IS3Q.DE vs. PSOPX
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and PSOPX (JPMorgan Small Cap Value Fund) are both funds - IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality, while PSOPX is a Small Cap Value Equities fund managed by JPMorgan. Over the past 10 years, IS3Q.DE returned 12.05%/yr vs 10.08%/yr for PSOPX. At a 0.50 correlation, their price movements are largely independent. IS3Q.DE charges 0.30%/yr vs 0.94%/yr for PSOPX.
Performance
IS3Q.DE vs. PSOPX - Performance Comparison
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Different Trading Currencies
IS3Q.DE is traded in EUR, while PSOPX is traded in USD. To make them comparable, the PSOPX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly lower than PSOPX's 17.70% return. Over the past 10 years, IS3Q.DE has outperformed PSOPX with an annualized return of 12.05%, while PSOPX has yielded a comparatively lower 10.08% 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%
PSOPX
- 1D
- -0.84%
- 1M
- 1.02%
- YTD
- 17.70%
- 6M
- 16.41%
- 1Y
- 38.86%
- 3Y*
- 16.15%
- 5Y*
- 9.21%
- 10Y*
- 10.08%
IS3Q.DE vs. PSOPX - 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% |
PSOPX JPMorgan Small Cap Value Fund | 17.70% | -1.01% | 22.80% | 9.69% | -8.00% | 42.35% | -2.61% | 21.83% | -9.93% | -9.51% |
Correlation
The correlation between IS3Q.DE and PSOPX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.50 |
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Return for Risk
IS3Q.DE vs. PSOPX — Risk / Return Rank
IS3Q.DE
PSOPX
IS3Q.DE vs. PSOPX - 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 JPMorgan Small Cap Value Fund (PSOPX). 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 | PSOPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 4.88 | -1.91 |
| Martin ratioReturn relative to average drawdown | 11.80 | 17.94 | -6.14 |
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 | PSOPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.15 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.44 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.43 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.37 | +0.40 |
Drawdowns
IS3Q.DE vs. PSOPX - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum PSOPX drawdown of -53.69%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and PSOPX.
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Drawdown Indicators
| IS3Q.DE | PSOPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -53.69% | +21.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -7.67% | +1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -27.60% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -27.60% | +6.97% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -42.85% | +10.54% |
Current DrawdownCurrent decline from peak | -0.12% | -0.84% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -10.53% | +5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.08% | -0.48% |
Volatility
IS3Q.DE vs. PSOPX - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while JPMorgan Small Cap Value Fund (PSOPX) has a volatility of 4.50%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than PSOPX 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 | PSOPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 4.50% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 11.69% | -4.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 17.46% | -6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 20.99% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 23.71% | -8.82% |
IS3Q.DE vs. PSOPX - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is lower than PSOPX's 0.94% expense ratio.
Dividends
IS3Q.DE vs. PSOPX - Dividend Comparison
IS3Q.DE has not paid dividends to shareholders, while PSOPX's dividend yield for the trailing twelve months is around 7.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PSOPX JPMorgan Small Cap Value Fund | 7.98% | 9.31% | 12.79% | 1.59% | 9.50% | 16.48% | 0.74% | 6.38% | 16.22% | 6.38% | 0.73% | 5.58% |
Frequently Asked Questions
IS3Q.DE and PSOPX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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