IXUA.DE vs. IS3S.DE
Compare and contrast key facts about iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE).
IXUA.DE and IS3S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUA.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA. It was launched on Jan 24, 2025. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. Both IXUA.DE and IS3S.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IXUA.DE vs. IS3S.DE - Performance Comparison
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IXUA.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 3.24% | 11.45% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 7.26% | 19.66% |
Returns By Period
In the year-to-date period, IXUA.DE achieves a 3.24% return, which is significantly lower than IS3S.DE's 7.26% return.
IXUA.DE
- 1D
- -0.37%
- 1M
- -0.86%
- YTD
- 3.24%
- 6M
- 7.90%
- 1Y
- 17.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- 0.13%
- 1M
- 0.82%
- YTD
- 7.26%
- 6M
- 17.31%
- 1Y
- 30.28%
- 3Y*
- 18.28%
- 5Y*
- 12.52%
- 10Y*
- 10.53%
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IXUA.DE vs. IS3S.DE - Expense Ratio Comparison
IXUA.DE has a 0.15% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Return for Risk
IXUA.DE vs. IS3S.DE — Risk / Return Rank
IXUA.DE
IS3S.DE
IXUA.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IXUA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.88 | -0.69 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.39 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 6.14 | -3.60 |
Martin ratioReturn relative to average drawdown | 10.43 | 22.48 | -12.05 |
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
| IXUA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.88 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.56 | +0.30 |
Correlation
The correlation between IXUA.DE and IS3S.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IXUA.DE vs. IS3S.DE - Dividend Comparison
Neither IXUA.DE nor IS3S.DE has paid dividends to shareholders.
Drawdowns
IXUA.DE vs. IS3S.DE - Drawdown Comparison
The maximum IXUA.DE drawdown since its inception was -16.58%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for IXUA.DE and IS3S.DE.
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Drawdown Indicators
| IXUA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -35.18% | +18.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -8.93% | -0.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -4.87% | -2.92% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -2.15% | -5.90% | +3.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 1.67% | +0.41% |
Volatility
IXUA.DE vs. IS3S.DE - Volatility Comparison
iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) have volatilities of 5.73% and 6.01%, 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
| IXUA.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 6.01% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.17% | 9.97% | -0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.95% | 16.02% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 13.59% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 15.71% | -1.00% |