XDEB.DE vs. IS3R.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - XDEB.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, XDEB.DE returned 7.15%/yr vs 15.88%/yr for IS3R.DE. A 0.70 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDEB.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEB.DE achieves a 3.07% return, which is significantly lower than IS3R.DE's 28.88% return. Over the past 10 years, XDEB.DE has underperformed IS3R.DE with an annualized return of 7.15%, while IS3R.DE has yielded a comparatively higher 15.88% annualized return.
XDEB.DE
- 1D
- -0.28%
- 1M
- 0.84%
- YTD
- 3.07%
- 6M
- 3.66%
- 1Y
- 4.26%
- 3Y*
- 7.61%
- 5Y*
- 6.05%
- 10Y*
- 7.15%
IS3R.DE
- 1D
- 1.72%
- 1M
- 6.92%
- YTD
- 28.88%
- 6M
- 28.92%
- 1Y
- 40.30%
- 3Y*
- 28.40%
- 5Y*
- 15.22%
- 10Y*
- 15.88%
XDEB.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 3.07% | -1.27% | 17.84% | 3.65% | -4.26% | 24.29% | -6.66% | 26.15% | 2.01% | 3.04% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 28.88% | 8.37% | 37.95% | 8.09% | -13.60% | 24.52% | 16.42% | 31.46% | 0.29% | 16.07% |
Correlation
The correlation between XDEB.DE and IS3R.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.70 |
Over the past year, the correlation between XDEB.DE and IS3R.DE has dropped to 0.11 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
XDEB.DE vs. IS3R.DE — Risk / Return Rank
XDEB.DE
IS3R.DE
XDEB.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
| XDEB.DE | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 4.45 | -3.65 |
| Martin ratioReturn relative to average drawdown | 2.08 | 16.79 | -14.71 |
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Drawdowns
XDEB.DE vs. IS3R.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.56%, smaller than the maximum IS3R.DE drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and IS3R.DE.
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Drawdown Indicators
| XDEB.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.56% | -30.76% | +2.20% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -9.01% | +3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | -23.57% | +10.55% |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | -23.57% | +10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -28.56% | -30.76% | +2.20% |
Current DrawdownCurrent decline from peak | -5.29% | -1.16% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -7.17% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.39% | -0.35% |
Volatility
XDEB.DE vs. IS3R.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.02%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 7.00%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEB.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 7.00% | -4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 5.60% | 15.15% | -9.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.95% | 18.14% | -10.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 17.55% | -7.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.74% | 18.13% | -5.39% |
XDEB.DE vs. IS3R.DE - Expense Ratio Comparison
Both XDEB.DE and IS3R.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDEB.DE vs. IS3R.DE - Dividend Comparison
Neither XDEB.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and IS3R.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE and IS3R.DE have the same expense ratio: 0.25% per year.
XDEB.DE is categorized as Global Equities, while IS3R.DE is Momentum. XDEB.DE tracks MSCI ACWI NR USD, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: DWS and iShares.
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