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IS3U.DE vs. XMLC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IS3U.DE vs. XMLC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and L&G Clean Water UCITS ETF (XMLC.DE). The values are adjusted to include any dividend payments, if applicable.

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IS3U.DE vs. XMLC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
-1.06%14.48%0.41%17.60%-6.82%28.35%-4.13%8.28%
XMLC.DE
L&G Clean Water UCITS ETF
2.45%3.88%9.96%17.08%-12.64%37.15%7.97%11.56%

Returns By Period

In the year-to-date period, IS3U.DE achieves a -1.06% return, which is significantly lower than XMLC.DE's 2.45% return.


IS3U.DE

1D
2.22%
1M
-4.54%
YTD
-1.06%
6M
1.28%
1Y
5.53%
3Y*
6.09%
5Y*
8.07%
10Y*
9.25%

XMLC.DE

1D
2.78%
1M
-6.77%
YTD
2.45%
6M
2.02%
1Y
9.52%
3Y*
9.59%
5Y*
7.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IS3U.DE vs. XMLC.DE - Expense Ratio Comparison

IS3U.DE has a 0.25% expense ratio, which is lower than XMLC.DE's 0.49% expense ratio.


Return for Risk

IS3U.DE vs. XMLC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3U.DE
IS3U.DE Risk / Return Rank: 2121
Overall Rank
IS3U.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3U.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IS3U.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3U.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
IS3U.DE Martin Ratio Rank: 2323
Martin Ratio Rank

XMLC.DE
XMLC.DE Risk / Return Rank: 3030
Overall Rank
XMLC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMLC.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XMLC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XMLC.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XMLC.DE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3U.DE vs. XMLC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) and L&G Clean Water UCITS ETF (XMLC.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.


IS3U.DEXMLC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.57

-0.22

Sortino ratio

Return per unit of downside risk

0.56

0.86

-0.31

Omega ratio

Gain probability vs. loss probability

1.08

1.12

-0.04

Calmar ratio

Return relative to maximum drawdown

0.53

0.89

-0.36

Martin ratio

Return relative to average drawdown

1.80

3.00

-1.20

IS3U.DE vs. XMLC.DE - Sharpe Ratio Comparison

The current IS3U.DE Sharpe Ratio is 0.35, which is lower than the XMLC.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IS3U.DE and XMLC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IS3U.DEXMLC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.57

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.58

-0.12

Correlation

The correlation between IS3U.DE and XMLC.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IS3U.DE vs. XMLC.DE - Dividend Comparison

Neither IS3U.DE nor XMLC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IS3U.DE vs. XMLC.DE - Drawdown Comparison

The maximum IS3U.DE drawdown since its inception was -38.98%, which is greater than XMLC.DE's maximum drawdown of -35.25%. Use the drawdown chart below to compare losses from any high point for IS3U.DE and XMLC.DE.


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Drawdown Indicators


IS3U.DEXMLC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-35.25%

-3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.30%

-11.93%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.82%

-20.54%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-6.87%

-7.26%

+0.39%

Average Drawdown

Average peak-to-trough decline

-5.86%

-6.30%

+0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.28%

-0.08%

Volatility

IS3U.DE vs. XMLC.DE - Volatility Comparison

The current volatility for iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) is 5.38%, while L&G Clean Water UCITS ETF (XMLC.DE) has a volatility of 6.07%. This indicates that IS3U.DE experiences smaller price fluctuations and is considered to be less risky than XMLC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3U.DEXMLC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

6.07%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

10.21%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.88%

16.66%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

15.42%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

18.72%

-1.31%