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IS3N.DE vs. XAIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3N.DE vs. XAIX - 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 Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS3N.DE is traded in EUR, while XAIX is traded in USD. To make them comparable, the XAIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS3N.DE achieves a 28.06% return, which is significantly lower than XAIX's 32.70% return.


IS3N.DE

1D
2.55%
1M
6.99%
YTD
28.06%
6M
30.89%
1Y
48.73%
3Y*
19.82%
5Y*
9.09%
10Y*
10.44%

XAIX

1D
0.00%
1M
7.45%
YTD
32.70%
6M
35.99%
1Y
55.31%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3N.DE vs. XAIX - Yearly Performance Comparison


Correlation

The correlation between IS3N.DE and XAIX 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 (All Time)
Calculated using the full available price history since Aug 2, 2024

0.53

The correlation between IS3N.DE and XAIX has been stable across timeframes, ranging from 0.53 to 0.63 - a consistent structural relationship.

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Return for Risk

IS3N.DE vs. XAIX — 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: 8787
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8787
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8585
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 8585
Overall Rank
XAIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8484
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8383
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. XAIX - 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 Artificial Intelligence and Big Data ETF (XAIX). 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.DEXAIXDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.49

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

4.61

4.22

+0.39

Martin ratioReturn relative to average drawdown

16.02

11.99

+4.02

IS3N.DE vs. XAIX - Sharpe Ratio Comparison

The current IS3N.DE Sharpe Ratio is 2.68, which is comparable to the XAIX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of IS3N.DE and XAIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS3N.DE vs. XAIX - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, which is greater than XAIX's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and XAIX.


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Drawdown Indicators


IS3N.DEXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-27.79%

-7.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-13.17%

+2.65%

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

-0.75%

-7.49%

+6.74%

Average Drawdown

Average peak-to-trough decline

-9.26%

-5.15%

-4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

4.63%

-1.60%

Volatility

IS3N.DE vs. XAIX - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) is 7.06%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 11.73%. This indicates that IS3N.DE experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

11.73%

-4.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

18.88%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

22.40%

-4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

25.10%

-8.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.10%

25.10%

-7.00%

IS3N.DE vs. XAIX - Expense Ratio Comparison

IS3N.DE has a 0.18% expense ratio, which is lower than XAIX's 0.35% expense ratio.


Dividends

IS3N.DE vs. XAIX - Dividend Comparison

IS3N.DE has not paid dividends to shareholders, while XAIX's dividend yield for the trailing twelve months is around 0.40%.


Frequently Asked Questions


IS3N.DE and XAIX 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, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.35% for XAIX.

IS3N.DE is categorized as Emerging Markets Equities, while XAIX is Technology Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for IS3N.DE and 0.35% for XAIX.

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