IS3Q.DE vs. XDEB.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - IS3Q.DE tracks the MSCI World Sector Neutral Quality while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IS3Q.DE returned 12.05%/yr vs 6.88%/yr for XDEB.DE. A 0.67 correlation means they provide meaningful diversification when combined. IS3Q.DE charges 0.30%/yr vs 0.25%/yr for XDEB.DE.
Performance
IS3Q.DE vs. XDEB.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly higher than XDEB.DE's 1.74% return. Over the past 10 years, IS3Q.DE has outperformed XDEB.DE with an annualized return of 12.05%, while XDEB.DE has yielded a comparatively lower 6.88% annualized return.
IS3Q.DE
- 1D
- 0.75%
- 1M
- 3.07%
- YTD
- 9.47%
- 6M
- 9.57%
- 1Y
- 18.81%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
IS3Q.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -14.84% | 34.28% | 4.44% | 33.90% | -3.45% | 8.34% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | 1.99% | 3.04% |
Correlation
The correlation between IS3Q.DE and XDEB.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.67 |
Over the past year, the correlation between IS3Q.DE and XDEB.DE has dropped to 0.41 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.
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
IS3Q.DE vs. XDEB.DE — Risk / Return Rank
IS3Q.DE
XDEB.DE
IS3Q.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| IS3Q.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | -0.02 | +2.98 |
| Martin ratioReturn relative to average drawdown | 11.80 | -0.03 | +11.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS3Q.DE | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | -0.01 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.61 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.62 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.70 | +0.07 |
Drawdowns
IS3Q.DE vs. XDEB.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and XDEB.DE.
Loading charts...
Drawdown Indicators
| IS3Q.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -28.57% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -5.31% | -1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -13.02% | -7.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -13.02% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -28.57% | -3.74% |
Current DrawdownCurrent decline from peak | -0.12% | -6.53% | +6.41% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -5.03% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.37% | -0.77% |
Volatility
IS3Q.DE vs. XDEB.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) has a volatility of 2.63%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS3Q.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.63% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 5.56% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 7.86% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 10.16% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 12.03% | +2.86% |
IS3Q.DE vs. XDEB.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than XDEB.DE's 0.25% expense ratio.
Dividends
IS3Q.DE vs. XDEB.DE - Dividend Comparison
Neither IS3Q.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3Q.DE and XDEB.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3Q.DE.
IS3Q.DE tracks MSCI World Sector Neutral Quality, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IS3Q.DE and 0.25% for XDEB.DE.
Find the right allocation for IS3Q.DE and XDEB.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