IS3S.DE vs. WQDA.AS
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and WQDA.AS (iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while WQDA.AS is a Dividend fund tracking the MSCI World High Dividend Yield Advanced Select Index. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.35%/yr vs 13.07%/yr for WQDA.AS. A 0.73 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.38%/yr for WQDA.AS.
Performance
IS3S.DE vs. WQDA.AS - Performance Comparison
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Different Trading Currencies
IS3S.DE is traded in EUR, while WQDA.AS is traded in USD. To make them comparable, the WQDA.AS 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 35.27% return, which is significantly higher than WQDA.AS's 15.71% 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%
WQDA.AS
- 1D
- 0.09%
- 1M
- 7.15%
- YTD
- 15.71%
- 6M
- 16.29%
- 1Y
- 28.83%
- 3Y*
- 16.31%
- 5Y*
- 13.07%
- 10Y*
- —
IS3S.DE vs. WQDA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | 12.87% |
WQDA.AS iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc | 15.72% | 9.71% | 17.37% | 13.68% | -1.63% | 25.23% | 6.95% |
Correlation
The correlation between IS3S.DE and WQDA.AS is 0.80, 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 | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2020 | 0.73 |
The correlation between IS3S.DE and WQDA.AS has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. WQDA.AS — Risk / Return Rank
IS3S.DE
WQDA.AS
IS3S.DE vs. WQDA.AS - 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 Dividend Advanced UCITS ETF USD Acc (WQDA.AS). 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 | WQDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.13 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.44 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 5.10 | +5.25 |
| Martin ratioReturn relative to average drawdown | 39.01 | 18.14 | +20.86 |
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 | WQDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.40 | +2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 1.01 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 1.18 | -0.49 |
Drawdowns
IS3S.DE vs. WQDA.AS - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than WQDA.AS's maximum drawdown of -17.13%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and WQDA.AS.
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Drawdown Indicators
| IS3S.DE | WQDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -17.13% | -18.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.57% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -17.13% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -17.13% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -0.09% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -2.66% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.58% | +0.04% |
Volatility
IS3S.DE vs. WQDA.AS - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to iShares MSCI World Quality Dividend Advanced UCITS ETF USD Acc (WQDA.AS) at 3.49%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than WQDA.AS 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 | WQDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.49% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 9.23% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 11.83% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 12.85% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 13.52% | +2.24% |
IS3S.DE vs. WQDA.AS - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than WQDA.AS's 0.38% expense ratio.
Dividends
IS3S.DE vs. WQDA.AS - Dividend Comparison
Neither IS3S.DE nor WQDA.AS has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and WQDA.AS have a correlation of 0.80, 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 0.38% for WQDA.AS.
IS3S.DE is categorized as Global Equities, while WQDA.AS is Dividend. IS3S.DE tracks MSCI World Enhanced Value, while WQDA.AS tracks MSCI World High Dividend Yield Advanced Select Index. Their fees differ too: 0.30% for IS3S.DE and 0.38% for WQDA.AS.
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