IS3Q.DE vs. ITOT
Compare and contrast key facts about iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
IS3Q.DE and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3Q.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Sector Neutral Quality. It was launched on Oct 3, 2014. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both IS3Q.DE and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3Q.DE or ITOT.
Key characteristics
| IS3Q.DE | ITOT | |
|---|---|---|
| YTD Return | 19.74% | 20.13% |
| 1Y Return | 27.51% | 33.04% |
| 3Y Return (Ann) | 8.35% | 7.03% |
| 5Y Return (Ann) | 12.56% | 14.33% |
| Sharpe Ratio | 2.42 | 2.96 |
| Sortino Ratio | 3.27 | 3.93 |
| Omega Ratio | 1.47 | 1.55 |
| Calmar Ratio | 3.36 | 3.77 |
| Martin Ratio | 14.76 | 19.18 |
| Ulcer Index | 1.81% | 1.94% |
| Daily Std Dev | 11.05% | 12.56% |
| Max Drawdown | -32.31% | -55.21% |
| Current Drawdown | -2.65% | -2.27% |
Correlation
The correlation between IS3Q.DE and ITOT is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IS3Q.DE vs. ITOT - Performance Comparison
The year-to-date returns for both investments are quite close, with IS3Q.DE having a 19.74% return and ITOT slightly higher at 20.13%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IS3Q.DE vs. ITOT - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
IS3Q.DE vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
IS3Q.DE vs. ITOT - Dividend Comparison
IS3Q.DE has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
IS3Q.DE vs. ITOT - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and ITOT. For additional features, visit the drawdowns tool.
Volatility
IS3Q.DE vs. ITOT - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.29%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 3.23%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.