IS3T.DE vs. XDEM.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) are both exchange-traded funds - IS3T.DE is a Global Equities fund tracking the MSCI World Mid Cap Equal Weighted, while XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, IS3T.DE returned 8.73%/yr vs 16.73%/yr for XDEM.DE. A 0.79 correlation means they provide meaningful diversification when combined. IS3T.DE charges 0.30%/yr vs 0.25%/yr for XDEM.DE.
Performance
IS3T.DE vs. XDEM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3T.DE achieves a 8.90% return, which is significantly lower than XDEM.DE's 29.03% return. Over the past 10 years, IS3T.DE has underperformed XDEM.DE with an annualized return of 8.73%, while XDEM.DE has yielded a comparatively higher 16.73% annualized return.
IS3T.DE
- 1D
- 0.37%
- 1M
- 1.82%
- YTD
- 8.90%
- 6M
- 9.88%
- 1Y
- 18.96%
- 3Y*
- 12.94%
- 5Y*
- 6.41%
- 10Y*
- 8.73%
XDEM.DE
- 1D
- 1.63%
- 1M
- 6.79%
- YTD
- 29.03%
- 6M
- 28.98%
- 1Y
- 40.31%
- 3Y*
- 28.45%
- 5Y*
- 15.28%
- 10Y*
- 16.73%
IS3T.DE vs. XDEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3T.DE iShares Edge MSCI World Size Factor UCITS ETF | 8.90% | 8.66% | 11.94% | 12.17% | -13.42% | 22.33% | 0.62% | 26.96% | -10.50% | 9.17% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 29.03% | 8.09% | 38.22% | 8.18% | -13.65% | 24.74% | 16.54% | 31.58% | 0.81% | 16.07% |
Correlation
The correlation between IS3T.DE and XDEM.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.79 |
Over the past year, the correlation between IS3T.DE and XDEM.DE has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
IS3T.DE vs. XDEM.DE — Risk / Return Rank
IS3T.DE
XDEM.DE
IS3T.DE vs. XDEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.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.
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.
| IS3T.DE | XDEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.45 | -1.79 |
| Martin ratioReturn relative to average drawdown | 10.06 | 16.95 | -6.89 |
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Drawdowns
IS3T.DE vs. XDEM.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.85%, which is greater than XDEM.DE's maximum drawdown of -30.94%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and XDEM.DE.
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Drawdown Indicators
| IS3T.DE | XDEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.85% | -30.94% | -5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -9.01% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -18.63% | -23.51% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -23.51% | +4.88% |
Max Drawdown (10Y)Largest decline over 10 years | -36.85% | -30.94% | -5.91% |
Current DrawdownCurrent decline from peak | 0.00% | -1.24% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -7.92% | -7.38% | -0.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.37% | -0.49% |
Volatility
IS3T.DE vs. XDEM.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.22%, while Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a volatility of 6.97%. This indicates that IS3T.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.
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Volatility by Period
| IS3T.DE | XDEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 6.97% | -4.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 15.01% | -6.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.65% | 17.90% | -6.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 17.51% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.11% | 18.14% | -2.03% |
IS3T.DE vs. XDEM.DE - Expense Ratio Comparison
IS3T.DE has a 0.30% expense ratio, which is higher than XDEM.DE's 0.25% expense ratio.
Dividends
IS3T.DE vs. XDEM.DE - Dividend Comparison
Neither IS3T.DE nor XDEM.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3T.DE and XDEM.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3T.DE.
IS3T.DE is categorized as Global Equities, while XDEM.DE is Momentum. IS3T.DE tracks MSCI World Mid Cap Equal Weighted, while XDEM.DE tracks MSCI World Momentum Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.30% for IS3T.DE and 0.25% for XDEM.DE.
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