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EXS3.DE vs. FWIA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EXS3.DE and FWIA.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

EXS3.DE vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MDAX UCITS ETF (DE) (EXS3.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.62%
6.41%
EXS3.DE
FWIA.DE

Key characteristics

Sharpe Ratio

EXS3.DE:

0.40

FWIA.DE:

2.06

Sortino Ratio

EXS3.DE:

0.64

FWIA.DE:

2.88

Omega Ratio

EXS3.DE:

1.07

FWIA.DE:

1.40

Calmar Ratio

EXS3.DE:

0.15

FWIA.DE:

3.10

Martin Ratio

EXS3.DE:

0.95

FWIA.DE:

14.12

Ulcer Index

EXS3.DE:

5.56%

FWIA.DE:

1.72%

Daily Std Dev

EXS3.DE:

13.52%

FWIA.DE:

11.84%

Max Drawdown

EXS3.DE:

-63.82%

FWIA.DE:

-7.83%

Current Drawdown

EXS3.DE:

-26.18%

FWIA.DE:

-0.30%

Returns By Period

In the year-to-date period, EXS3.DE achieves a 6.61% return, which is significantly higher than FWIA.DE's 4.49% return.


EXS3.DE

YTD

6.61%

1M

4.91%

6M

9.00%

1Y

5.38%

5Y*

-1.77%

10Y*

2.59%

FWIA.DE

YTD

4.49%

1M

2.02%

6M

14.12%

1Y

24.28%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EXS3.DE vs. FWIA.DE - Expense Ratio Comparison

EXS3.DE has a 0.51% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.


EXS3.DE
iShares MDAX UCITS ETF (DE)
Expense ratio chart for EXS3.DE: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
Expense ratio chart for FWIA.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

EXS3.DE vs. FWIA.DE — Risk-Adjusted Performance Rank

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

EXS3.DE
The Risk-Adjusted Performance Rank of EXS3.DE is 1414
Overall Rank
The Sharpe Ratio Rank of EXS3.DE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EXS3.DE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of EXS3.DE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of EXS3.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of EXS3.DE is 1414
Martin Ratio Rank

FWIA.DE
The Risk-Adjusted Performance Rank of FWIA.DE is 8585
Overall Rank
The Sharpe Ratio Rank of FWIA.DE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of FWIA.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of FWIA.DE is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FWIA.DE is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FWIA.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXS3.DE vs. FWIA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.


Sharpe ratio
The chart of Sharpe ratio for EXS3.DE, currently valued at 0.12, compared to the broader market0.002.004.000.121.72
The chart of Sortino ratio for EXS3.DE, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.0012.000.282.45
The chart of Omega ratio for EXS3.DE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.31
The chart of Calmar ratio for EXS3.DE, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.102.72
The chart of Martin ratio for EXS3.DE, currently valued at 0.27, compared to the broader market0.0020.0040.0060.0080.00100.000.2710.26
EXS3.DE
FWIA.DE

The current EXS3.DE Sharpe Ratio is 0.40, which is lower than the FWIA.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of EXS3.DE and FWIA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.12
1.72
EXS3.DE
FWIA.DE

Dividends

EXS3.DE vs. FWIA.DE - Dividend Comparison

Neither EXS3.DE nor FWIA.DE has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
EXS3.DE
iShares MDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.49%0.53%0.49%0.40%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EXS3.DE vs. FWIA.DE - Drawdown Comparison

The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than FWIA.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and FWIA.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-11.43%
-0.18%
EXS3.DE
FWIA.DE

Volatility

EXS3.DE vs. FWIA.DE - Volatility Comparison

iShares MDAX UCITS ETF (DE) (EXS3.DE) has a higher volatility of 4.11% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 3.26%. This indicates that EXS3.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.11%
3.26%
EXS3.DE
FWIA.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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