IS3Q.DE vs. WQDS.L
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both Global Equities funds from iShares - IS3Q.DE tracks the MSCI World Sector Neutral Quality while WQDS.L tracks the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, IS3Q.DE returned 11.35%/yr vs 13.61%/yr for WQDS.L. A 0.78 correlation means they provide meaningful diversification when combined. IS3Q.DE charges 0.30%/yr vs 0.38%/yr for WQDS.L.
Performance
IS3Q.DE vs. WQDS.L - Performance Comparison
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Different Trading Currencies
IS3Q.DE is traded in EUR, while WQDS.L is traded in GBp. To make them comparable, the WQDS.L 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 9.47% return, which is significantly lower than WQDS.L's 16.13% return.
IS3Q.DE
- 1D
- 0.75%
- 1M
- 4.24%
- YTD
- 9.47%
- 6M
- 10.10%
- 1Y
- 18.87%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
WQDS.L
- 1D
- 0.05%
- 1M
- 7.48%
- YTD
- 16.13%
- 6M
- 16.50%
- 1Y
- 29.72%
- 3Y*
- 17.04%
- 5Y*
- 13.61%
- 10Y*
- —
IS3Q.DE vs. WQDS.L - 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) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -3.45% | 3.97% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 16.13% | 10.45% | 17.88% | 13.98% | -0.73% | 26.45% | -7.86% | 27.48% | -2.61% | 1.22% |
Correlation
The correlation between IS3Q.DE and WQDS.L is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017 | 0.78 |
The correlation between IS3Q.DE and WQDS.L has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.
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Return for Risk
IS3Q.DE vs. WQDS.L — Risk / Return Rank
IS3Q.DE
WQDS.L
IS3Q.DE vs. WQDS.L - 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 MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). 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 | WQDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.49 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 5.01 | -2.04 |
| Martin ratioReturn relative to average drawdown | 11.80 | 18.07 | -6.27 |
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 | WQDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.72 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.11 | -0.31 |
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 | 0.77 | -0.01 |
Drawdowns
IS3Q.DE vs. WQDS.L - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, roughly equal to the maximum WQDS.L drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and WQDS.L.
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Drawdown Indicators
| IS3Q.DE | WQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -30.95% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -5.91% | -0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -17.56% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -17.56% | -3.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -0.14% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -3.80% | -0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 1.64% | -0.04% |
Volatility
IS3Q.DE vs. WQDS.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a volatility of 2.82%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than WQDS.L 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 | WQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.82% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 7.69% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 10.87% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 12.30% | +1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 13.93% | +0.96% |
IS3Q.DE vs. WQDS.L - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.
Dividends
IS3Q.DE vs. WQDS.L - Dividend Comparison
IS3Q.DE has not paid dividends to shareholders, while WQDS.L's dividend yield for the trailing twelve months is around 2.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.90% | 3.12% | 3.24% | 3.55% | 3.56% | 3.71% | 3.84% | 3.98% | 4.19% | 1.05% |
Frequently Asked Questions
IS3Q.DE and WQDS.L have a correlation of 0.77, 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 0.38% for WQDS.L.
IS3Q.DE tracks MSCI World Sector Neutral Quality, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.30% for IS3Q.DE and 0.38% for WQDS.L.
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