EXI2.DE vs. IS3S.DE
EXI2.DE (iShares Dow Jones Global Titans 50 UCITS ETF (DE)) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds from iShares - EXI2.DE tracks the Dow Jones Global Titans 50 while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, EXI2.DE returned 16.14%/yr vs 12.60%/yr for IS3S.DE. A 0.74 correlation means they provide meaningful diversification when combined. EXI2.DE charges 0.51%/yr vs 0.30%/yr for IS3S.DE.
Performance
EXI2.DE vs. IS3S.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXI2.DE achieves a 12.23% return, which is significantly lower than IS3S.DE's 35.27% return. Over the past 10 years, EXI2.DE has outperformed IS3S.DE with an annualized return of 16.14%, while IS3S.DE has yielded a comparatively lower 12.60% annualized return.
EXI2.DE
- 1D
- -0.27%
- 1M
- 5.25%
- YTD
- 12.23%
- 6M
- 12.47%
- 1Y
- 34.12%
- 3Y*
- 22.85%
- 5Y*
- 17.19%
- 10Y*
- 16.14%
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
EXI2.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 12.23% | 10.38% | 38.84% | 33.44% | -21.53% | 35.62% | 10.63% | 35.14% | -0.86% | 6.38% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between EXI2.DE and IS3S.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.74 |
The correlation between EXI2.DE and IS3S.DE shifts across timeframes, from 0.57 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.
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
EXI2.DE vs. IS3S.DE — Risk / Return Rank
EXI2.DE
IS3S.DE
EXI2.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.
| EXI2.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.83 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 10.36 | -6.15 |
| Martin ratioReturn relative to average drawdown | 15.84 | 39.01 | -23.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXI2.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | 4.53 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.02 | 1.24 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.79 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.68 | -0.28 |
Drawdowns
EXI2.DE vs. IS3S.DE - Drawdown Comparison
The maximum EXI2.DE drawdown since its inception was -59.21%, which is greater than IS3S.DE's maximum drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for EXI2.DE and IS3S.DE.
Loading charts...
Drawdown Indicators
| EXI2.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.21% | -35.18% | -24.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.07% | -6.09% | -1.98% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -17.80% | -6.95% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -17.80% | -6.95% |
Max Drawdown (10Y)Largest decline over 10 years | -30.00% | -35.18% | +5.18% |
Current DrawdownCurrent decline from peak | -1.11% | -0.83% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -17.44% | -5.82% | -11.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 1.62% | +0.53% |
Volatility
EXI2.DE vs. IS3S.DE - Volatility Comparison
The current volatility for iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) is 3.46%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that EXI2.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.
Loading charts...
Volatility by Period
| EXI2.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.46% | 5.62% | -2.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 11.32% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 13.93% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 13.85% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.57% | 15.76% | +0.81% |
EXI2.DE vs. IS3S.DE - Expense Ratio Comparison
EXI2.DE has a 0.51% expense ratio, which is higher than IS3S.DE's 0.30% expense ratio.
Dividends
EXI2.DE vs. IS3S.DE - Dividend Comparison
EXI2.DE's dividend yield for the trailing twelve months is around 0.33%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXI2.DE iShares Dow Jones Global Titans 50 UCITS ETF (DE) | 0.33% | 0.41% | 0.42% | 0.61% | 0.84% | 0.55% | 0.99% | 1.28% | 1.29% | 2.56% | 1.77% | 2.56% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXI2.DE and IS3S.DE have a correlation of 0.63, 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 0.51% for EXI2.DE.
EXI2.DE tracks Dow Jones Global Titans 50, while IS3S.DE tracks MSCI World Enhanced Value. Their fees differ too: 0.51% for EXI2.DE and 0.30% for IS3S.DE.
Find the right allocation for EXI2.DE and IS3S.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