IS3Q.DE vs. XG12.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - IS3Q.DE tracks the MSCI World Sector Neutral Quality while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, IS3Q.DE returned 15.09%/yr vs 12.73%/yr for XG12.DE. A 0.67 correlation means they provide meaningful diversification when combined. IS3Q.DE charges 0.30%/yr vs 0.35%/yr for XG12.DE.
Performance
IS3Q.DE vs. XG12.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3Q.DE achieves a 9.47% return, which is significantly lower than XG12.DE's 39.92% 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%
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 21.70% | -5.09% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between IS3Q.DE and XG12.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.67 |
The correlation between IS3Q.DE and XG12.DE has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
IS3Q.DE vs. XG12.DE — Risk / Return Rank
IS3Q.DE
XG12.DE
IS3Q.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.59 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 7.95 | -4.99 |
| Martin ratioReturn relative to average drawdown | 11.80 | 25.46 | -13.66 |
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
| IS3Q.DE | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 3.33 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.39 | +0.37 |
Drawdowns
IS3Q.DE vs. XG12.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and XG12.DE.
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Drawdown Indicators
| IS3Q.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -32.01% | -0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -6.77% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -24.98% | +4.35% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.12% | -1.67% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -4.61% | -14.28% | +9.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.12% | -0.52% |
Volatility
IS3Q.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.37%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than XG12.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3Q.DE | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 6.86% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.31% | 12.62% | -5.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.66% | 16.18% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 17.44% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 17.44% | -2.55% |
IS3Q.DE vs. XG12.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
IS3Q.DE vs. XG12.DE - Dividend Comparison
Neither IS3Q.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3Q.DE and XG12.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3Q.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3Q.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XG12.DE.
IS3Q.DE tracks MSCI World Sector Neutral Quality, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IS3Q.DE and 0.35% for XG12.DE.
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