IS3S.DE vs. XG12.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds - IS3S.DE tracks the MSCI World Enhanced Value while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, IS3S.DE returned 26.82%/yr vs 12.73%/yr for XG12.DE. A 0.76 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.35%/yr for XG12.DE.
Performance
IS3S.DE vs. XG12.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 lower than XG12.DE's 39.92% 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%
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
IS3S.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -3.42% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between IS3S.DE and XG12.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.76 |
The correlation between IS3S.DE and XG12.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. XG12.DE — Risk / Return Rank
IS3S.DE
XG12.DE
IS3S.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.59 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 7.95 | +2.40 |
| Martin ratioReturn relative to average drawdown | 39.01 | 25.46 | +13.55 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 3.33 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.39 | +0.29 |
Drawdowns
IS3S.DE vs. XG12.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than XG12.DE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and XG12.DE.
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Drawdown Indicators
| IS3S.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -32.01% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -6.77% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -24.98% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | — | — |
Current DrawdownCurrent decline from peak | -0.83% | -1.67% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -14.28% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.12% | -0.50% |
Volatility
IS3S.DE vs. XG12.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) is 5.62%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that IS3S.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 6.86% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 12.62% | -1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 16.18% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 17.44% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.44% | -1.68% |
IS3S.DE vs. XG12.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
IS3S.DE vs. XG12.DE - Dividend Comparison
Neither IS3S.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and XG12.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3S.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3S.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for XG12.DE.
IS3S.DE tracks MSCI World Enhanced Value, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IS3S.DE and 0.35% for XG12.DE.
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