MBB.DE vs. IS3Q.DE
MBB.DE (MBB SE) is a stock, while IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) is Global Equities fund tracking the MSCI World Sector Neutral Quality. Over the past 10 years, MBB.DE returned 20.29%/yr vs 12.05%/yr for IS3Q.DE. At a 0.34 correlation, their price movements are largely independent.
Performance
MBB.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MBB.DE achieves a -15.44% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, MBB.DE has outperformed IS3Q.DE with an annualized return of 20.29%, while IS3Q.DE has yielded a comparatively lower 12.05% annualized return.
MBB.DE
- 1D
- 0.24%
- 1M
- -16.65%
- YTD
- -15.44%
- 6M
- -6.22%
- 1Y
- 19.31%
- 3Y*
- 32.63%
- 5Y*
- 7.76%
- 10Y*
- 20.29%
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%
MBB.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBB.DE MBB SE | -15.44% | 111.58% | 6.95% | 4.00% | -31.48% | 28.64% | 54.09% | 0.85% | -17.03% | 26.70% |
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% | -3.45% | 8.34% |
Correlation
The correlation between MBB.DE and IS3Q.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.34 |
The correlation between MBB.DE and IS3Q.DE shifts across timeframes, from 0.30 (3 years) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MBB.DE vs. IS3Q.DE — Risk / Return Rank
MBB.DE
IS3Q.DE
MBB.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MBB SE (MBB.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.
| MBB.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.97 | -2.17 |
| Martin ratioReturn relative to average drawdown | 2.11 | 11.80 | -9.69 |
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
| MBB.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 1.76 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.79 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.80 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.76 | -0.33 |
Drawdowns
MBB.DE vs. IS3Q.DE - Drawdown Comparison
The maximum MBB.DE drawdown since its inception was -67.31%, 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 MBB.DE and IS3Q.DE.
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Drawdown Indicators
| MBB.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.31% | -32.31% | -35.00% |
Max Drawdown (1Y)Largest decline over 1 year | -24.11% | -6.33% | -17.78% |
Max Drawdown (3Y)Largest decline over 3 years | -24.11% | -20.63% | -3.48% |
Max Drawdown (5Y)Largest decline over 5 years | -47.65% | -20.63% | -27.02% |
Max Drawdown (10Y)Largest decline over 10 years | -62.63% | -32.31% | -30.32% |
Current DrawdownCurrent decline from peak | -22.05% | -0.12% | -21.93% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -4.61% | -18.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.11% | 1.60% | +7.51% |
Volatility
MBB.DE vs. IS3Q.DE - Volatility Comparison
MBB SE (MBB.DE) has a higher volatility of 12.14% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that MBB.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
| MBB.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.14% | 2.37% | +9.77% |
Volatility (6M)Calculated over the trailing 6-month period | 28.22% | 7.31% | +20.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.65% | 10.66% | +26.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.91% | 14.15% | +17.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.38% | 14.89% | +22.49% |
Dividends
MBB.DE vs. IS3Q.DE - Dividend Comparison
MBB.DE's dividend yield for the trailing twelve months is around 2.62%, while IS3Q.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBB.DE MBB SE | 2.62% | 1.61% | 1.01% | 1.06% | 3.24% | 1.28% | 0.65% | 0.97% | 1.85% | 1.40% | 0.85% | 2.12% |
Frequently Asked Questions
MBB.DE and IS3Q.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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