IS3N.DE vs. XDEW.DE
IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - IS3N.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market (IMI), while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, IS3N.DE returned 10.00%/yr vs 11.25%/yr for XDEW.DE. A 0.61 correlation means they provide meaningful diversification when combined. IS3N.DE charges 0.18%/yr vs 0.20%/yr for XDEW.DE.
Performance
IS3N.DE vs. XDEW.DE - Performance Comparison
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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%
IS3N.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
IS3N.DE
XDEW.DE
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3N.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.49% | 0.00% | -2.49% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -5.39% | -3.91% |
Ulcer IndexDepth 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.DE | XDEW.DE | Difference | |
|---|---|---|---|
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.
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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