IS3N.DE vs. XDW0.DE
IS3N.DE (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) and XDW0.DE (Xtrackers MSCI World Energy 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 XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, IS3N.DE returned 10.00%/yr vs 9.20%/yr for XDW0.DE. At a 0.39 correlation, their price movements are largely independent. IS3N.DE charges 0.18%/yr vs 0.25%/yr for XDW0.DE.
Performance
IS3N.DE vs. XDW0.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 lower than XDW0.DE's 32.75% return. Over the past 10 years, IS3N.DE has outperformed XDW0.DE with an annualized return of 10.00%, while XDW0.DE has yielded a comparatively lower 9.20% annualized return.
IS3N.DE
- 1D
- -1.45%
- 1M
- 3.11%
- YTD
- 25.82%
- 6M
- 26.34%
- 1Y
- 45.77%
- 3Y*
- 19.99%
- 5Y*
- 8.61%
- 10Y*
- 10.00%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
IS3N.DE vs. XDW0.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% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between IS3N.DE and XDW0.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.39 |
The correlation between IS3N.DE and XDW0.DE shifts across timeframes, from -0.11 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3N.DE vs. XDW0.DE — Risk / Return Rank
IS3N.DE
XDW0.DE
IS3N.DE vs. XDW0.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 Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.37 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.42 | 2.98 | +1.44 |
| Martin ratioReturn relative to average drawdown | 16.00 | 9.92 | +6.09 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 2.10 | +0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.84 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.35 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Drawdowns
IS3N.DE vs. XDW0.DE - Drawdown Comparison
The maximum IS3N.DE drawdown since its inception was -35.06%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for IS3N.DE and XDW0.DE.
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Drawdown Indicators
| IS3N.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.06% | -61.44% | +26.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -15.05% | +4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -19.17% | -23.71% | +4.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -23.71% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -32.51% | -61.44% | +28.93% |
Current DrawdownCurrent decline from peak | -2.49% | -7.38% | +4.89% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -13.84% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 4.53% | -1.62% |
Volatility
IS3N.DE vs. XDW0.DE - Volatility Comparison
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) have volatilities of 7.16% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3N.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.16% | 6.96% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.69% | 18.42% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.32% | 21.48% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 24.04% | -7.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 26.02% | -7.98% |
IS3N.DE vs. XDW0.DE - Expense Ratio Comparison
IS3N.DE has a 0.18% expense ratio, which is lower than XDW0.DE's 0.25% 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. XDW0.DE - Dividend Comparison
Neither IS3N.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3N.DE and XDW0.DE have a correlation of -0.11, 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 0.25% for XDW0.DE.
IS3N.DE is categorized as Emerging Markets Equities, while XDW0.DE is Energy Equities. IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI), while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for IS3N.DE and 0.25% for XDW0.DE.
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