IS3S.DE vs. XDEM.DE
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE).
IS3S.DE and XDEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. XDEM.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. Both IS3S.DE and XDEM.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: IS3S.DE or XDEM.DE.
Key characteristics
| IS3S.DE | XDEM.DE | |
|---|---|---|
| YTD Return | 9.00% | 29.93% |
| 1Y Return | 14.58% | 37.70% |
| 3Y Return (Ann) | 7.43% | 6.33% |
| 5Y Return (Ann) | 6.75% | 12.87% |
| Sharpe Ratio | 1.56 | 2.26 |
| Sortino Ratio | 1.99 | 2.87 |
| Omega Ratio | 1.30 | 1.44 |
| Calmar Ratio | 1.78 | 2.57 |
| Martin Ratio | 7.44 | 10.49 |
| Ulcer Index | 2.26% | 3.54% |
| Daily Std Dev | 10.84% | 16.34% |
| Max Drawdown | -35.18% | -30.93% |
| Current Drawdown | -2.36% | -3.71% |
Correlation
The correlation between IS3S.DE and XDEM.DE is 0.67, 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
IS3S.DE vs. XDEM.DE - Performance Comparison
In the year-to-date period, IS3S.DE achieves a 9.00% return, which is significantly lower than XDEM.DE's 29.93% 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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IS3S.DE vs. XDEM.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Risk-Adjusted Performance
IS3S.DE vs. XDEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
Dividends
IS3S.DE vs. XDEM.DE - Dividend Comparison
Neither IS3S.DE nor XDEM.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
Drawdowns
IS3S.DE vs. XDEM.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than XDEM.DE's maximum drawdown of -30.93%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and XDEM.DE. For additional features, visit the drawdowns tool.
Volatility
IS3S.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 1.84%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 2.12%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than XDEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.