IS3S.DE vs. XDEV.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IS3S.DE tracks the MSCI World Enhanced Value while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 12.35%/yr for XDEV.DE. With a 0.95 correlation, they move nearly in lockstep. IS3S.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.
Performance
IS3S.DE vs. XDEV.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS3S.DE having a 35.27% return and XDEV.DE slightly lower at 35.07%. Both investments have delivered pretty close results over the past 10 years, with IS3S.DE having a 12.60% annualized return and XDEV.DE not far behind at 12.35%.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
XDEV.DE
- 1D
- -0.89%
- 1M
- 11.02%
- YTD
- 35.07%
- 6M
- 38.05%
- 1Y
- 63.16%
- 3Y*
- 26.76%
- 5Y*
- 17.35%
- 10Y*
- 12.35%
IS3S.DE vs. XDEV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 35.07% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
Correlation
The correlation between IS3S.DE and XDEV.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.95 |
The correlation between IS3S.DE and XDEV.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. XDEV.DE — Risk / Return Rank
IS3S.DE
XDEV.DE
IS3S.DE vs. XDEV.DE - Risk-Adjusted Trends 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 Value Factor UCITS ETF 1C (XDEV.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.
| IS3S.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.81 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 10.38 | -0.02 |
| Martin ratioReturn relative to average drawdown | 39.01 | 39.12 | -0.12 |
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
| IS3S.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 4.52 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 1.23 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.78 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.71 | -0.02 |
Drawdowns
IS3S.DE vs. XDEV.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and XDEV.DE.
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Drawdown Indicators
| IS3S.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -35.28% | +0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.05% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -18.02% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -18.02% | +0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -35.28% | +0.10% |
Current DrawdownCurrent decline from peak | -0.83% | -1.07% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -5.56% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.61% | +0.01% |
Volatility
IS3S.DE vs. XDEV.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) have volatilities of 5.62% and 5.77%, 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
| IS3S.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.77% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 11.20% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 13.89% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 13.96% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 15.90% | -0.14% |
IS3S.DE vs. XDEV.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
IS3S.DE vs. XDEV.DE - Dividend Comparison
Neither IS3S.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, IS3S.DE and XDEV.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.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE tracks MSCI World Enhanced Value, while XDEV.DE tracks MSCI ACWI Value NR USD. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IS3S.DE and 0.25% for XDEV.DE.
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