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

Performance

SPYU.DE vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe Utilities UCITS ETF (SPYU.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, SPYU.DE achieves a 15.06% return, which is significantly higher than IS3Q.DE's 10.95% return. Over the past 10 years, SPYU.DE has underperformed IS3Q.DE with an annualized return of 10.68%, while IS3Q.DE has yielded a comparatively higher 12.23% annualized return.


SPYU.DE

1D
0.29%
1M
-0.12%
YTD
15.06%
6M
15.66%
1Y
27.66%
3Y*
16.66%
5Y*
12.05%
10Y*
10.68%

IS3Q.DE

1D
-0.01%
1M
2.74%
YTD
10.95%
6M
11.72%
1Y
23.43%
3Y*
15.54%
5Y*
11.31%
10Y*
12.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYU.DE
SPDR MSCI Europe Utilities UCITS ETF
15.06%34.39%0.99%13.57%-7.97%8.80%11.01%31.91%2.41%9.05%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
10.95%2.80%23.78%21.69%-14.83%34.27%4.44%33.94%-3.47%8.34%

Correlation

The correlation between SPYU.DE and IS3Q.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.18

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

0.32

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.46

Over the past year, the correlation between SPYU.DE and IS3Q.DE has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

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

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

SPYU.DE
SPYU.DE Risk / Return Rank: 6161
Overall Rank
SPYU.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SPYU.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SPYU.DE Omega Ratio Rank: 5757
Omega Ratio Rank
SPYU.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SPYU.DE Martin Ratio Rank: 6060
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 7777
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (SPYU.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratioReturn relative to maximum drawdown

3.78

3.73

+0.05

Martin ratioReturn relative to average drawdown

10.22

15.46

-5.24

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

The current SPYU.DE Sharpe Ratio is 1.88, which is comparable to the IS3Q.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SPYU.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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Drawdowns

SPYU.DE vs. IS3Q.DE - Drawdown Comparison

The maximum SPYU.DE drawdown since its inception was -32.98%, roughly equal to the maximum IS3Q.DE drawdown of -32.30%. Use the drawdown chart below to compare losses from any high point for SPYU.DE and IS3Q.DE.


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Drawdown Indicators


SPYU.DEIS3Q.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.98%

-32.30%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-6.33%

-1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

-20.63%

+7.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.28%

-20.63%

-1.65%

Max Drawdown (10Y)

Largest decline over 10 years

-32.98%

-32.30%

-0.68%

Current Drawdown

Current decline from peak

-3.55%

-0.13%

-3.42%

Average Drawdown

Average peak-to-trough decline

-7.01%

-6.25%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

1.53%

+1.23%

Volatility

SPYU.DE vs. IS3Q.DE - Volatility Comparison

SPDR MSCI Europe Utilities UCITS ETF (SPYU.DE) has a higher volatility of 3.35% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.32%. This indicates that SPYU.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


SPYU.DEIS3Q.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.35%

2.32%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

7.44%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

10.69%

+4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

14.15%

+1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.13%

15.82%

+1.31%

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

SPYU.DE has a 0.18% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.


Dividends

SPYU.DE vs. IS3Q.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYU.DE and IS3Q.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYU.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYU.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3Q.DE.

SPYU.DE is categorized as Utilities Equities, while IS3Q.DE is Global Equities. SPYU.DE tracks MSCI Europe Utilities 20/35 Capped, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for SPYU.DE and 0.30% for IS3Q.DE.

Portfolio Optimizer

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