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

Performance

IS3N.DE vs. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3N.DE achieves a 25.82% return, which is significantly higher than XDEW.DE's 10.39% return. Over the past 10 years, IS3N.DE has underperformed XDEW.DE with an annualized return of 10.00%, while XDEW.DE has yielded a comparatively higher 11.25% annualized return.


IS3N.DE

1D
-1.45%
1M
2.58%
YTD
25.82%
6M
26.89%
1Y
45.44%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%

XDEW.DE

1D
0.30%
1M
4.55%
YTD
10.39%
6M
10.80%
1Y
17.39%
3Y*
12.12%
5Y*
9.22%
10Y*
11.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%7.38%7.07%21.01%-11.06%20.43%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
10.39%-0.46%18.66%10.08%-6.94%41.59%1.18%31.25%-4.52%4.00%

Correlation

The correlation between IS3N.DE and XDEW.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.61

The correlation between IS3N.DE and XDEW.DE shifts across timeframes, from 0.49 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3N.DE vs. XDEW.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: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 5555
Overall Rank
XDEW.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 5959
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. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.


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

+1.03

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.49

1.30

+0.19

Calmar ratioReturn relative to maximum drawdown

4.42

3.51

+0.91

Martin ratioReturn relative to average drawdown

16.00

10.36

+5.65

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

The current IS3N.DE Sharpe Ratio is 2.69, which is higher than the XDEW.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of IS3N.DE and XDEW.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.


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Sharpe Ratios by Period


IS3N.DEXDEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.66

+1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.61

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.66

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.68

-0.24

Drawdowns

IS3N.DE vs. XDEW.DE - Drawdown Comparison

The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and XDEW.DE.


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Drawdown Indicators


IS3N.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.06%

-38.79%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-5.06%

-5.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.17%

-22.70%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

-22.70%

+0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

-38.79%

+6.28%

Current Drawdown

Current decline from peak

-2.49%

0.00%

-2.49%

Average Drawdown

Average peak-to-trough decline

-9.30%

-5.39%

-3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.72%

+1.19%

Volatility

IS3N.DE vs. XDEW.DE - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a higher volatility of 7.16% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.06%. This indicates that IS3N.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3N.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

2.06%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

6.75%

+7.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.32%

10.70%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

14.89%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

16.86%

+1.18%

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

IS3N.DE has a 0.18% expense ratio, which is lower than XDEW.DE's 0.20% expense ratio. Despite the difference, 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. XDEW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IS3N.DE and XDEW.DE have a correlation of 0.50, 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 0.20% for XDEW.DE.

IS3N.DE is categorized as Emerging Markets Equities, while XDEW.DE is S&P 500. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while XDEW.DE tracks S&P 500 Equal Weight Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for IS3N.DE and 0.20% for XDEW.DE.

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