IS3Q.DE vs. XMAW.DE
IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) and XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) are both Global Equities funds - IS3Q.DE tracks the MSCI World Sector Neutral Quality while XMAW.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, IS3Q.DE returned 12.58%/yr vs 12.79%/yr for XMAW.DE. With a 0.96 correlation, they move nearly in lockstep. IS3Q.DE charges 0.30%/yr vs 0.25%/yr for XMAW.DE.
Performance
IS3Q.DE vs. XMAW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3Q.DE achieves a 10.76% return, which is significantly lower than XMAW.DE's 12.73% return. Both investments have delivered pretty close results over the past 10 years, with IS3Q.DE having a 12.58% annualized return and XMAW.DE not far ahead at 12.79%.
IS3Q.DE
- 1D
- -0.26%
- 1M
- 1.53%
- YTD
- 10.76%
- 6M
- 11.12%
- 1Y
- 22.27%
- 3Y*
- 15.90%
- 5Y*
- 10.90%
- 10Y*
- 12.58%
XMAW.DE
- 1D
- -0.48%
- 1M
- 1.10%
- YTD
- 12.73%
- 6M
- 13.27%
- 1Y
- 27.47%
- 3Y*
- 18.63%
- 5Y*
- 11.66%
- 10Y*
- 12.79%
IS3Q.DE vs. XMAW.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) | 10.76% | 2.80% | 23.78% | 21.69% | -14.83% | 34.27% | 4.44% | 33.94% | -3.47% | 8.34% |
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 12.73% | 8.96% | 25.40% | 19.44% | -15.41% | 29.34% | 5.48% | 30.21% | -6.22% | 9.13% |
Correlation
The correlation between IS3Q.DE and XMAW.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.96 |
The correlation between IS3Q.DE and XMAW.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
IS3Q.DE vs. XMAW.DE — Risk / Return Rank
IS3Q.DE
XMAW.DE
IS3Q.DE vs. XMAW.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 AC World ESG Screened UCITS ETF 1C (XMAW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS3Q.DE | XMAW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 3.78 | -0.28 |
| Martin ratioReturn relative to average drawdown | 14.50 | 15.03 | -0.53 |
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Drawdowns
IS3Q.DE vs. XMAW.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.30%, roughly equal to the maximum XMAW.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and XMAW.DE.
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Drawdown Indicators
| IS3Q.DE | XMAW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.30% | -33.51% | +1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.33% | -7.24% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -20.63% | -22.09% | +1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.63% | -22.09% | +1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -32.30% | -33.51% | +1.21% |
Current DrawdownCurrent decline from peak | -0.41% | -1.27% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -4.86% | -1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.82% | -0.29% |
Volatility
IS3Q.DE vs. XMAW.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.34%, while Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) has a volatility of 3.74%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than XMAW.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 | XMAW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 3.74% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 9.07% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 12.37% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 14.37% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 15.21% | +0.61% |
IS3Q.DE vs. XMAW.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than XMAW.DE's 0.25% expense ratio.
Dividends
IS3Q.DE vs. XMAW.DE - Dividend Comparison
Neither IS3Q.DE nor XMAW.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, IS3Q.DE and XMAW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XMAW.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMAW.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 XMAW.DE tracks MSCI ACWI NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IS3Q.DE and 0.25% for XMAW.DE.
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