IS3Q.DE vs. SCHG
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, IS3Q.DE returned 12.38%/yr vs 18.12%/yr for SCHG. A 0.58 correlation means they provide meaningful diversification when combined. IS3Q.DE charges 0.30%/yr vs 0.04%/yr for SCHG.
Performance
IS3Q.DE vs. SCHG - Performance Comparison
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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%
IS3Q.DE vs. SCHG - 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) | 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
IS3Q.DE
SCHG
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.DE | SCHG | Difference | |
|---|---|---|---|
| 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 |
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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.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -4.79% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -5.23% | -1.03% |
Ulcer IndexDepth 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.DE | SCHG | Difference | |
|---|---|---|---|
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%.
| 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% |
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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