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

Performance

IS3Q.DE vs. UEEH.DE - 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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UEEH.DE's 1.54% 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%

UEEH.DE

1D
-0.04%
1M
1.51%
YTD
1.54%
6M
1.62%
1Y
-0.54%
3Y*
6.19%
5Y*
5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. UEEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
9.47%2.80%23.78%21.70%-14.84%34.28%7.44%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.54%-1.55%17.56%3.56%-4.40%23.98%0.94%

Correlation

The correlation between IS3Q.DE and UEEH.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.56

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

0.68

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2020

0.71

Over the past year, the correlation between IS3Q.DE and UEEH.DE has dropped to 0.43 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

IS3Q.DE vs. UEEH.DE — 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: 5757
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6666
Martin Ratio Rank

UEEH.DE
UEEH.DE Risk / Return Rank: 88
Overall Rank
UEEH.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 88
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 88
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. UEEH.DE - 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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE). 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.DEUEEH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.33

1.00

+0.34

Calmar ratioReturn relative to maximum drawdown

2.97

-0.10

+3.07

Martin ratioReturn relative to average drawdown

11.80

-0.22

+12.02

IS3Q.DE vs. UEEH.DE - Sharpe Ratio Comparison

The current IS3Q.DE Sharpe Ratio is 1.76, which is higher than the UEEH.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of IS3Q.DE and UEEH.DE, 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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Sharpe Ratios by Period


IS3Q.DEUEEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

-0.07

+1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.59

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.65

+0.12

Drawdowns

IS3Q.DE vs. UEEH.DE - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.31%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and UEEH.DE.


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Drawdown Indicators


IS3Q.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-12.82%

-19.49%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-5.49%

-0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-12.82%

-7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-12.82%

-7.81%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-0.12%

-6.93%

+6.81%

Average Drawdown

Average peak-to-trough decline

-4.61%

-4.41%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

2.52%

-0.92%

Volatility

IS3Q.DE vs. UEEH.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) has a volatility of 2.62%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than UEEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3Q.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

2.62%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

5.56%

+1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

7.88%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

10.11%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

10.26%

+4.63%

IS3Q.DE vs. UEEH.DE - Expense Ratio Comparison

Both IS3Q.DE and UEEH.DE have an expense ratio of 0.30%.


Dividends

IS3Q.DE vs. UEEH.DE - Dividend Comparison

IS3Q.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.45%.


PositionTTM20252024202320222021
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.45%1.49%1.59%1.76%1.70%1.37%

Frequently Asked Questions


IS3Q.DE and UEEH.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IS3Q.DE and UEEH.DE have the same expense ratio: 0.30% per year.

IS3Q.DE tracks MSCI World Sector Neutral Quality, while UEEH.DE tracks MSCI World Minimum Volatility.

Portfolio Optimizer

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