BR
ACKB.BR Risk / Return Rank: 6767
Overall Rank
ACKB.BR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ACKB.BR Sortino Ratio Rank: 6666
Sortino Ratio Rank
ACKB.BR Omega Ratio Rank: 6363
Omega Ratio Rank
ACKB.BR Calmar Ratio Rank: 6767
Calmar Ratio Rank
ACKB.BR Martin Ratio Rank: 6969
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.

IS3Q.DE vs. ACKB.BR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and Ackermans & Van Haaren NV (ACKB.BR). 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.

IS3Q.DEACKB.BRDifference
Sharpe ratioReturn per unit of total volatility
1.76
0.92

+0.85

Sortino ratioReturn per unit of downside risk
2.53
1.50

+1.03

Omega ratioGain probability vs. loss probability

1.33

1.18

+0.15

Calmar ratioReturn relative to maximum drawdown

2.97

1.36

+1.60

Martin ratioReturn relative to average drawdown

11.80

3.38

+8.42

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS3Q.DE vs. ACKB.BR - Sharpe Ratio Comparison

The current IS3Q.DE Sharpe Ratio is 1.76, which is higher than the ACKB.BR Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of IS3Q.DE and ACKB.BR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IS3Q.DEACKB.BRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.92

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.85

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.52

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.51

+0.25

Drawdowns

IS3Q.DE vs. ACKB.BR - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum ACKB.BR drawdown of -67.40%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and ACKB.BR.

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Drawdown Indicators

IS3Q.DEACKB.BRDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-67.40%

+35.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-13.69%

+7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-14.39%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-27.08%

+6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-33.20%

+0.89%

Current Drawdown

Current decline from peak

-0.12%

-10.31%

+10.19%

Average Drawdown

Average peak-to-trough decline

-4.61%

-14.58%

+9.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

5.47%

-3.87%

Volatility

IS3Q.DE vs. ACKB.BR - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Ackermans & Van Haaren NV (ACKB.BR) has a volatility of 5.08%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than ACKB.BR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IS3Q.DEACKB.BRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

5.08%

-2.71%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

16.36%

-9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

20.34%

-9.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

19.26%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

19.68%

-4.79%

Dividends

IS3Q.DE vs. ACKB.BR - Dividend Comparison

IS3Q.DE has not paid dividends to shareholders, while ACKB.BR's dividend yield for the trailing twelve months is around 1.75%.

PositionTTM20252024202320222021202020192018201720162015
ACKB.BR
Ackermans & Van Haaren NV		1.75%1.64%1.78%1.95%1.72%1.39%1.89%1.66%1.67%1.41%1.48%1.35%
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

IS3Q.DE and ACKB.BR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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