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S6DW.DE vs. IS3Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6DW.DE vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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, S6DW.DE achieves a 10.73% return, which is significantly higher than IS3Q.DE's 9.47% return.


S6DW.DE

1D
-0.04%
1M
3.95%
YTD
10.73%
6M
10.58%
1Y
23.93%
3Y*
18.05%
5Y*
13.09%
10Y*

IS3Q.DE

1D
0.75%
1M
3.07%
YTD
9.47%
6M
9.57%
1Y
18.81%
3Y*
15.09%
5Y*
11.35%
10Y*
12.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6DW.DE vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
10.73%7.69%27.33%22.28%-15.33%32.91%6.70%31.31%-6.30%
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%-5.77%

Correlation

The correlation between S6DW.DE and IS3Q.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.97

The correlation between S6DW.DE and IS3Q.DE has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

S6DW.DE vs. IS3Q.DE — Risk / Return Rank

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

S6DW.DE
S6DW.DE Risk / Return Rank: 6363
Overall Rank
S6DW.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
S6DW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
S6DW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
S6DW.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
S6DW.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 5757
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6666
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.

S6DW.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.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.


S6DW.DEIS3Q.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

3.09

2.97

+0.13

Martin ratioReturn relative to average drawdown

12.18

11.80

+0.38

S6DW.DE vs. IS3Q.DE - Sharpe Ratio Comparison

The current S6DW.DE Sharpe Ratio is 2.01, which is comparable to the IS3Q.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of S6DW.DE and IS3Q.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


S6DW.DEIS3Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.76

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

0.79

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.76

+0.10

Drawdowns

S6DW.DE vs. IS3Q.DE - Drawdown Comparison

The maximum S6DW.DE drawdown since its inception was -33.13%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for S6DW.DE and IS3Q.DE.


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Drawdown Indicators


S6DW.DEIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-32.31%

-0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.74%

-6.33%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-20.63%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-20.63%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-0.44%

-0.12%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.67%

-4.61%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.60%

+0.37%

Volatility

S6DW.DE vs. IS3Q.DE - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Dist) (S6DW.DE) has a higher volatility of 2.85% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that S6DW.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


S6DW.DEIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.85%

2.37%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.39%

7.31%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

10.66%

+1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

14.15%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

14.89%

+1.48%

S6DW.DE vs. IS3Q.DE - Expense Ratio Comparison

S6DW.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


Dividends

S6DW.DE vs. IS3Q.DE - Dividend Comparison

S6DW.DE's dividend yield for the trailing twelve months is around 0.87%, while IS3Q.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
S6DW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Dist)
0.87%0.96%1.18%1.31%1.59%1.01%1.15%1.56%0.18%

Frequently Asked Questions


With a correlation of 0.93, S6DW.DE and IS3Q.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6DW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6DW.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3Q.DE.

S6DW.DE tracks MSCI World ESG Screened, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.20% for S6DW.DE and 0.30% for IS3Q.DE.

Portfolio Optimizer

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