WUTI.AS vs. IS3Q.DE
WUTI.AS (SPDR MSCI World Utilities UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - WUTI.AS is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, WUTI.AS returned 8.29%/yr vs 12.05%/yr for IS3Q.DE. At a 0.45 correlation, their price movements are largely independent. Both charge a 0.30% expense ratio.
Performance
WUTI.AS vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WUTI.AS achieves a 5.41% return, which is significantly lower than IS3Q.DE's 9.47% return. Over the past 10 years, WUTI.AS has underperformed IS3Q.DE with an annualized return of 8.29%, while IS3Q.DE has yielded a comparatively higher 12.05% annualized return.
WUTI.AS
- 1D
- -1.57%
- 1M
- -5.07%
- YTD
- 5.41%
- 6M
- 4.50%
- 1Y
- 12.22%
- 3Y*
- 11.62%
- 5Y*
- 9.79%
- 10Y*
- 8.29%
IS3Q.DE
- 1D
- 0.75%
- 1M
- 4.24%
- YTD
- 9.47%
- 6M
- 10.10%
- 1Y
- 18.87%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
WUTI.AS vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WUTI.AS SPDR MSCI World Utilities UCITS ETF | 5.41% | 11.17% | 20.70% | -3.59% | 2.39% | 19.69% | -4.50% | 24.65% | 7.03% | -0.04% |
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% | -3.45% | 8.34% |
Correlation
The correlation between WUTI.AS and IS3Q.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.45 |
The correlation between WUTI.AS and IS3Q.DE shifts across timeframes, from 0.30 (3 years) to 0.48 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
WUTI.AS vs. IS3Q.DE — Risk / Return Rank
WUTI.AS
IS3Q.DE
WUTI.AS vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) 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.
| WUTI.AS | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.97 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.58 | 11.80 | -7.22 |
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
| WUTI.AS | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.76 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.79 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.80 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.76 | -0.34 |
Drawdowns
WUTI.AS vs. IS3Q.DE - Drawdown Comparison
The maximum WUTI.AS drawdown since its inception was -33.51%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for WUTI.AS and IS3Q.DE.
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Drawdown Indicators
| WUTI.AS | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -32.31% | -1.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.21% | -6.33% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -20.63% | +8.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.99% | -20.63% | -2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | -32.31% | -1.20% |
Current DrawdownCurrent decline from peak | -7.14% | -0.12% | -7.02% |
Average DrawdownAverage peak-to-trough decline | -7.59% | -4.61% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.60% | +1.05% |
Volatility
WUTI.AS vs. IS3Q.DE - Volatility Comparison
SPDR MSCI World Utilities UCITS ETF (WUTI.AS) has a higher volatility of 4.31% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that WUTI.AS'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
| WUTI.AS | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 2.37% | +1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 7.31% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 10.66% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 14.15% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 14.89% | +1.53% |
WUTI.AS vs. IS3Q.DE - Expense Ratio Comparison
Both WUTI.AS and IS3Q.DE have an expense ratio of 0.30%.
Dividends
WUTI.AS vs. IS3Q.DE - Dividend Comparison
Neither WUTI.AS nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
WUTI.AS and IS3Q.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WUTI.AS and IS3Q.DE have the same expense ratio: 0.30% per year.
WUTI.AS is categorized as Utilities Equities, while IS3Q.DE is Global Equities. WUTI.AS tracks MSCI World/Utilities NR USD, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: State Street and iShares.
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