IS3R.DE vs. XDEM.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both Momentum funds tracking the MSCI World Momentum Index, from iShares and DWS respectively. Both are passively managed. Over the past 10 years, IS3R.DE returned 15.31%/yr vs 15.65%/yr for XDEM.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
IS3R.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IS3R.DE having a 22.51% return and XDEM.DE slightly higher at 22.76%. Both investments have delivered pretty close results over the past 10 years, with IS3R.DE having a 15.31% annualized return and XDEM.DE not far ahead at 15.65%.
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
IS3R.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 25.04% | 16.52% | 31.63% | 0.79% | 16.07% |
Correlation
The correlation between IS3R.DE and XDEM.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.86 |
The correlation between IS3R.DE and XDEM.DE shifts across timeframes, from 0.86 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS3R.DE vs. XDEM.DE — Risk / Return Rank
IS3R.DE
XDEM.DE
IS3R.DE vs. XDEM.DE - Risk-Adjusted Trends 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 World Momentum Factor UCITS ETF 1C (XDEM.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.
| IS3R.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 3.47 | +0.01 |
| Martin ratioReturn relative to average drawdown | 13.30 | 13.27 | +0.02 |
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
| IS3R.DE | XDEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.86 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.84 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | 0.94 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.90 | -0.05 |
Drawdowns
IS3R.DE vs. XDEM.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, roughly equal to the maximum XDEM.DE drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and XDEM.DE.
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Drawdown Indicators
| IS3R.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -30.93% | +0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -9.05% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -23.51% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -23.51% | -0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | -30.93% | +0.16% |
Current DrawdownCurrent decline from peak | -1.01% | -0.95% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -5.97% | +0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.36% | 0.00% |
Volatility
IS3R.DE vs. XDEM.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) have volatilities of 5.96% and 5.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3R.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 5.80% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 14.20% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 16.85% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 17.30% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 17.85% | -0.62% |
IS3R.DE vs. XDEM.DE - Expense Ratio Comparison
Both IS3R.DE and XDEM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
IS3R.DE vs. XDEM.DE - Dividend Comparison
Neither IS3R.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, IS3R.DE and XDEM.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.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
IS3R.DE and XDEM.DE have the same expense ratio: 0.25% per year.
Both ETFs track MSCI World Momentum Index. They also come from different issuers: iShares and DWS.
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