IS3Q.DE vs. BREB.BR
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) is Global Equities fund tracking the MSCI World Sector Neutral Quality, while BREB.BR (Brederode SA) is a stock. Over the past 10 years, IS3Q.DE returned 12.05%/yr vs 11.27%/yr for BREB.BR. At a 0.33 correlation, their price movements are largely independent.
Performance
IS3Q.DE vs. BREB.BR - Performance Comparison
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Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly higher than BREB.BR's -3.29% return. Over the past 10 years, IS3Q.DE has outperformed BREB.BR with an annualized return of 12.05%, while BREB.BR has yielded a comparatively lower 11.27% 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%
BREB.BR
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- -3.29%
- 6M
- -3.10%
- 1Y
- -11.41%
- 3Y*
- 0.61%
- 5Y*
- -0.24%
- 10Y*
- 11.27%
IS3Q.DE vs. BREB.BR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BREB.BR Brederode SA | -3.29% | -2.65% | 10.50% | -5.29% | -14.17% | 59.10% | 10.00% | 50.29% | 3.09% | 20.91% |
Correlation
The correlation between IS3Q.DE and BREB.BR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.33 |
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Return for Risk
IS3Q.DE vs. BREB.BR — Risk / Return Rank
IS3Q.DE
BREB.BR
IS3Q.DE vs. BREB.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 Brederode SA (BREB.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.DE | BREB.BR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.60 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.87 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | -0.64 | +3.61 |
| Martin ratioReturn relative to average drawdown | 11.80 | -0.90 | +12.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3Q.DE | BREB.BR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | -0.84 | +2.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | -0.01 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.54 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | -0.44 | +1.21 |
Drawdowns
IS3Q.DE vs. BREB.BR - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum BREB.BR drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and BREB.BR.
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Drawdown Indicators
| IS3Q.DE | BREB.BR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -100.00% | +67.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -17.60% | +11.27% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -19.38% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -38.56% | +17.93% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -38.56% | +6.25% |
Current DrawdownCurrent decline from peak | -0.12% | -99.92% | +99.80% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -88.41% | +83.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 12.62% | -11.02% |
Volatility
IS3Q.DE vs. BREB.BR - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Brederode SA (BREB.BR) has a volatility of 3.30%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than BREB.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.DE | BREB.BR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 3.30% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 8.64% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 13.42% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 22.58% | -8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 20.71% | -5.82% |
Dividends
IS3Q.DE vs. BREB.BR - Dividend Comparison
IS3Q.DE has not paid dividends to shareholders, while BREB.BR's dividend yield for the trailing twelve months is around 1.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BREB.BR Brederode SA | 1.43% | 1.28% | 1.16% | 1.20% | 1.06% | 0.85% | 0.88% | 1.26% | 1.69% | 1.55% | 1.68% | 1.61% |
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 BREB.BR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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