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IS3S.DE vs. FGQD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3S.DE vs. FGQD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Fidelity Global Quality Income ETF (FGQD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3S.DE is traded in EUR, while FGQD.L is traded in GBp. To make them comparable, the FGQD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3S.DE achieves a 36.34% return, which is significantly higher than FGQD.L's 11.85% return.


IS3S.DE

1D
1.23%
1M
8.96%
YTD
36.34%
6M
38.27%
1Y
65.13%
3Y*
26.01%
5Y*
17.56%
10Y*
13.06%

FGQD.L

1D
0.84%
1M
3.73%
YTD
11.85%
6M
12.72%
1Y
25.62%
3Y*
14.61%
5Y*
11.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3S.DE vs. FGQD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
36.34%25.13%11.36%15.62%-4.81%30.35%-12.53%22.01%-10.32%5.92%
FGQD.L
Fidelity Global Quality Income ETF
11.85%6.30%18.68%13.87%-5.39%31.83%0.64%31.71%-3.46%-16.34%

Correlation

The correlation between IS3S.DE and FGQD.L is 0.72, 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

0.72

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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.79

The correlation between IS3S.DE and FGQD.L has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

IS3S.DE vs. FGQD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9797
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9797
Martin Ratio Rank

FGQD.L
FGQD.L Risk / Return Rank: 8888
Overall Rank
FGQD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FGQD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FGQD.L Omega Ratio Rank: 9090
Omega Ratio Rank
FGQD.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGQD.L Martin Ratio Rank: 8787
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.

IS3S.DE vs. FGQD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Fidelity Global Quality Income ETF (FGQD.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.

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.


IS3S.DEFGQD.LDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.80

1.45

+0.35

Calmar ratioReturn relative to maximum drawdown

10.63

3.84

+6.80

Martin ratioReturn relative to average drawdown

38.66

17.82

+20.84

IS3S.DE vs. FGQD.L - Sharpe Ratio Comparison

The current IS3S.DE Sharpe Ratio is 4.47, which is higher than the FGQD.L Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of IS3S.DE and FGQD.L, 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

IS3S.DE vs. FGQD.L - Drawdown Comparison

The maximum IS3S.DE drawdown since its inception was -35.19%, roughly equal to the maximum FGQD.L drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and FGQD.L.


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Drawdown Indicators


IS3S.DEFGQD.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.19%

-33.91%

-1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-6.09%

-6.65%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-19.10%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.78%

-19.10%

+1.32%

Max Drawdown (10Y)

Largest decline over 10 years

-35.19%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-6.95%

-7.31%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.43%

+0.25%

Volatility

IS3S.DE vs. FGQD.L - Volatility Comparison

iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.47% compared to Fidelity Global Quality Income ETF (FGQD.L) at 2.99%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than FGQD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3S.DEFGQD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

2.99%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

7.69%

+4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

10.50%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

13.08%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

16.24%

+0.43%

IS3S.DE vs. FGQD.L - Expense Ratio Comparison

IS3S.DE has a 0.30% expense ratio, which is lower than FGQD.L's 0.40% expense ratio.


Dividends

IS3S.DE vs. FGQD.L - Dividend Comparison

IS3S.DE has not paid dividends to shareholders, while FGQD.L's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM202520242023202220212020201920182017
FGQD.L
Fidelity Global Quality Income ETF
1.80%1.86%2.31%2.78%2.70%2.46%2.60%2.44%2.70%1.10%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IS3S.DE and FGQD.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for FGQD.L.

IS3S.DE tracks MSCI World Enhanced Value, while FGQD.L tracks Fidelity Global Quality Income index. They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.30% for IS3S.DE and 0.40% for FGQD.L.

Portfolio Optimizer

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