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

Performance

IS3Q.DE vs. ZPRV.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 MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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 lower than ZPRV.DE's 17.66% return. Both investments have delivered pretty close results over the past 10 years, with IS3Q.DE having a 12.23% annualized return and ZPRV.DE not far behind at 11.95%.


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%

ZPRV.DE

1D
0.32%
1M
5.95%
YTD
17.66%
6M
17.12%
1Y
37.03%
3Y*
16.90%
5Y*
11.53%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3Q.DE vs. ZPRV.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%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
17.66%2.99%14.07%19.11%-5.40%48.22%-1.86%27.40%-11.77%-3.75%

Correlation

The correlation between IS3Q.DE and ZPRV.DE is 0.69, 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

0.69

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

0.64

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

0.71

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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.75

The correlation between IS3Q.DE and ZPRV.DE shifts across timeframes, from 0.64 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3Q.DE vs. ZPRV.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

ZPRV.DE
ZPRV.DE Risk / Return Rank: 8585
Overall Rank
ZPRV.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ZPRV.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
ZPRV.DE Omega Ratio Rank: 7878
Omega Ratio Rank
ZPRV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ZPRV.DE Martin Ratio Rank: 9191
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. ZPRV.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 MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.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.DEZPRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.42

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

3.73

6.57

-2.84

Martin ratioReturn relative to average drawdown

15.46

20.56

-5.10

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

The current IS3Q.DE Sharpe Ratio is 2.22, which is comparable to the ZPRV.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of IS3Q.DE and ZPRV.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. ZPRV.DE - Drawdown Comparison

The maximum IS3Q.DE drawdown since its inception was -32.30%, smaller than the maximum ZPRV.DE drawdown of -46.04%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and ZPRV.DE.


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Drawdown Indicators


IS3Q.DEZPRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-46.04%

+13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.33%

-5.87%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.63%

-31.14%

+10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-20.63%

-31.14%

+10.51%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

-46.04%

+13.74%

Current Drawdown

Current decline from peak

-0.13%

-0.33%

+0.20%

Average Drawdown

Average peak-to-trough decline

-6.25%

-9.10%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.88%

-0.35%

Volatility

IS3Q.DE vs. ZPRV.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.32%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (ZPRV.DE) has a volatility of 2.83%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than ZPRV.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.DEZPRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

2.83%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

9.54%

-2.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

15.68%

-4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

20.36%

-6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

22.85%

-7.03%

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

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


Dividends

IS3Q.DE vs. ZPRV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IS3Q.DE and ZPRV.DE have a correlation of 0.69, 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 ZPRV.DE have the same expense ratio: 0.30% per year.

IS3Q.DE is categorized as Global Equities, while ZPRV.DE is Small Cap Value Equities. IS3Q.DE tracks MSCI World Sector Neutral Quality, while ZPRV.DE tracks MSCI USA Small Cap Value Weighted Index. They also come from different issuers: iShares and State Street.

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