IS3S.DE vs. IQQI.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and IQQI.DE (iShares Global Infrastructure UCITS ETF) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while IQQI.DE tracks the FTSE Global Core Infrastructure Index. Both are passively managed. Over the past 10 years, IS3S.DE returned 13.48%/yr vs 7.26%/yr for IQQI.DE. A 0.60 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.65%/yr for IQQI.DE.
Performance
IS3S.DE vs. IQQI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 37.78% return, which is significantly higher than IQQI.DE's 14.89% return. Over the past 10 years, IS3S.DE has outperformed IQQI.DE with an annualized return of 13.48%, while IQQI.DE has yielded a comparatively lower 7.26% annualized return.
IS3S.DE
- 1D
- 2.00%
- 1M
- 3.98%
- YTD
- 37.78%
- 6M
- 38.89%
- 1Y
- 67.75%
- 3Y*
- 27.73%
- 5Y*
- 17.86%
- 10Y*
- 13.48%
IQQI.DE
- 1D
- 0.32%
- 1M
- 1.20%
- YTD
- 14.89%
- 6M
- 15.89%
- 1Y
- 20.42%
- 3Y*
- 10.56%
- 5Y*
- 7.56%
- 10Y*
- 7.26%
IS3S.DE vs. IQQI.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 | 37.78% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
IQQI.DE iShares Global Infrastructure UCITS ETF | 14.89% | 0.56% | 14.53% | -3.18% | -0.38% | 26.94% | -10.82% | 27.73% | 2.23% | 0.70% |
Correlation
The correlation between IS3S.DE and IQQI.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.60 |
Over the past year, the correlation between IS3S.DE and IQQI.DE has dropped to 0.19 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. IQQI.DE — Risk / Return Rank
IS3S.DE
IQQI.DE
IS3S.DE vs. IQQI.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 Global Infrastructure UCITS ETF (IQQI.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.
| IS3S.DE | IQQI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.67 | ||
| Sortino ratioReturn per unit of downside risk | +3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.82 | 1.33 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 11.06 | 4.23 | +6.83 |
| Martin ratioReturn relative to average drawdown | 40.06 | 10.58 | +29.47 |
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Drawdowns
IS3S.DE vs. IQQI.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum IQQI.DE drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and IQQI.DE.
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Drawdown Indicators
| IS3S.DE | IQQI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -42.24% | +7.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -4.81% | -1.28% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -14.75% | -3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -24.82% | +7.04% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -34.16% | -1.03% |
Current DrawdownCurrent decline from peak | -0.51% | 0.00% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -11.11% | +4.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.92% | -0.23% |
Volatility
IS3S.DE vs. IQQI.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.55% compared to iShares Global Infrastructure UCITS ETF (IQQI.DE) at 4.41%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than IQQI.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 | IQQI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 4.41% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 8.95% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 10.83% | +3.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 12.77% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.64% | 14.25% | +2.39% |
IS3S.DE vs. IQQI.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than IQQI.DE's 0.65% expense ratio.
Dividends
IS3S.DE vs. IQQI.DE - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while IQQI.DE's dividend yield for the trailing twelve months is around 2.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQI.DE iShares Global Infrastructure UCITS ETF | 2.01% | 2.30% | 2.29% | 2.42% | 2.13% | 1.85% | 2.25% | 2.05% | 2.30% | 2.76% | 2.63% | 3.15% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
IS3S.DE and IQQI.DE have a correlation of 0.19, 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 0.65% for IQQI.DE.
IS3S.DE tracks MSCI World Enhanced Value, while IQQI.DE tracks FTSE Global Core Infrastructure Index. Their fees differ too: 0.30% for IS3S.DE and 0.65% for IQQI.DE.
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