ZA30.DE vs. IS3Q.DE
ZA30.DE (iShares S&P 500 ESG UCITS ETF USD Acc) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - ZA30.DE is a S&P 500 fund tracking the S&P 500 ESG, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 3 years, ZA30.DE returned 18.54%/yr vs 15.09%/yr for IS3Q.DE. Their correlation of 0.93 suggests significant overlap in exposure. ZA30.DE charges 0.07%/yr vs 0.30%/yr for IS3Q.DE.
Performance
ZA30.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ZA30.DE achieves a 11.16% return, which is significantly higher than IS3Q.DE's 9.47% return.
ZA30.DE
- 1D
- 0.60%
- 1M
- 4.14%
- YTD
- 11.16%
- 6M
- 11.11%
- 1Y
- 28.45%
- 3Y*
- 18.54%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
ZA30.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ZA30.DE iShares S&P 500 ESG UCITS ETF USD Acc | 11.16% | 5.34% | 31.19% | 24.10% | -5.78% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -2.12% |
Correlation
The correlation between ZA30.DE and IS3Q.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2022 | 0.93 |
The correlation between ZA30.DE and IS3Q.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
ZA30.DE vs. IS3Q.DE — Risk / Return Rank
ZA30.DE
IS3Q.DE
ZA30.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.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.
| ZA30.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 2.97 | +1.16 |
| Martin ratioReturn relative to average drawdown | 15.63 | 11.80 | +3.83 |
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
| ZA30.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 1.76 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.18 | 0.76 | +0.41 |
Drawdowns
ZA30.DE vs. IS3Q.DE - Drawdown Comparison
The maximum ZA30.DE drawdown since its inception was -23.45%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for ZA30.DE and IS3Q.DE.
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Drawdown Indicators
| ZA30.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.45% | -32.31% | +8.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.91% | -6.33% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.45% | -20.63% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.22% | -4.61% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.60% | +0.23% |
Volatility
ZA30.DE vs. IS3Q.DE - Volatility Comparison
iShares S&P 500 ESG UCITS ETF USD Acc (ZA30.DE) has a higher volatility of 2.73% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that ZA30.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
| ZA30.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 2.37% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 7.31% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 10.66% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 14.15% | +0.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 14.89% | -0.51% |
ZA30.DE vs. IS3Q.DE - Expense Ratio Comparison
ZA30.DE has a 0.07% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
ZA30.DE vs. IS3Q.DE - Dividend Comparison
Neither ZA30.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, ZA30.DE and IS3Q.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ZA30.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZA30.DE is cheaper with a 0.07% expense ratio, compared with 0.30% for IS3Q.DE.
ZA30.DE is categorized as S&P 500, while IS3Q.DE is Global Equities. ZA30.DE tracks S&P 500 ESG, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.07% for ZA30.DE and 0.30% for IS3Q.DE.
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