PortfoliosLab logoPortfoliosLab logo
IS3N.DE vs. EXUS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. EXUS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS3N.DE achieves a 24.88% return, which is significantly higher than EXUS.DE's 10.45% return.


IS3N.DE

1D
3.12%
1M
4.34%
YTD
24.88%
6M
27.74%
1Y
45.03%
3Y*
18.80%
5Y*
8.46%
10Y*
10.23%

EXUS.DE

1D
1.99%
1M
3.82%
YTD
10.45%
6M
12.24%
1Y
22.41%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. EXUS.DE - Yearly Performance Comparison


2026 (YTD)20252024
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.88%17.14%9.90%
EXUS.DE
Xtrackers MSCI World ex USA UCITS ETF 1C USD
10.45%17.80%4.15%

Correlation

The correlation between IS3N.DE and EXUS.DE is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2024

0.66

The correlation between IS3N.DE and EXUS.DE has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.

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

IS3N.DE vs. EXUS.DE — Risk / Return Rank

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

IS3N.DE
IS3N.DE Risk / Return Rank: 8484
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8484
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

EXUS.DE
EXUS.DE Risk / Return Rank: 6060
Overall Rank
EXUS.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EXUS.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
EXUS.DE Omega Ratio Rank: 6060
Omega Ratio Rank
EXUS.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EXUS.DE Martin Ratio Rank: 6363
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.

IS3N.DE vs. EXUS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.


IS3N.DEEXUS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

1.44

1.32

+0.12

Calmar ratioReturn relative to maximum drawdown

4.10

2.51

+1.59

Martin ratioReturn relative to average drawdown

14.25

9.96

+4.29

IS3N.DE vs. EXUS.DE - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.40, which is higher than the EXUS.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of IS3N.DE and EXUS.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.


Loading charts...

Drawdowns

IS3N.DE vs. EXUS.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and EXUS.DE.


Loading charts...

Drawdown Indicators


IS3N.DEEXUS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-16.21%

-18.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-8.67%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.18%

Max Drawdown (5Y)

Largest decline over 5 years

-21.99%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-3.21%

-0.03%

-3.18%

Average Drawdown

Average peak-to-trough decline

-9.27%

-1.78%

-7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.19%

+0.84%

Volatility

IS3N.DE vs. EXUS.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.31% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.68%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS3N.DEEXUS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

3.68%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

15.53%

10.41%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

12.66%

+5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

13.46%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

13.46%

+4.62%

IS3N.DE vs. EXUS.DE - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3N.DE vs. EXUS.DE - Dividend Comparison

Neither IS3N.DE nor EXUS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and EXUS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for IS3N.DE.

IS3N.DE is categorized as Emerging Markets Equities, while EXUS.DE is Global Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for IS3N.DE and 0.15% for EXUS.DE.

Portfolio Optimizer

Find the right allocation for IS3N.DE and EXUS.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