IS3R.DE vs. XCS4.DE
Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE).
IS3R.DE and XCS4.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. XCS4.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Thailand. It was launched on Jun 24, 2010. Both IS3R.DE and XCS4.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: IS3R.DE or XCS4.DE.
Key characteristics
| IS3R.DE | XCS4.DE | |
|---|---|---|
| YTD Return | 29.79% | 11.18% |
| 1Y Return | 37.50% | 8.87% |
| 3Y Return (Ann) | 6.24% | 2.07% |
| 5Y Return (Ann) | 12.78% | -2.68% |
| 10Y Return (Ann) | 13.34% | 2.39% |
| Sharpe Ratio | 2.26 | 0.71 |
| Sortino Ratio | 2.86 | 1.20 |
| Omega Ratio | 1.45 | 1.14 |
| Calmar Ratio | 2.53 | 0.34 |
| Martin Ratio | 10.40 | 1.70 |
| Ulcer Index | 3.55% | 6.51% |
| Daily Std Dev | 16.30% | 15.56% |
| Max Drawdown | -30.77% | -45.06% |
| Current Drawdown | -3.72% | -17.05% |
Correlation
The correlation between IS3R.DE and XCS4.DE is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IS3R.DE vs. XCS4.DE - Performance Comparison
In the year-to-date period, IS3R.DE achieves a 29.79% return, which is significantly higher than XCS4.DE's 11.18% return. Over the past 10 years, IS3R.DE has outperformed XCS4.DE with an annualized return of 13.34%, while XCS4.DE has yielded a comparatively lower 2.39% annualized 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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IS3R.DE vs. XCS4.DE - Expense Ratio Comparison
IS3R.DE has a 0.30% expense ratio, which is lower than XCS4.DE's 0.50% expense ratio.
Risk-Adjusted Performance
IS3R.DE vs. XCS4.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.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
IS3R.DE vs. XCS4.DE - Dividend Comparison
Neither IS3R.DE nor XCS4.DE has paid dividends to shareholders.
Drawdowns
IS3R.DE vs. XCS4.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, smaller than the maximum XCS4.DE drawdown of -45.06%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and XCS4.DE. For additional features, visit the drawdowns tool.
Volatility
IS3R.DE vs. XCS4.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) is 2.08%, while Xtrackers MSCI Thailand UCITS ETF 1C (XCS4.DE) has a volatility of 4.95%. This indicates that IS3R.DE experiences smaller price fluctuations and is considered to be less risky than XCS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.