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

Performance

IS3Q.DE vs. ZPRI.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 SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.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 10.95% return, which is significantly higher than ZPRI.DE's 6.71% return. Over the past 10 years, IS3Q.DE has outperformed ZPRI.DE with an annualized return of 12.23%, while ZPRI.DE has yielded a comparatively lower 4.82% annualized return.


IS3Q.DE

1D
-0.01%
1M
2.74%
YTD
10.95%
6M
11.72%
1Y
23.43%
3Y*
15.54%
5Y*
11.31%
10Y*
12.23%

ZPRI.DE

1D
0.00%
1M
1.06%
YTD
6.71%
6M
7.29%
1Y
11.92%
3Y*
6.87%
5Y*
3.52%
10Y*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
10.95%2.80%23.78%21.69%-14.83%34.27%4.44%33.94%-3.47%8.34%
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
6.71%1.94%8.86%3.53%-7.87%14.36%-1.90%20.85%1.57%-1.34%

Correlation

The correlation between IS3Q.DE and ZPRI.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.39

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2015

0.58

The correlation between IS3Q.DE and ZPRI.DE shifts across timeframes, from 0.39 (3 years) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3Q.DE vs. ZPRI.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: 7777
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 8181
Martin Ratio Rank

ZPRI.DE
ZPRI.DE Risk / Return Rank: 5555
Overall Rank
ZPRI.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ZPRI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
ZPRI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
ZPRI.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ZPRI.DE Martin Ratio Rank: 6060
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. ZPRI.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 SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.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.

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.DEZPRI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.73

3.41

+0.31

Martin ratioReturn relative to average drawdown

15.46

10.30

+5.16

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

The current IS3Q.DE Sharpe Ratio is 2.22, which is higher than the ZPRI.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of IS3Q.DE and ZPRI.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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Drawdowns

IS3Q.DE vs. ZPRI.DE - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.30%, which is greater than ZPRI.DE's maximum drawdown of -22.82%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and ZPRI.DE.


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Drawdown Indicators


IS3Q.DEZPRI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-22.82%

-9.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-3.37%

-2.96%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-11.11%

-9.52%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-14.83%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

-22.82%

-9.48%

Current Drawdown

Current decline from peak

-0.13%

-0.35%

+0.22%

Average Drawdown

Average peak-to-trough decline

-6.25%

-7.46%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.12%

+0.41%

Volatility

IS3Q.DE vs. ZPRI.DE - Volatility Comparison

iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (ZPRI.DE) have volatilities of 2.32% and 2.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3Q.DEZPRI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.25%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

5.41%

+2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

7.08%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

9.92%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

14.83%

+0.99%

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

IS3Q.DE has a 0.30% expense ratio, which is lower than ZPRI.DE's 0.40% expense ratio.


Dividends

IS3Q.DE vs. ZPRI.DE - Dividend Comparison

IS3Q.DE has not paid dividends to shareholders, while ZPRI.DE's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024202320222021202020192018201720162015
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%
ZPRI.DE
SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF
2.86%2.99%2.76%2.78%2.54%1.89%2.23%2.29%2.18%2.36%0.98%1.19%

Frequently Asked Questions


IS3Q.DE and ZPRI.DE have a correlation of 0.39, 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 0.40% for ZPRI.DE.

IS3Q.DE is categorized as Global Equities, while ZPRI.DE is Diversified Portfolio. IS3Q.DE tracks MSCI World Sector Neutral Quality, while ZPRI.DE tracks Morningstar Global Multi-Asset Infrastructure. They also come from different issuers: iShares and State Street. Their fees differ too: 0.30% for IS3Q.DE and 0.40% for ZPRI.DE.

Portfolio Optimizer

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