XCTW.DE vs. IS3Q.DE
XCTW.DE (Xtrackers MSCI World Climate Transition UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both Global Equities funds - XCTW.DE tracks the MSCI ACWI NR USD while IS3Q.DE tracks the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 3 years, XCTW.DE returned 16.67%/yr vs 15.09%/yr for IS3Q.DE. Their correlation of 0.94 suggests significant overlap in exposure. XCTW.DE charges 0.19%/yr vs 0.30%/yr for IS3Q.DE.
Performance
XCTW.DE vs. IS3Q.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XCTW.DE having a 9.85% return and IS3Q.DE slightly lower at 9.47%.
XCTW.DE
- 1D
- 0.05%
- 1M
- 4.92%
- YTD
- 9.85%
- 6M
- 10.34%
- 1Y
- 22.78%
- 3Y*
- 16.67%
- 5Y*
- —
- 10Y*
- —
IS3Q.DE
- 1D
- 0.75%
- 1M
- 4.24%
- YTD
- 9.47%
- 6M
- 10.10%
- 1Y
- 18.87%
- 3Y*
- 15.09%
- 5Y*
- 11.35%
- 10Y*
- 12.05%
XCTW.DE vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 9.85% | 7.28% | 25.26% | 12.68% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 9.47% | 2.80% | 23.78% | 15.69% |
Correlation
The correlation between XCTW.DE and IS3Q.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.94 |
The correlation between XCTW.DE and IS3Q.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
XCTW.DE vs. IS3Q.DE — Risk / Return Rank
XCTW.DE
IS3Q.DE
XCTW.DE vs. IS3Q.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
| XCTW.DE | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.97 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.85 | 11.80 | +0.05 |
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
| XCTW.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 1.76 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.80 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.29 | 0.76 | +0.52 |
Drawdowns
XCTW.DE vs. IS3Q.DE - Drawdown Comparison
The maximum XCTW.DE drawdown since its inception was -21.64%, smaller than the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for XCTW.DE and IS3Q.DE.
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Drawdown Indicators
| XCTW.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -32.31% | +10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -6.33% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -20.63% | -1.01% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.63% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.12% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -4.61% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 1.60% | +0.32% |
Volatility
XCTW.DE vs. IS3Q.DE - Volatility Comparison
Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) has a higher volatility of 2.68% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.37%. This indicates that XCTW.DE's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCTW.DE | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.37% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 7.31% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.55% | 10.66% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.16% | 14.15% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.16% | 14.89% | -1.73% |
XCTW.DE vs. IS3Q.DE - Expense Ratio Comparison
XCTW.DE has a 0.19% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
XCTW.DE vs. IS3Q.DE - Dividend Comparison
Neither XCTW.DE nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XCTW.DE and IS3Q.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, XCTW.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCTW.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IS3Q.DE.
XCTW.DE tracks MSCI ACWI NR USD, while IS3Q.DE tracks MSCI World Sector Neutral Quality. They also come from different issuers: DWS and iShares. Their fees differ too: 0.19% for XCTW.DE and 0.30% for IS3Q.DE.
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