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IS3Q.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3Q.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3Q.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG 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 10.28% return, which is significantly higher than SCHG's 4.16% return. Over the past 10 years, IS3Q.DE has underperformed SCHG with an annualized return of 12.38%, while SCHG has yielded a comparatively higher 18.12% annualized return.


IS3Q.DE

1D
1.30%
1M
3.73%
YTD
10.28%
6M
11.53%
1Y
20.52%
3Y*
15.11%
5Y*
11.26%
10Y*
12.38%

SCHG

1D
0.20%
1M
-1.39%
YTD
4.16%
6M
4.48%
1Y
18.91%
3Y*
19.86%
5Y*
15.37%
10Y*
18.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
10.28%2.80%23.78%21.69%-14.83%34.27%4.44%33.94%-3.47%8.34%
SCHG
Schwab U.S. Large-Cap Growth ETF
4.16%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%

Correlation

The correlation between IS3Q.DE and SCHG is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.55

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

0.54

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

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.58

The correlation between IS3Q.DE and SCHG has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

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Return for Risk

IS3Q.DE vs. SCHG — 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: 7272
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 7070
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 7979
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3636
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
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. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3Q.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

+0.72

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

3.23

1.21

+2.01

Martin ratioReturn relative to average drawdown

13.30

3.49

+9.81

IS3Q.DE vs. SCHG - Sharpe Ratio Comparison

The current IS3Q.DE Sharpe Ratio is 1.91, which is higher than the SCHG Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of IS3Q.DE and SCHG, 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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Drawdowns

IS3Q.DE vs. SCHG - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.30%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and SCHG.


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Drawdown Indicators


IS3Q.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-31.88%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-15.64%

+9.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-28.18%

+7.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-30.34%

+9.71%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

-31.88%

-0.42%

Current Drawdown

Current decline from peak

0.00%

-4.79%

+4.79%

Average Drawdown

Average peak-to-trough decline

-6.26%

-5.23%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

5.44%

-3.90%

Volatility

IS3Q.DE vs. SCHG - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.43%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.39%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3Q.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

4.39%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

11.58%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.75%

16.05%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

22.01%

-7.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

21.88%

-6.04%

IS3Q.DE vs. SCHG - Expense Ratio Comparison

IS3Q.DE has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

IS3Q.DE vs. SCHG - Dividend Comparison

IS3Q.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.38%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


IS3Q.DE and SCHG have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.30% for IS3Q.DE.

IS3Q.DE is categorized as Global Equities, while SCHG is Large Cap Growth Equities. IS3Q.DE tracks MSCI World Sector Neutral Quality, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.30% for IS3Q.DE and 0.04% for SCHG.

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