IS3S.DE vs. XDW0.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.60%/yr vs 9.20%/yr for XDW0.DE. A 0.58 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.25%/yr for XDW0.DE.
Performance
IS3S.DE vs. XDW0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 35.27% return, which is significantly higher than XDW0.DE's 32.75% return. Over the past 10 years, IS3S.DE has outperformed XDW0.DE with an annualized return of 12.60%, while XDW0.DE has yielded a comparatively lower 9.20% annualized return.
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%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
IS3S.DE vs. XDW0.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% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between IS3S.DE and XDW0.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.58 |
Over the past year, the correlation between IS3S.DE and XDW0.DE has dropped to 0.04 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
IS3S.DE vs. XDW0.DE — Risk / Return Rank
IS3S.DE
XDW0.DE
IS3S.DE vs. XDW0.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 Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.56 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.37 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 2.98 | +7.38 |
| Martin ratioReturn relative to average drawdown | 39.01 | 9.92 | +29.09 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 2.10 | +2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.84 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.35 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.37 | +0.32 |
Drawdowns
IS3S.DE vs. XDW0.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and XDW0.DE.
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Drawdown Indicators
| IS3S.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -61.44% | +26.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -15.05% | +8.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -23.71% | +5.91% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -23.71% | +5.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -61.44% | +26.26% |
Current DrawdownCurrent decline from peak | -0.83% | -7.38% | +6.55% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -13.84% | +8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 4.53% | -2.91% |
Volatility
IS3S.DE vs. XDW0.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.62%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 6.96% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 18.42% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 21.48% | -7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 24.04% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 26.02% | -10.26% |
IS3S.DE vs. XDW0.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than XDW0.DE's 0.25% expense ratio.
Dividends
IS3S.DE vs. XDW0.DE - Dividend Comparison
Neither IS3S.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and XDW0.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDW0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDW0.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while XDW0.DE is Energy Equities. IS3S.DE tracks MSCI World Enhanced Value, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IS3S.DE and 0.25% for XDW0.DE.
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