IS3T.DE vs. IQQ0.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds from iShares - IS3T.DE tracks the MSCI World Mid Cap Equal Weighted while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 10 years, IS3T.DE returned 7.96%/yr vs 6.81%/yr for IQQ0.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
IS3T.DE vs. IQQ0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly higher than IQQ0.DE's 1.59% return. Over the past 10 years, IS3T.DE has outperformed IQQ0.DE with an annualized return of 7.96%, while IQQ0.DE has yielded a comparatively lower 6.81% annualized return.
IS3T.DE
- 1D
- 0.30%
- 1M
- 0.74%
- YTD
- 6.98%
- 6M
- 8.06%
- 1Y
- 15.24%
- 3Y*
- 11.56%
- 5Y*
- 6.43%
- 10Y*
- 7.96%
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%
IS3T.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 6.98% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 26.96% | -10.50% | 9.17% |
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 IS3T.DE and IQQ0.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.74 |
Over the past year, the correlation between IS3T.DE and IQQ0.DE has dropped to 0.48 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
IS3T.DE vs. IQQ0.DE — Risk / Return Rank
IS3T.DE
IQQ0.DE
IS3T.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
| IS3T.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.00 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.05 | +2.20 |
| Martin ratioReturn relative to average drawdown | 8.02 | -0.12 | +8.13 |
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
| IS3T.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | -0.04 | +1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.60 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.58 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.76 | -0.23 |
Drawdowns
IS3T.DE vs. IQQ0.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, 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 IS3T.DE and IQQ0.DE.
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Drawdown Indicators
| IS3T.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -28.65% | -8.22% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -5.22% | -1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -12.82% | -5.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -12.82% | -5.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -28.65% | -8.22% |
Current DrawdownCurrent decline from peak | -0.59% | -6.65% | +6.06% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -4.54% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.44% | -0.54% |
Volatility
IS3T.DE vs. IQQ0.DE - Volatility Comparison
iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) has a higher volatility of 2.77% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that IS3T.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
| IS3T.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.53% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 5.36% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 7.78% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 10.08% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 11.62% | +3.63% |
IS3T.DE vs. IQQ0.DE - Expense Ratio Comparison
Both IS3T.DE and IQQ0.DE have an expense ratio of 0.30%.
Dividends
IS3T.DE vs. IQQ0.DE - Dividend Comparison
Neither IS3T.DE nor IQQ0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3T.DE and IQQ0.DE have a correlation of 0.48, 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.
IS3T.DE and IQQ0.DE have the same expense ratio: 0.30% per year.
IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while IQQ0.DE tracks MSCI World Minimum Volatility.
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