IS3S.DE vs. IQQ0.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 6.81%/yr for IQQ0.DE. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IS3S.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than IQQ0.DE's 1.59% return. Over the past 10 years, IS3S.DE has outperformed IQQ0.DE with an annualized return of 12.60%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
IQQ0.DE
- 1D
- -0.02%
- 1M
- 1.81%
- YTD
- 1.59%
- 6M
- 1.63%
- 1Y
- 0.25%
- 3Y*
- 6.35%
- 5Y*
- 6.14%
- 10Y*
- 6.81%
IS3S.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
IQQ0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 1.59% | -1.26% | 17.64% | 3.73% | -4.34% | 24.26% | -6.77% | 26.17% | 2.03% | 3.11% |
Correlation
The correlation between IS3S.DE and IQQ0.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.69 |
Over the past year, the correlation between IS3S.DE and IQQ0.DE has dropped to 0.32 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. IQQ0.DE — Risk / Return Rank
IS3S.DE
IQQ0.DE
IS3S.DE vs. IQQ0.DE - 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 iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.
| IS3S.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.57 | ||
| Sortino ratioReturn per unit of downside risk | +6.13 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.00 | +0.83 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | -0.05 | +10.41 |
| Martin ratioReturn relative to average drawdown | 39.01 | -0.12 | +39.12 |
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
| IS3S.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | -0.04 | +4.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.60 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.58 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.76 | -0.08 |
Drawdowns
IS3S.DE vs. IQQ0.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and IQQ0.DE.
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Drawdown Indicators
| IS3S.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -28.65% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.22% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -12.82% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -12.82% | -4.98% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -28.65% | -6.53% |
Current DrawdownCurrent decline from peak | -0.83% | -6.65% | +5.82% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -4.54% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.44% | -0.82% |
Volatility
IS3S.DE vs. IQQ0.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.53% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 5.36% | +5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 7.78% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 10.08% | +3.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 11.62% | +4.14% |
IS3S.DE vs. IQQ0.DE - Expense Ratio Comparison
Both IS3S.DE and IQQ0.DE have an expense ratio of 0.30%.
Dividends
IS3S.DE vs. IQQ0.DE - Dividend Comparison
Neither IS3S.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and IQQ0.DE have a correlation of 0.32, 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.
IS3S.DE and IQQ0.DE have the same expense ratio: 0.30% per year.
IS3S.DE tracks MSCI World Enhanced Value, while IQQ0.DE tracks MSCI World Minimum Volatility.
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