S6DW.DE vs. IS3Q.DE
S6DW.DE (iShares MSCI World ESG Screened UCITS ETF USD (Dist)) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds from iShares - S6DW.DE tracks the MSCI World ESG Screened while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 5 years, S6DW.DE returned 13.09%/yr vs 11.35%/yr for IS3Q.DE. With a 0.97 correlation, they move nearly in lockstep. S6DW.DE charges 0.20%/yr vs 0.30%/yr for IS3Q.DE.
Performance
S6DW.DE vs. IS3Q.DE - Performance Comparison
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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%
S6DW.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
S6DW.DE
IS3Q.DE
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.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| 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 |
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
| S6DW.DE | IS3Q.DE | Difference | |
|---|---|---|---|
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.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.44% | -0.12% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -4.67% | -4.61% | -0.06% |
Ulcer IndexDepth 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.DE | IS3Q.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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.
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