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XD9U.DE vs. IS3H.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9U.DE vs. IS3H.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XD9U.DE achieves a 10.62% return, which is significantly lower than IS3H.DE's 12.80% return. Over the past 10 years, XD9U.DE has outperformed IS3H.DE with an annualized return of 15.09%, while IS3H.DE has yielded a comparatively lower 11.07% annualized return.


XD9U.DE

1D
-1.03%
1M
0.25%
YTD
10.62%
6M
10.86%
1Y
24.34%
3Y*
19.00%
5Y*
13.39%
10Y*
15.09%

IS3H.DE

1D
0.19%
1M
2.45%
YTD
12.80%
6M
13.33%
1Y
23.07%
3Y*
20.17%
5Y*
9.59%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9U.DE vs. IS3H.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
10.62%4.61%32.32%23.38%-15.69%38.72%9.42%34.69%-1.29%6.77%
IS3H.DE
iShares MSCI EMU Mid Cap UCITS ETF
12.80%30.84%11.73%8.69%-14.80%15.41%3.89%29.27%-15.98%19.16%

Correlation

The correlation between XD9U.DE and IS3H.DE is 0.55, 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

0.55

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

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since May 28, 2014

0.67

The correlation between XD9U.DE and IS3H.DE shifts across timeframes, from 0.54 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XD9U.DE vs. IS3H.DE — Risk / Return Rank

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

XD9U.DE
XD9U.DE Risk / Return Rank: 7272
Overall Rank
XD9U.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XD9U.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XD9U.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XD9U.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XD9U.DE Martin Ratio Rank: 7171
Martin Ratio Rank

IS3H.DE
IS3H.DE Risk / Return Rank: 6565
Overall Rank
IS3H.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IS3H.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
IS3H.DE Omega Ratio Rank: 6565
Omega Ratio Rank
IS3H.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
IS3H.DE Martin Ratio Rank: 6464
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.

XD9U.DE vs. IS3H.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and iShares MSCI EMU Mid Cap UCITS ETF (IS3H.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XD9U.DEIS3H.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

3.32

2.83

+0.49

Martin ratioReturn relative to average drawdown

11.39

10.27

+1.12

XD9U.DE vs. IS3H.DE - Sharpe Ratio Comparison

The current XD9U.DE Sharpe Ratio is 2.03, which is comparable to the IS3H.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of XD9U.DE and IS3H.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.


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Drawdowns

XD9U.DE vs. IS3H.DE - Drawdown Comparison

The maximum XD9U.DE drawdown since its inception was -34.10%, smaller than the maximum IS3H.DE drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and IS3H.DE.


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Drawdown Indicators


XD9U.DEIS3H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.10%

-37.64%

+3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-8.11%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-14.21%

-9.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-26.54%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-34.10%

-37.64%

+3.54%

Current Drawdown

Current decline from peak

-1.03%

-0.57%

-0.46%

Average Drawdown

Average peak-to-trough decline

-4.36%

-6.29%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.24%

-0.11%

Volatility

XD9U.DE vs. IS3H.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a higher volatility of 3.39% compared to iShares MSCI EMU Mid Cap UCITS ETF (IS3H.DE) at 2.30%. This indicates that XD9U.DE's price experiences larger fluctuations and is considered to be riskier than IS3H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD9U.DEIS3H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.30%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

9.90%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

12.34%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

15.32%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.91%

+0.32%

XD9U.DE vs. IS3H.DE - Expense Ratio Comparison

XD9U.DE has a 0.07% expense ratio, which is lower than IS3H.DE's 0.49% expense ratio.


Dividends

XD9U.DE vs. IS3H.DE - Dividend Comparison

Neither XD9U.DE nor IS3H.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XD9U.DE and IS3H.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9U.DE is cheaper with a 0.07% expense ratio, compared with 0.49% for IS3H.DE.

XD9U.DE is categorized as Large Cap Blend Equities, while IS3H.DE is Europe Equities. XD9U.DE tracks MSCI USA, while IS3H.DE tracks MSCI EMU Mid Cap. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XD9U.DE and 0.49% for IS3H.DE.

Portfolio Optimizer

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