IS3S.DE vs. XNAS.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.18%/yr vs 18.79%/yr for XNAS.DE. A 0.62 correlation means they provide meaningful diversification when combined. IS3S.DE charges 0.30%/yr vs 0.20%/yr for XNAS.DE.
Performance
IS3S.DE vs. XNAS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than XNAS.DE's 20.53% return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
XNAS.DE
- 1D
- -0.83%
- 1M
- 2.97%
- YTD
- 20.53%
- 6M
- 22.04%
- 1Y
- 39.25%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
IS3S.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 23.43% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 31.23% |
Correlation
The correlation between IS3S.DE and XNAS.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.62 |
The correlation between IS3S.DE and XNAS.DE has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. XNAS.DE — Risk / Return Rank
IS3S.DE
XNAS.DE
IS3S.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS3S.DE | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.42 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 3.77 | +6.43 |
| Martin ratioReturn relative to average drawdown | 37.08 | 11.16 | +25.92 |
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Drawdowns
IS3S.DE vs. XNAS.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and XNAS.DE.
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Drawdown Indicators
| IS3S.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -31.25% | -3.94% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -10.00% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -26.72% | +8.94% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -31.25% | +13.47% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | — | — |
Current DrawdownCurrent decline from peak | -1.26% | -0.83% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -7.83% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 3.38% | -1.70% |
Volatility
IS3S.DE vs. XNAS.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) at 4.31%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 4.31% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.91% | +1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 15.71% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 19.88% | -5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 19.85% | -3.19% |
IS3S.DE vs. XNAS.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than XNAS.DE's 0.20% expense ratio.
Dividends
IS3S.DE vs. XNAS.DE - Dividend Comparison
Neither IS3S.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and XNAS.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while XNAS.DE is Nasdaq-100. IS3S.DE tracks MSCI World Enhanced Value, while XNAS.DE tracks Nasdaq 100®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for IS3S.DE and 0.20% for XNAS.DE.
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