PortfoliosLab logoPortfoliosLab logo
XCTW.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCTW.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XCTW.DE achieves a 9.85% return, which is significantly lower than IS3S.DE's 35.27% return.


XCTW.DE

1D
0.05%
1M
4.92%
YTD
9.85%
6M
10.34%
1Y
22.78%
3Y*
16.67%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCTW.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XCTW.DE
Xtrackers MSCI World Climate Transition UCITS ETF
9.85%7.28%25.26%12.68%
IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
35.27%25.13%11.36%7.76%

Correlation

The correlation between XCTW.DE and IS3S.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.77

The correlation between XCTW.DE and IS3S.DE has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XCTW.DE vs. IS3S.DE — Risk / Return Rank

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

XCTW.DE
XCTW.DE Risk / Return Rank: 6161
Overall Rank
XCTW.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XCTW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XCTW.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XCTW.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
XCTW.DE Martin Ratio Rank: 6666
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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.

XCTW.DE vs. IS3S.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 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.


XCTW.DEIS3S.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-3.34

Omega ratioGain probability vs. loss probability

1.37

1.83

-0.46

Calmar ratioReturn relative to maximum drawdown

2.94

10.36

-7.42

Martin ratioReturn relative to average drawdown

11.85

39.01

-27.15

XCTW.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current XCTW.DE Sharpe Ratio is 1.96, which is lower than the IS3S.DE Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of XCTW.DE and IS3S.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XCTW.DEIS3S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

4.53

-2.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.68

+0.60

Drawdowns

XCTW.DE vs. IS3S.DE - Drawdown Comparison

The maximum XCTW.DE drawdown since its inception was -21.64%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XCTW.DE and IS3S.DE.


Loading charts...

Drawdown Indicators


XCTW.DEIS3S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-35.18%

+13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-6.09%

-1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-17.80%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-17.80%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

-0.31%

-0.83%

+0.52%

Average Drawdown

Average peak-to-trough decline

-2.65%

-5.82%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

1.62%

+0.30%

Volatility

XCTW.DE vs. IS3S.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) is 2.68%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XCTW.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.


Loading charts...

Volatility by Period


XCTW.DEIS3S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

5.62%

-2.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

11.32%

-3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

13.93%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

13.85%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

15.76%

-2.60%

XCTW.DE vs. IS3S.DE - Expense Ratio Comparison

XCTW.DE has a 0.19% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


Dividends

XCTW.DE vs. IS3S.DE - Dividend Comparison

Neither XCTW.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCTW.DE and IS3S.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 IS3S.DE.

XCTW.DE tracks MSCI ACWI NR USD, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: DWS and iShares. Their fees differ too: 0.19% for XCTW.DE and 0.30% for IS3S.DE.

Portfolio Optimizer

Find the right allocation for XCTW.DE and IS3S.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer