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IS3Q.DE vs. V0IH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3Q.DE vs. V0IH.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 VanEck Oil Services UCITS ETF A (V0IH.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 lower than V0IH.DE's 55.27% 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%

V0IH.DE

1D
0.53%
1M
-0.86%
YTD
55.27%
6M
45.98%
1Y
95.85%
3Y*
18.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. V0IH.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
9.47%2.80%23.78%16.30%
V0IH.DE
VanEck Oil Services UCITS ETF A
55.27%-0.77%-6.42%13.18%

Correlation

The correlation between IS3Q.DE and V0IH.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2023

0.33

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Return for Risk

IS3Q.DE vs. V0IH.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

V0IH.DE
V0IH.DE Risk / Return Rank: 9090
Overall Rank
V0IH.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
V0IH.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
V0IH.DE Omega Ratio Rank: 8282
Omega Ratio Rank
V0IH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
V0IH.DE Martin Ratio Rank: 9393
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. V0IH.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 VanEck Oil Services UCITS ETF A (V0IH.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.DEV0IH.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.39

Omega ratioGain probability vs. loss probability

1.33

1.48

-0.15

Calmar ratioReturn relative to maximum drawdown

2.97

10.49

-7.52

Martin ratioReturn relative to average drawdown

11.80

24.98

-13.18

IS3Q.DE vs. V0IH.DE - Sharpe Ratio Comparison

The current IS3Q.DE Sharpe Ratio is 1.76, which is lower than the V0IH.DE Sharpe Ratio of 3.30. The chart below compares the historical Sharpe Ratios of IS3Q.DE and V0IH.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.DEV0IH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

3.30

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

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

0.56

+0.20

Drawdowns

IS3Q.DE vs. V0IH.DE - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.31%, smaller than the maximum V0IH.DE drawdown of -44.39%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and V0IH.DE.


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Drawdown Indicators


IS3Q.DEV0IH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-44.39%

+12.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-9.09%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-44.39%

+23.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-0.12%

-3.97%

+3.85%

Average Drawdown

Average peak-to-trough decline

-4.61%

-15.06%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.82%

-2.22%

Volatility

IS3Q.DE vs. V0IH.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while VanEck Oil Services UCITS ETF A (V0IH.DE) has a volatility of 8.79%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than V0IH.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.DEV0IH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

8.79%

-6.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

20.57%

-13.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

29.00%

-18.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

29.69%

-15.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.89%

29.69%

-14.80%

IS3Q.DE vs. V0IH.DE - Expense Ratio Comparison

IS3Q.DE has a 0.30% expense ratio, which is lower than V0IH.DE's 0.35% expense ratio.


Dividends

IS3Q.DE vs. V0IH.DE - Dividend Comparison

Neither IS3Q.DE nor V0IH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3Q.DE and V0IH.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3Q.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for V0IH.DE.

IS3Q.DE is categorized as Global Equities, while V0IH.DE is Energy Equities. IS3Q.DE tracks MSCI World Sector Neutral Quality, while V0IH.DE tracks MarketVector US Listed Oil Services 10% Capped. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.30% for IS3Q.DE and 0.35% for V0IH.DE.

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