IUSC.DE vs. DBX3.DE
IUSC.DE (iShares MSCI EM Latin America UCITS ETF (Dist)) and DBX3.DE (Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C) are both Latin America Equities funds - IUSC.DE tracks the MSCI Emerging Markets Latin America 10/40 while DBX3.DE tracks the MSCI Emerging Markets Latin America Low Carbon SRI Leaders. Both are passively managed. Over the past 10 years, IUSC.DE returned 6.94%/yr vs 4.77%/yr for DBX3.DE. Their correlation of 0.92 suggests significant overlap in exposure. IUSC.DE charges 0.20%/yr vs 0.40%/yr for DBX3.DE.
Performance
IUSC.DE vs. DBX3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSC.DE achieves a 10.69% return, which is significantly higher than DBX3.DE's 9.35% return. Over the past 10 years, IUSC.DE has outperformed DBX3.DE with an annualized return of 6.94%, while DBX3.DE has yielded a comparatively lower 4.77% annualized return.
IUSC.DE
- 1D
- -0.68%
- 1M
- -7.19%
- YTD
- 10.69%
- 6M
- 8.24%
- 1Y
- 33.46%
- 3Y*
- 10.03%
- 5Y*
- 9.18%
- 10Y*
- 6.94%
DBX3.DE
- 1D
- -1.65%
- 1M
- -7.09%
- YTD
- 9.35%
- 6M
- 7.34%
- 1Y
- 24.77%
- 3Y*
- 7.78%
- 5Y*
- 5.42%
- 10Y*
- 4.77%
IUSC.DE vs. DBX3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSC.DE iShares MSCI EM Latin America UCITS ETF (Dist) | 10.69% | 36.88% | -22.89% | 28.61% | 15.20% | -3.88% | -19.69% | 18.47% | -2.77% | 6.14% |
DBX3.DE Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C | 9.35% | 40.51% | -24.96% | 22.19% | 12.46% | -15.09% | -21.52% | 21.36% | -3.41% | 7.06% |
Correlation
The correlation between IUSC.DE and DBX3.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2008 | 0.92 |
The correlation between IUSC.DE and DBX3.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
IUSC.DE vs. DBX3.DE — Risk / Return Rank
IUSC.DE
DBX3.DE
IUSC.DE vs. DBX3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) and Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.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.
| IUSC.DE | DBX3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.27 | +0.72 |
| Martin ratioReturn relative to average drawdown | 9.20 | 6.68 | +2.53 |
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
| IUSC.DE | DBX3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.33 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.25 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.19 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.04 | +0.04 |
Drawdowns
IUSC.DE vs. DBX3.DE - Drawdown Comparison
The maximum IUSC.DE drawdown since its inception was -58.97%, roughly equal to the maximum DBX3.DE drawdown of -60.04%. Use the drawdown chart below to compare losses from any high point for IUSC.DE and DBX3.DE.
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Drawdown Indicators
| IUSC.DE | DBX3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.97% | -60.04% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -10.84% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -25.40% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -26.43% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -49.91% | -51.11% | +1.20% |
Current DrawdownCurrent decline from peak | -11.12% | -10.84% | -0.28% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -25.10% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.70% | -0.07% |
Volatility
IUSC.DE vs. DBX3.DE - Volatility Comparison
iShares MSCI EM Latin America UCITS ETF (Dist) (IUSC.DE) and Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) have volatilities of 5.36% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSC.DE | DBX3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.36% | 5.54% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 15.63% | -0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.96% | 18.50% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.76% | 21.41% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.22% | 25.58% | -0.36% |
IUSC.DE vs. DBX3.DE - Expense Ratio Comparison
IUSC.DE has a 0.20% expense ratio, which is lower than DBX3.DE's 0.40% expense ratio.
Dividends
IUSC.DE vs. DBX3.DE - Dividend Comparison
IUSC.DE's dividend yield for the trailing twelve months is around 3.02%, while DBX3.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBX3.DE Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSC.DE iShares MSCI EM Latin America UCITS ETF (Dist) | 3.02% | 3.20% | 5.24% | 3.98% | 6.78% | 2.68% | 1.65% | 2.07% | 1.88% | 1.41% | 1.22% | 2.65% |
Frequently Asked Questions
With a correlation of 0.93, IUSC.DE and DBX3.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IUSC.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSC.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for DBX3.DE.
IUSC.DE tracks MSCI Emerging Markets Latin America 10/40, while DBX3.DE tracks MSCI Emerging Markets Latin America Low Carbon SRI Leaders. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IUSC.DE and 0.40% for DBX3.DE.
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