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

Performance

SNAW.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 (Acc) (SNAW.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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SNAW.DE vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SNAW.DE
iShares MSCI World ESG Screened UCITS ETF USD (Acc)
-2.50%7.91%27.45%22.43%-15.24%33.21%6.88%31.54%-19.97%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
-0.12%2.80%23.78%21.70%-14.84%34.28%4.44%33.90%-7.46%

Returns By Period

In the year-to-date period, SNAW.DE achieves a -2.50% return, which is significantly lower than IS3Q.DE's -0.12% return.


SNAW.DE

1D
2.35%
1M
-3.20%
YTD
-2.50%
6M
1.04%
1Y
12.07%
3Y*
15.58%
5Y*
10.92%
10Y*

IS3Q.DE

1D
0.04%
1M
-2.88%
YTD
-0.12%
6M
2.74%
1Y
8.61%
3Y*
13.63%
5Y*
10.02%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

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

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

SNAW.DE
SNAW.DE Risk / Return Rank: 4242
Overall Rank
SNAW.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SNAW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SNAW.DE Omega Ratio Rank: 3737
Omega Ratio Rank
SNAW.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SNAW.DE Martin Ratio Rank: 5252
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 4545
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 2828
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6969
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.

SNAW.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 (Acc) (SNAW.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.


SNAW.DEIS3Q.DEDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.56

+0.16

Sortino ratio

Return per unit of downside risk

1.06

0.85

+0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.03

Calmar ratio

Return relative to maximum drawdown

1.42

2.27

-0.86

Martin ratio

Return relative to average drawdown

5.51

8.16

-2.65

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

The current SNAW.DE Sharpe Ratio is 0.72, which is comparable to the IS3Q.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SNAW.DE and IS3Q.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SNAW.DEIS3Q.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.56

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.70

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.72

-0.12

Correlation

The correlation between SNAW.DE and IS3Q.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SNAW.DE vs. IS3Q.DE - Dividend Comparison

Neither SNAW.DE nor IS3Q.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNAW.DE vs. IS3Q.DE - Drawdown Comparison

The maximum SNAW.DE drawdown since its inception was -33.26%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for SNAW.DE and IS3Q.DE.


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Drawdown Indicators


SNAW.DEIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-32.31%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.27%

-7.78%

-5.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.37%

-20.63%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

Current Drawdown

Current decline from peak

-4.94%

-4.00%

-0.94%

Average Drawdown

Average peak-to-trough decline

-5.54%

-4.67%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.76%

+0.43%

Volatility

SNAW.DE vs. IS3Q.DE - Volatility Comparison

iShares MSCI World ESG Screened UCITS ETF USD (Acc) (SNAW.DE) has a higher volatility of 4.74% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 3.95%. This indicates that SNAW.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


SNAW.DEIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.95%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.90%

7.72%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

15.19%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

14.17%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

14.95%

+2.32%