XAMB.DE vs. IS3S.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XAMB.DE tracks the MSCI World SRI Filtered PAB while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.82 suggests significant overlap in exposure. XAMB.DE charges 0.18%/yr vs 0.30%/yr for IS3S.DE.
Performance
XAMB.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly lower than IS3S.DE's 35.27% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
XAMB.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -9.61% |
Correlation
The correlation between XAMB.DE and IS3S.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.82 |
The correlation between XAMB.DE and IS3S.DE has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.
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Return for Risk
XAMB.DE vs. IS3S.DE — Risk / Return Rank
XAMB.DE
IS3S.DE
XAMB.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.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.
| XAMB.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.83 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 10.36 | -7.86 |
| Martin ratioReturn relative to average drawdown | 9.16 | 39.01 | -29.85 |
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
| XAMB.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 4.53 | -2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.24 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.68 | +0.06 |
Drawdowns
XAMB.DE vs. IS3S.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and IS3S.DE.
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Drawdown Indicators
| XAMB.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -35.18% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -6.09% | -2.19% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -17.80% | -4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -17.80% | -4.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -5.82% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 1.62% | +0.64% |
Volatility
XAMB.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 3.89%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XAMB.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XAMB.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.62% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 11.32% | -1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 13.93% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 13.85% | +1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.76% | +0.64% |
XAMB.DE vs. IS3S.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XAMB.DE vs. IS3S.DE - Dividend Comparison
Neither XAMB.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and IS3S.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3S.DE.
XAMB.DE tracks MSCI World SRI Filtered PAB, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.30% for IS3S.DE.
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