IS3Q.DE vs. V0IH.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and V0IH.DE (VanEck Oil Services UCITS ETF A) are both exchange-traded funds - IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality, while V0IH.DE is a Energy Equities fund tracking the MarketVector US Listed Oil Services 10% Capped. Both are passively managed. Over the past 3 years, IS3Q.DE returned 15.09%/yr vs 18.80%/yr for V0IH.DE. At a 0.33 correlation, their price movements are largely independent. IS3Q.DE charges 0.30%/yr vs 0.35%/yr for V0IH.DE.
Performance
IS3Q.DE vs. V0IH.DE - Performance Comparison
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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*
- —
IS3Q.DE vs. V0IH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
IS3Q.DE
V0IH.DE
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.DE | V0IH.DE | Difference | |
|---|---|---|---|
| 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 |
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 | V0IH.DE | Difference | |
|---|---|---|---|
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.DE | V0IH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.12% | -3.97% | +3.85% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -15.06% | +10.45% |
Ulcer IndexDepth 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.DE | V0IH.DE | Difference | |
|---|---|---|---|
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.
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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