LVLC.DE vs. IS3S.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 26.82%/yr for IS3S.DE. A 0.75 correlation means they provide meaningful diversification when combined. LVLC.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
LVLC.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than IS3S.DE's 35.27% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
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%
LVLC.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -1.89% |
Correlation
The correlation between LVLC.DE and IS3S.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.75 |
The correlation between LVLC.DE and IS3S.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. IS3S.DE — Risk / Return Rank
LVLC.DE
IS3S.DE
LVLC.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| LVLC.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.36 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.83 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 10.36 | -8.56 |
| Martin ratioReturn relative to average drawdown | 6.55 | 39.01 | -32.46 |
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
| LVLC.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 4.53 | -3.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.68 | +0.27 |
Drawdowns
LVLC.DE vs. IS3S.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and IS3S.DE.
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Drawdown Indicators
| LVLC.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -35.18% | +19.15% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -6.09% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -17.80% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.83% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -5.82% | +2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.62% | -0.06% |
Volatility
LVLC.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 5.62% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 11.32% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 13.93% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 13.85% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 15.76% | -5.19% |
LVLC.DE vs. IS3S.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
LVLC.DE vs. IS3S.DE - Dividend Comparison
Neither LVLC.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
LVLC.DE and IS3S.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for LVLC.DE and 0.30% for IS3S.DE.
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