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WUTI.AS vs. IS3Q.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WUTI.AS vs. IS3Q.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Utilities UCITS ETF (WUTI.AS) 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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WUTI.AS vs. IS3Q.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

WUTI.AS
WUTI.AS Risk / Return Rank: 2929
Overall Rank
WUTI.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WUTI.AS Sortino Ratio Rank: 2727
Sortino Ratio Rank
WUTI.AS Omega Ratio Rank: 2626
Omega Ratio Rank
WUTI.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
WUTI.AS Martin Ratio Rank: 3131
Martin Ratio Rank

IS3Q.DE
IS3Q.DE Risk / Return Rank: 5757
Overall Rank
IS3Q.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IS3Q.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IS3Q.DE Omega Ratio Rank: 5555
Omega Ratio Rank
IS3Q.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
IS3Q.DE Martin Ratio Rank: 6666
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.

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.ASIS3Q.DEDifference
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

WUTI.AS vs. IS3Q.DE - Sharpe Ratio Comparison

The current WUTI.AS Sharpe Ratio is 0.99, which is lower than the IS3Q.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of WUTI.AS 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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Sharpe Ratios by Period


WUTI.ASIS3Q.DEDifference

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.ASIS3Q.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.14%

-0.12%

-7.02%

Average Drawdown

Average peak-to-trough decline

-7.59%

-4.61%

-2.98%

Ulcer Index

Depth 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.ASIS3Q.DEDifference

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.


Tickers have no history of dividend payments

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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