IS3Q.DE vs. XZEU.DE
Compare and contrast key facts about iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE).
IS3Q.DE and XZEU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3Q.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Sector Neutral Quality. It was launched on Oct 3, 2014. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. Both IS3Q.DE and XZEU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IS3Q.DE or XZEU.DE.
Key characteristics
| IS3Q.DE | XZEU.DE | |
|---|---|---|
| YTD Return | 18.79% | 12.78% |
| 1Y Return | 26.50% | 22.44% |
| 3Y Return (Ann) | 7.97% | 4.93% |
| 5Y Return (Ann) | 12.40% | 8.17% |
| Sharpe Ratio | 2.33 | 2.12 |
| Sortino Ratio | 3.15 | 2.95 |
| Omega Ratio | 1.45 | 1.38 |
| Calmar Ratio | 3.24 | 3.16 |
| Martin Ratio | 14.15 | 14.83 |
| Ulcer Index | 1.82% | 1.49% |
| Daily Std Dev | 11.00% | 10.39% |
| Max Drawdown | -32.31% | -33.18% |
| Current Drawdown | -3.42% | -3.49% |
Correlation
The correlation between IS3Q.DE and XZEU.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IS3Q.DE vs. XZEU.DE - Performance Comparison
In the year-to-date period, IS3Q.DE achieves a 18.79% return, which is significantly higher than XZEU.DE's 12.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS3Q.DE vs. XZEU.DE - Expense Ratio Comparison
IS3Q.DE has a 0.30% expense ratio, which is higher than XZEU.DE's 0.20% expense ratio.
Risk-Adjusted Performance
IS3Q.DE vs. XZEU.DE - Risk-Adjusted Performance 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 Europe ESG UCITS ETF 1C (XZEU.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.
Dividends
IS3Q.DE vs. XZEU.DE - Dividend Comparison
Neither IS3Q.DE nor XZEU.DE has paid dividends to shareholders.
Drawdowns
IS3Q.DE vs. XZEU.DE - Drawdown Comparison
The maximum IS3Q.DE drawdown since its inception was -32.31%, roughly equal to the maximum XZEU.DE drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for IS3Q.DE and XZEU.DE. For additional features, visit the drawdowns tool.
Volatility
IS3Q.DE vs. XZEU.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) is 2.32%, while Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) has a volatility of 2.53%. This indicates that IS3Q.DE experiences smaller price fluctuations and is considered to be less risky than XZEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.