L0CK.DE vs. IS3Q.DE
L0CK.DE (iShares Digital Security UCITS ETF USD (Acc)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - L0CK.DE is a Technology Equities fund tracking the STOXX® Global Digital Security, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, L0CK.DE returned 10.97%/yr vs 11.35%/yr for IS3Q.DE. A 0.79 correlation means they provide meaningful diversification when combined. L0CK.DE charges 0.40%/yr vs 0.30%/yr for IS3Q.DE.
Performance
L0CK.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, L0CK.DE achieves a 19.85% return, which is significantly higher than IS3Q.DE's 9.47% return.
L0CK.DE
- 1D
- -2.66%
- 1M
- 10.58%
- YTD
- 19.85%
- 6M
- 21.05%
- 1Y
- 22.61%
- 3Y*
- 18.48%
- 5Y*
- 10.97%
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 4.24%
- YTD
- 9.47%
- 6M
- 10.10%
- 1Y
- 18.87%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
L0CK.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
L0CK.DE iShares Digital Security UCITS ETF USD (Acc) | 19.85% | -0.03% | 22.76% | 29.81% | -25.34% | 27.06% | 14.71% | 33.01% | -11.70% |
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% | -10.16% |
Correlation
The correlation between L0CK.DE and IS3Q.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2018 | 0.79 |
The correlation between L0CK.DE and IS3Q.DE shifts across timeframes, from 0.60 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
L0CK.DE vs. IS3Q.DE — Risk / Return Rank
L0CK.DE
IS3Q.DE
L0CK.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Digital Security UCITS ETF USD (Acc) (L0CK.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.
| L0CK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.33 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.97 | -1.16 |
| Martin ratioReturn relative to average drawdown | 4.44 | 11.80 | -7.36 |
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
| L0CK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.76 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.79 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.76 | -0.16 |
Drawdowns
L0CK.DE vs. IS3Q.DE - Drawdown Comparison
The maximum L0CK.DE drawdown since its inception was -32.50%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for L0CK.DE and IS3Q.DE.
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Drawdown Indicators
| L0CK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.50% | -32.31% | -0.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -6.33% | -6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -20.63% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.54% | -20.63% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -3.17% | -0.12% | -3.05% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -4.61% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.08% | 1.60% | +3.48% |
Volatility
L0CK.DE vs. IS3Q.DE - Volatility Comparison
iShares Digital Security UCITS ETF USD (Acc) (L0CK.DE) has a higher volatility of 8.18% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that L0CK.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
| L0CK.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.18% | 2.37% | +5.81% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 7.31% | +9.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.67% | 10.66% | +10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 14.15% | +5.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 14.89% | +5.32% |
L0CK.DE vs. IS3Q.DE - Expense Ratio Comparison
L0CK.DE has a 0.40% expense ratio, which is higher than IS3Q.DE's 0.30% expense ratio.
Dividends
L0CK.DE vs. IS3Q.DE - Dividend Comparison
Neither L0CK.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
L0CK.DE and IS3Q.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3Q.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for L0CK.DE.
L0CK.DE is categorized as Technology Equities, while IS3Q.DE is Global Equities. L0CK.DE tracks STOXX® Global Digital Security, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.40% for L0CK.DE and 0.30% for IS3Q.DE.
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