WTDM.DE vs. IS3Q.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, WTDM.DE returned 13.56%/yr vs 12.58%/yr for IS3Q.DE. Their correlation of 0.90 suggests significant overlap in exposure. WTDM.DE charges 0.28%/yr vs 0.30%/yr for IS3Q.DE.
Performance
WTDM.DE vs. IS3Q.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTDM.DE achieves a 8.06% return, which is significantly lower than IS3Q.DE's 10.76% return. Over the past 10 years, WTDM.DE has outperformed IS3Q.DE with an annualized return of 13.56%, while IS3Q.DE has yielded a comparatively lower 12.58% annualized return.
WTDM.DE
- 1D
- -0.48%
- 1M
- 1.60%
- YTD
- 8.06%
- 6M
- 8.34%
- 1Y
- 18.87%
- 3Y*
- 13.65%
- 5Y*
- 12.44%
- 10Y*
- 13.56%
IS3Q.DE
- 1D
- -0.26%
- 1M
- 1.53%
- YTD
- 10.76%
- 6M
- 11.12%
- 1Y
- 22.27%
- 3Y*
- 15.90%
- 5Y*
- 10.90%
- 10Y*
- 12.58%
WTDM.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 8.06% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 10.76% | 2.80% | 23.78% | 21.69% | -14.83% | 34.27% | 4.44% | 33.94% | -3.47% | 8.34% |
Correlation
The correlation between WTDM.DE and IS3Q.DE is 0.84, 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 | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.90 |
The correlation between WTDM.DE and IS3Q.DE has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTDM.DE vs. IS3Q.DE — Risk / Return Rank
WTDM.DE
IS3Q.DE
WTDM.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| WTDM.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.50 | -0.06 |
| Martin ratioReturn relative to average drawdown | 12.19 | 14.50 | -2.32 |
Loading charts...
Drawdowns
WTDM.DE vs. IS3Q.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.18%, roughly equal to the maximum IS3Q.DE drawdown of -32.30%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and IS3Q.DE.
Loading charts...
Drawdown Indicators
| WTDM.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -32.30% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -6.33% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -20.63% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -20.63% | +0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -32.30% | +1.12% |
Current DrawdownCurrent decline from peak | -0.48% | -0.41% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -6.25% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 1.53% | +0.02% |
Volatility
WTDM.DE vs. IS3Q.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.08%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 2.34%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTDM.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 2.34% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 7.43% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 10.68% | -0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 14.16% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 15.82% | +0.27% |
WTDM.DE vs. IS3Q.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
WTDM.DE vs. IS3Q.DE - Dividend Comparison
Neither WTDM.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
WTDM.DE and IS3Q.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.30% for IS3Q.DE.
WTDM.DE is categorized as Dividend, while IS3Q.DE is Global Equities. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for WTDM.DE and 0.30% for IS3Q.DE.
Find the right allocation for WTDM.DE and IS3Q.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer