IUSQ.DE vs. IS3T.DE
IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) and IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) are both Global Equities funds from iShares - IUSQ.DE tracks the MSCI All Country World (ACWI) while IS3T.DE tracks the MSCI World Mid Cap Equal Weighted. Both are passively managed. Over the past 10 years, IUSQ.DE returned 12.38%/yr vs 7.96%/yr for IS3T.DE. Their correlation of 0.92 suggests significant overlap in exposure. IUSQ.DE charges 0.20%/yr vs 0.30%/yr for IS3T.DE.
Performance
IUSQ.DE vs. IS3T.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSQ.DE achieves a 12.65% return, which is significantly higher than IS3T.DE's 6.98% return. Over the past 10 years, IUSQ.DE has outperformed IS3T.DE with an annualized return of 12.38%, while IS3T.DE has yielded a comparatively lower 7.96% annualized return.
IUSQ.DE
- 1D
- -0.23%
- 1M
- 3.68%
- YTD
- 12.65%
- 6M
- 12.87%
- 1Y
- 26.39%
- 3Y*
- 17.93%
- 5Y*
- 12.42%
- 10Y*
- 12.38%
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%
IUSQ.DE vs. IS3T.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 12.65% | 9.02% | 24.53% | 18.57% | -13.58% | 29.13% | 4.94% | 30.14% | -5.97% | 9.14% |
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% |
Correlation
The correlation between IUSQ.DE and IS3T.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.92 |
The correlation between IUSQ.DE and IS3T.DE shifts across timeframes, from 0.74 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSQ.DE vs. IS3T.DE — Risk / Return Rank
IUSQ.DE
IS3T.DE
IUSQ.DE vs. IS3T.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) and iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
| IUSQ.DE | IS3T.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.24 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 2.15 | +1.93 |
| Martin ratioReturn relative to average drawdown | 16.69 | 8.02 | +8.67 |
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
| IUSQ.DE | IS3T.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.32 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.46 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.52 | +0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.53 | +0.23 |
Drawdowns
IUSQ.DE vs. IS3T.DE - Drawdown Comparison
The maximum IUSQ.DE drawdown since its inception was -33.60%, smaller than the maximum IS3T.DE drawdown of -36.87%. Use the drawdown chart below to compare losses from any high point for IUSQ.DE and IS3T.DE.
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Drawdown Indicators
| IUSQ.DE | IS3T.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.60% | -36.87% | +3.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.48% | -7.09% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -18.61% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -18.61% | -2.64% |
Max Drawdown (10Y)Largest decline over 10 years | -33.60% | -36.87% | +3.27% |
Current DrawdownCurrent decline from peak | -0.55% | -0.59% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -5.74% | +1.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 1.90% | -0.31% |
Volatility
IUSQ.DE vs. IS3T.DE - Volatility Comparison
iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) has a higher volatility of 3.03% compared to iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) at 2.77%. This indicates that IUSQ.DE's price experiences larger fluctuations and is considered to be riskier than IS3T.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSQ.DE | IS3T.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.77% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 8.61% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 11.58% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 13.90% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 15.25% | -0.23% |
IUSQ.DE vs. IS3T.DE - Expense Ratio Comparison
IUSQ.DE has a 0.20% expense ratio, which is lower than IS3T.DE's 0.30% expense ratio.
Dividends
IUSQ.DE vs. IS3T.DE - Dividend Comparison
Neither IUSQ.DE nor IS3T.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSQ.DE and IS3T.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3T.DE.
IUSQ.DE tracks MSCI All Country World (ACWI), while IS3T.DE tracks MSCI World Mid Cap Equal Weighted. Their fees differ too: 0.20% for IUSQ.DE and 0.30% for IS3T.DE.
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