QDVC.DE vs. IS3N.DE
QDVC.DE (iShares Edge MSCI USA Size Factor UCITS ETF) and IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both exchange-traded funds - QDVC.DE is a Mid Cap Blend Equities fund tracking the MSCI USA Mid-Cap Equal Weighted, while IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI). Both are passively managed. Over the past 5 years, QDVC.DE returned 7.32%/yr vs 8.61%/yr for IS3N.DE. A 0.60 correlation means they provide meaningful diversification when combined. QDVC.DE charges 0.20%/yr vs 0.18%/yr for IS3N.DE.
Performance
QDVC.DE vs. IS3N.DE - Performance Comparison
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Returns By Period
In the year-to-date period, QDVC.DE achieves a 8.40% return, which is significantly lower than IS3N.DE's 25.82% return.
QDVC.DE
- 1D
- 0.46%
- 1M
- 4.30%
- YTD
- 8.40%
- 6M
- 8.90%
- 1Y
- 14.76%
- 3Y*
- 11.54%
- 5Y*
- 7.32%
- 10Y*
- —
IS3N.DE
- 1D
- -1.45%
- 1M
- 5.25%
- YTD
- 25.82%
- 6M
- 27.45%
- 1Y
- 46.76%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
QDVC.DE vs. IS3N.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QDVC.DE iShares Edge MSCI USA Size Factor UCITS ETF | 8.40% | -3.21% | 19.27% | 13.21% | -13.60% | 37.66% | 6.30% | 31.46% | -6.82% | 4.09% |
IS3N.DE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 25.82% | 17.14% | 13.87% | 7.20% | -14.09% | 7.38% | 7.07% | 21.01% | -11.06% | 20.43% |
Correlation
The correlation between QDVC.DE and IS3N.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2016 | 0.60 |
The correlation between QDVC.DE and IS3N.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
QDVC.DE vs. IS3N.DE — Risk / Return Rank
QDVC.DE
IS3N.DE
QDVC.DE vs. IS3N.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.
| QDVC.DE | IS3N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.49 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 4.42 | -2.52 |
| Martin ratioReturn relative to average drawdown | 5.80 | 16.00 | -10.21 |
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
| QDVC.DE | IS3N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 2.69 | -1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.53 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.44 | +0.10 |
Drawdowns
QDVC.DE vs. IS3N.DE - Drawdown Comparison
The maximum QDVC.DE drawdown since its inception was -40.76%, which is greater than IS3N.DE's maximum drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for QDVC.DE and IS3N.DE.
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Drawdown Indicators
| QDVC.DE | IS3N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.76% | -35.06% | -5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -10.52% | +2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -25.54% | -19.17% | -6.37% |
Max Drawdown (5Y)Largest decline over 5 years | -25.54% | -22.01% | -3.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.51% | — |
Current DrawdownCurrent decline from peak | -1.48% | -2.49% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -9.30% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.91% | -0.37% |
Volatility
QDVC.DE vs. IS3N.DE - Volatility Comparison
The current volatility for iShares Edge MSCI USA Size Factor UCITS ETF (QDVC.DE) is 2.89%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that QDVC.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QDVC.DE | IS3N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.89% | 7.16% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 14.69% | -6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 17.32% | -5.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.87% | 16.19% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.04% | +0.24% |
QDVC.DE vs. IS3N.DE - Expense Ratio Comparison
QDVC.DE has a 0.20% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
QDVC.DE vs. IS3N.DE - Dividend Comparison
Neither QDVC.DE nor IS3N.DE has paid dividends to shareholders.
Frequently Asked Questions
QDVC.DE and IS3N.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for QDVC.DE.
QDVC.DE is categorized as Mid Cap Blend Equities, while IS3N.DE is Emerging Markets Equities. QDVC.DE tracks MSCI USA Mid-Cap Equal Weighted, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). Their fees differ too: 0.20% for QDVC.DE and 0.18% for IS3N.DE.
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