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QDVG.DE vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVG.DE vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QDVG.DE achieves a -1.02% return, which is significantly lower than IS3R.DE's 22.51% return. Over the past 10 years, QDVG.DE has underperformed IS3R.DE with an annualized return of 8.96%, while IS3R.DE has yielded a comparatively higher 15.31% annualized return.


QDVG.DE

1D
2.86%
1M
5.53%
YTD
-1.02%
6M
-0.23%
1Y
13.09%
3Y*
3.69%
5Y*
6.75%
10Y*
8.96%

IS3R.DE

1D
-1.01%
1M
8.60%
YTD
22.51%
6M
23.56%
1Y
31.46%
3Y*
26.05%
5Y*
14.66%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVG.DE vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVG.DE
iShares S&P 500 Health Care Sector UCITS ETF (Acc)
-1.02%1.65%8.47%-1.74%3.30%37.81%1.69%24.75%8.90%7.28%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
22.51%8.37%37.95%8.09%-13.60%24.50%16.41%31.50%0.27%16.07%

Correlation

The correlation between QDVG.DE and IS3R.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2015

0.61

Over the past year, the correlation between QDVG.DE and IS3R.DE has dropped to 0.14 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

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Return for Risk

QDVG.DE vs. IS3R.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QDVG.DE
QDVG.DE Risk / Return Rank: 2525
Overall Rank
QDVG.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
QDVG.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
QDVG.DE Omega Ratio Rank: 2424
Omega Ratio Rank
QDVG.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
QDVG.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6262
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QDVG.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.


QDVG.DEIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratioReturn relative to maximum drawdown

1.21

3.48

-2.26

Martin ratioReturn relative to average drawdown

2.96

13.30

-10.33

QDVG.DE vs. IS3R.DE - Sharpe Ratio Comparison

The current QDVG.DE Sharpe Ratio is 0.89, which is lower than the IS3R.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of QDVG.DE and IS3R.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QDVG.DEIS3R.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.84

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.84

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.88

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.85

-0.37

Drawdowns

QDVG.DE vs. IS3R.DE - Drawdown Comparison

The maximum QDVG.DE drawdown since its inception was -26.77%, smaller than the maximum IS3R.DE drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for QDVG.DE and IS3R.DE.


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Drawdown Indicators


QDVG.DEIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-30.77%

+4.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-9.01%

-1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-22.70%

-23.57%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-23.57%

+0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-26.77%

-30.77%

+4.00%

Current Drawdown

Current decline from peak

-7.31%

-1.01%

-6.30%

Average Drawdown

Average peak-to-trough decline

-5.35%

-5.67%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

2.36%

+2.05%

Volatility

QDVG.DE vs. IS3R.DE - Volatility Comparison

The current volatility for iShares S&P 500 Health Care Sector UCITS ETF (Acc) (QDVG.DE) is 5.24%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 5.96%. This indicates that QDVG.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVG.DEIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

5.96%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

10.23%

14.33%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.70%

17.01%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.48%

17.32%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.77%

17.23%

-1.46%

QDVG.DE vs. IS3R.DE - Expense Ratio Comparison

QDVG.DE has a 0.15% expense ratio, which is lower than IS3R.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QDVG.DE vs. IS3R.DE - Dividend Comparison

Neither QDVG.DE nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


QDVG.DE and IS3R.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QDVG.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QDVG.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for IS3R.DE.

QDVG.DE is categorized as Health & Biotech Equities, while IS3R.DE is Momentum. QDVG.DE tracks S&P 500 Capped 35/20 Health Care, while IS3R.DE tracks MSCI World Momentum Index. Their fees differ too: 0.15% for QDVG.DE and 0.25% for IS3R.DE.

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