IS3R.DE vs. XWEM.DE
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and XWEM.DE (Xtrackers MSCI World Momentum ESG UCITS ETF 1C) are both Momentum funds - IS3R.DE tracks the MSCI World Momentum Index while XWEM.DE tracks the MSCI World Momentum Low Carbon SRI Screened Select Index. Both are passively managed. Over the past year, IS3R.DE returned 31.46% vs 31.14% for XWEM.DE. With a 0.95 correlation, they move nearly in lockstep. Both charge a 0.25% expense ratio.
Performance
IS3R.DE vs. XWEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3R.DE achieves a 22.51% return, which is significantly higher than XWEM.DE's 19.94% return.
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%
XWEM.DE
- 1D
- -0.96%
- 1M
- 6.34%
- YTD
- 19.94%
- 6M
- 21.16%
- 1Y
- 31.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3R.DE vs. XWEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 7.66% |
XWEM.DE Xtrackers MSCI World Momentum ESG UCITS ETF 1C | 19.94% | 8.67% | 36.15% | -1.01% |
Correlation
The correlation between IS3R.DE and XWEM.DE is 0.94, 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 | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.95 |
The correlation between IS3R.DE and XWEM.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. XWEM.DE — Risk / Return Rank
IS3R.DE
XWEM.DE
IS3R.DE vs. XWEM.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 ESG UCITS ETF 1C (XWEM.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 | XWEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.33 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 1.94 | +1.54 |
| Martin ratioReturn relative to average drawdown | 13.30 | 3.88 | +9.41 |
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 | XWEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.17 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.97 | -0.12 |
Drawdowns
IS3R.DE vs. XWEM.DE - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.77%, which is greater than XWEM.DE's maximum drawdown of -22.80%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and XWEM.DE.
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Drawdown Indicators
| IS3R.DE | XWEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.77% | -22.80% | -7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -15.98% | +6.97% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.77% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | -0.96% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -5.51% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 8.00% | -5.64% |
Volatility
IS3R.DE vs. XWEM.DE - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 5.96% compared to Xtrackers MSCI World Momentum ESG UCITS ETF 1C (XWEM.DE) at 4.83%. This indicates that IS3R.DE's price experiences larger fluctuations and is considered to be riskier than XWEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3R.DE | XWEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 4.83% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 14.33% | 12.62% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 26.61% | -9.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.32% | 21.80% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 21.80% | -4.57% |
IS3R.DE vs. XWEM.DE - Expense Ratio Comparison
Both IS3R.DE and XWEM.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. XWEM.DE - Dividend Comparison
Neither IS3R.DE nor XWEM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, IS3R.DE and XWEM.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 XWEM.DE have the same expense ratio: 0.25% per year.
IS3R.DE tracks MSCI World Momentum Index, while XWEM.DE tracks MSCI World Momentum Low Carbon SRI Screened Select Index. They also come from different issuers: iShares and Xtrackers.
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