IS3T.DE vs. IS3Q.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds from iShares - IS3T.DE tracks the MSCI World Mid Cap Equal Weighted while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, IS3T.DE returned 7.96%/yr vs 12.05%/yr for IS3Q.DE. Their correlation of 0.89 suggests significant overlap in exposure. Both charge a 0.30% expense ratio.
Performance
IS3T.DE vs. IS3Q.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 lower than IS3Q.DE's 9.47% return. Over the past 10 years, IS3T.DE has underperformed IS3Q.DE with an annualized return of 7.96%, while IS3Q.DE has yielded a comparatively higher 12.05% 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%
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
IS3T.DE vs. IS3Q.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% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -3.45% | 8.34% |
Correlation
The correlation between IS3T.DE and IS3Q.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.89 |
The correlation between IS3T.DE and IS3Q.DE shifts across timeframes, from 0.76 (1 year) to 0.89 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3T.DE vs. IS3Q.DE — Risk / Return Rank
IS3T.DE
IS3Q.DE
IS3T.DE vs. IS3Q.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 Quality Factor UCITS ETF (Acc) (IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 2.97 | -0.82 |
| Martin ratioReturn relative to average drawdown | 8.02 | 11.80 | -3.78 |
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 | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.76 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.79 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.80 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.76 | -0.24 |
Drawdowns
IS3T.DE vs. IS3Q.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, which is greater than IS3Q.DE's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and IS3Q.DE.
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Drawdown Indicators
| IS3T.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -32.31% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.33% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -20.63% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -20.63% | +2.02% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -32.31% | -4.56% |
Current DrawdownCurrent decline from peak | -0.59% | -0.12% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -4.61% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.60% | +0.30% |
Volatility
IS3T.DE vs. IS3Q.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 Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that IS3T.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.37% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 7.31% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 10.66% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 14.15% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 14.89% | +0.36% |
IS3T.DE vs. IS3Q.DE - Expense Ratio Comparison
Both IS3T.DE and IS3Q.DE have an expense ratio of 0.30%.
Dividends
IS3T.DE vs. IS3Q.DE - Dividend Comparison
Neither IS3T.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3T.DE and IS3Q.DE have a correlation of 0.76, 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 IS3Q.DE have the same expense ratio: 0.30% per year.
IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while IS3Q.DE tracks MSCI World Sector Neutral Quality.
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