IS3S.DE vs. IWFQ.L
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and IWFQ.L (iShares MSCI World Quality Factor UCITS) are both Global Equities funds from iShares - IS3S.DE tracks the MSCI World Enhanced Value while IWFQ.L tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 12.37%/yr for IWFQ.L. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IS3S.DE vs. IWFQ.L - Performance Comparison
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Different Trading Currencies
IS3S.DE is traded in EUR, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.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 34.68% return, which is significantly higher than IWFQ.L's 10.28% return. Both investments have delivered pretty close results over the past 10 years, with IS3S.DE having a 12.98% annualized return and IWFQ.L not far behind at 12.37%.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
IWFQ.L
- 1D
- 1.18%
- 1M
- 2.78%
- YTD
- 10.28%
- 6M
- 11.32%
- 1Y
- 21.29%
- 3Y*
- 15.02%
- 5Y*
- 11.27%
- 10Y*
- 12.37%
IS3S.DE vs. IWFQ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 10.28% | 1.80% | 24.66% | 21.68% | -14.21% | 33.31% | 4.90% | 33.87% | -3.54% | 8.03% |
Correlation
The correlation between IS3S.DE and IWFQ.L is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.77 |
The correlation between IS3S.DE and IWFQ.L shifts across timeframes, from 0.66 (3 years) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. IWFQ.L — Risk / Return Rank
IS3S.DE
IWFQ.L
IS3S.DE vs. IWFQ.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 iShares MSCI World Quality Factor UCITS (IWFQ.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.DE | IWFQ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.05 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.36 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 3.10 | +7.10 |
| Martin ratioReturn relative to average drawdown | 37.08 | 13.11 | +23.98 |
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Drawdowns
IS3S.DE vs. IWFQ.L - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, smaller than the maximum IWFQ.L drawdown of -41.48%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and IWFQ.L.
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Drawdown Indicators
| IS3S.DE | IWFQ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -41.48% | +6.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.51% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -20.22% | +2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -20.22% | +2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -31.50% | -3.69% |
Current DrawdownCurrent decline from peak | -1.26% | 0.00% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -10.55% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 1.54% | +0.14% |
Volatility
IS3S.DE vs. IWFQ.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 2.28%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than IWFQ.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.DE | IWFQ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 2.28% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 7.42% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 10.46% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 19.75% | -5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 17.86% | -1.20% |
IS3S.DE vs. IWFQ.L - Expense Ratio Comparison
Both IS3S.DE and IWFQ.L have an expense ratio of 0.30%.
Dividends
IS3S.DE vs. IWFQ.L - Dividend Comparison
Neither IS3S.DE nor IWFQ.L has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and IWFQ.L have a correlation of 0.71, 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 IWFQ.L have the same expense ratio: 0.30% per year.
IS3S.DE tracks MSCI World Enhanced Value, while IWFQ.L tracks MSCI ACWI NR USD.
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