IS3R.DE vs. IUSQ.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, IS3R.DE returned 15.31%/yr vs 12.38%/yr for IUSQ.DE. Their correlation of 0.88 suggests significant overlap in exposure. IS3R.DE charges 0.25%/yr vs 0.20%/yr for IUSQ.DE.
Performance
IS3R.DE vs. IUSQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than IUSQ.DE's 12.65% return. Over the past 10 years, IS3R.DE has outperformed IUSQ.DE with an annualized return of 15.31%, while IUSQ.DE has yielded a comparatively lower 12.38% annualized return.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
IUSQ.DE
- 1D
- -0.23%
- 1M
- 5.01%
- YTD
- 12.65%
- 6M
- 13.33%
- 1Y
- 26.56%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
IS3R.DE vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
Correlation
The correlation between IS3R.DE and IUSQ.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.88 |
The correlation between IS3R.DE and IUSQ.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. IUSQ.DE — Risk / Return Rank
IS3R.DE
IUSQ.DE
IS3R.DE vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.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.
| IS3R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 4.08 | -0.60 |
| Martin ratioReturn relative to average drawdown | 13.30 | 16.69 | -3.39 |
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
| IS3R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.31 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.88 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.82 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.76 | +0.09 |
Drawdowns
IS3R.DE vs. IUSQ.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and IUSQ.DE.
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Drawdown Indicators
| IS3R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -33.60% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -6.48% | -2.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -21.25% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -21.25% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -33.60% | +2.83% |
Current DrawdownCurrent decline from peak | -1.01% | -0.55% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -4.19% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 1.59% | +0.77% |
Volatility
IS3R.DE vs. IUSQ.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.03%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3R.DE | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 3.03% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 8.26% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 11.47% | +5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 13.94% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 15.02% | +2.21% |
IS3R.DE vs. IUSQ.DE - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS3R.DE vs. IUSQ.DE - Dividend Comparison
Neither IS3R.DE nor IUSQ.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3R.DE and IUSQ.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for IS3R.DE.
IS3R.DE is categorized as Momentum, while IUSQ.DE is Global Equities. IS3R.DE tracks MSCI World Momentum Index, while IUSQ.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.25% for IS3R.DE and 0.20% for IUSQ.DE.
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