IS3T.DE vs. XDEV.DE
IS3T.DE (iShares Edge MSCI World Size Factor UCITS ETF) and XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) are both Global Equities funds - IS3T.DE tracks the MSCI World Mid Cap Equal Weighted while XDEV.DE tracks the MSCI ACWI Value NR USD. Both are passively managed. Over the past 10 years, IS3T.DE returned 7.96%/yr vs 12.35%/yr for XDEV.DE. Their correlation of 0.87 suggests significant overlap in exposure. IS3T.DE charges 0.30%/yr vs 0.25%/yr for XDEV.DE.
Performance
IS3T.DE vs. XDEV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS3T.DE achieves a 6.98% return, which is significantly lower than XDEV.DE's 35.07% return. Over the past 10 years, IS3T.DE has underperformed XDEV.DE with an annualized return of 7.96%, while XDEV.DE has yielded a comparatively higher 12.35% annualized return.
IS3T.DE
- 1D
- 0.30%
- 1M
- 0.74%
- YTD
- 6.98%
- 6M
- 8.06%
- 1Y
- 15.24%
- 3Y*
- 11.56%
- 5Y*
- 6.43%
- 10Y*
- 7.96%
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%
IS3T.DE vs. XDEV.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 | 6.98% | 8.66% | 11.91% | 12.19% | -13.42% | 22.31% | 0.63% | 26.96% | -10.50% | 9.17% |
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 IS3T.DE and XDEV.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.87 |
The correlation between IS3T.DE and XDEV.DE shifts across timeframes, from 0.74 (1 year) to 0.88 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IS3T.DE vs. XDEV.DE — Risk / Return Rank
IS3T.DE
XDEV.DE
IS3T.DE vs. XDEV.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 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.
| IS3T.DE | XDEV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.20 | ||
| Sortino ratioReturn per unit of downside risk | -4.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.81 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | 10.38 | -8.23 |
| Martin ratioReturn relative to average drawdown | 8.02 | 39.12 | -31.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS3T.DE | XDEV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 4.52 | -3.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.23 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.78 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.71 | -0.18 |
Drawdowns
IS3T.DE vs. XDEV.DE - Drawdown Comparison
The maximum IS3T.DE drawdown since its inception was -36.87%, roughly equal to the maximum XDEV.DE drawdown of -35.28%. Use the drawdown chart below to compare losses from any high point for IS3T.DE and XDEV.DE.
Loading charts...
Drawdown Indicators
| IS3T.DE | XDEV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.87% | -35.28% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -6.05% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.61% | -18.02% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -18.61% | -18.02% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -36.87% | -35.28% | -1.59% |
Current DrawdownCurrent decline from peak | -0.59% | -1.07% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.56% | -0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.61% | +0.29% |
Volatility
IS3T.DE vs. XDEV.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Size Factor UCITS ETF (IS3T.DE) is 2.77%, while Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) has a volatility of 5.77%. This indicates that IS3T.DE experiences smaller price fluctuations and is considered to be less risky than XDEV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS3T.DE | XDEV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.77% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 11.20% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 13.89% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.96% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 15.90% | -0.65% |
IS3T.DE vs. XDEV.DE - Expense Ratio Comparison
IS3T.DE has a 0.30% expense ratio, which is higher than XDEV.DE's 0.25% expense ratio.
Dividends
IS3T.DE vs. XDEV.DE - Dividend Comparison
Neither IS3T.DE nor XDEV.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3T.DE and XDEV.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 IS3T.DE.
IS3T.DE tracks MSCI World Mid Cap Equal Weighted, 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 IS3T.DE and 0.25% for XDEV.DE.
Find the right allocation for IS3T.DE and XDEV.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer