DX2E.DE vs. IS3S.DE
DX2E.DE (Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - DX2E.DE tracks the S&P Global Infrastructure Net Total Return Index while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, DX2E.DE returned 7.54%/yr vs 12.85%/yr for IS3S.DE. A 0.68 correlation means they provide meaningful diversification when combined. DX2E.DE charges 0.60%/yr vs 0.30%/yr for IS3S.DE.
Performance
DX2E.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2E.DE achieves a 13.27% return, which is significantly lower than IS3S.DE's 34.60% return. Over the past 10 years, DX2E.DE has underperformed IS3S.DE with an annualized return of 7.54%, while IS3S.DE has yielded a comparatively higher 12.85% annualized return.
DX2E.DE
- 1D
- 0.58%
- 1M
- 3.26%
- 6M
- 12.67%
- YTD
- 13.27%
- 1Y
- 19.44%
- 3Y*
- 13.69%
- 5Y*
- 11.43%
- 10Y*
- 7.54%
IS3S.DE
- 1D
- 0.98%
- 1M
- -1.31%
- 6M
- 33.80%
- YTD
- 34.60%
- 1Y
- 60.20%
- 3Y*
- 25.59%
- 5Y*
- 17.35%
- 10Y*
- 12.85%
DX2E.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2E.DE Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) | 13.27% | 7.67% | 20.50% | 1.50% | 5.79% | 19.36% | -15.20% | 28.45% | -6.70% | 4.17% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.60% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
Correlation
The correlation between DX2E.DE and IS3S.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.68 |
Over the past year, the correlation between DX2E.DE and IS3S.DE has dropped to 0.38 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
DX2E.DE vs. IS3S.DE — Risk / Return Rank
DX2E.DE
IS3S.DE
DX2E.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| DX2E.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.71 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 9.83 | -5.78 |
| Martin ratioReturn relative to average drawdown | 10.10 | 34.53 | -24.43 |
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Drawdowns
DX2E.DE vs. IS3S.DE - Drawdown Comparison
The maximum DX2E.DE drawdown since its inception was -63.84%, which is greater than IS3S.DE's maximum drawdown of -35.19%. Use the drawdown chart below to compare losses from any high point for DX2E.DE and IS3S.DE.
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Drawdown Indicators
| DX2E.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.84% | -35.19% | -28.65% |
Max Drawdown (1Y)Largest decline over 1 year | -4.79% | -6.09% | +1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -17.78% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -19.57% | -17.78% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -42.15% | -35.19% | -6.96% |
Current DrawdownCurrent decline from peak | -0.95% | -2.80% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -6.93% | -11.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.74% | +0.18% |
Volatility
DX2E.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers S&P Global Infrastructure Swap UCITS ETF (Acc) (DX2E.DE) is 3.27%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.97%. This indicates that DX2E.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DX2E.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 5.97% | -2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 12.71% | -4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.91% | 15.02% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.23% | 14.07% | -1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.75% | 16.62% | -1.87% |
DX2E.DE vs. IS3S.DE - Expense Ratio Comparison
DX2E.DE has a 0.60% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
DX2E.DE vs. IS3S.DE - Dividend Comparison
Neither DX2E.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2E.DE and IS3S.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.60% for DX2E.DE.
DX2E.DE tracks S&P Global Infrastructure Net Total Return Index, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.60% for DX2E.DE and 0.30% for IS3S.DE.
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