XDEM.DE vs. IS3M.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and IS3M.DE (iShares € Ultrashort Bond UCITS ETF) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while IS3M.DE is a Ultrashort Bond fund tracking the Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). Both are passively managed. Over the past 10 years, XDEM.DE returned 15.65%/yr vs 1.01%/yr for IS3M.DE. At a 0.03 correlation, their price movements are largely independent. XDEM.DE charges 0.25%/yr vs 0.09%/yr for IS3M.DE.
Performance
XDEM.DE vs. IS3M.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDEM.DE achieves a 22.76% return, which is significantly higher than IS3M.DE's 0.92% return. Over the past 10 years, XDEM.DE has outperformed IS3M.DE with an annualized return of 15.65%, while IS3M.DE has yielded a comparatively lower 1.01% annualized return.
XDEM.DE
- 1D
- -0.95%
- 1M
- 8.67%
- YTD
- 22.76%
- 6M
- 23.73%
- 1Y
- 31.52%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
IS3M.DE
- 1D
- 0.04%
- 1M
- 0.34%
- YTD
- 0.92%
- 6M
- 1.01%
- 1Y
- 2.26%
- 3Y*
- 3.34%
- 5Y*
- 2.10%
- 10Y*
- 1.01%
XDEM.DE vs. IS3M.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | -13.85% | 25.04% | 16.52% | 31.63% | 0.79% | 16.07% |
IS3M.DE iShares € Ultrashort Bond UCITS ETF | 0.92% | 2.61% | 4.12% | 3.42% | -0.29% | -0.36% | 0.09% | 0.34% | -0.62% | -0.09% |
Correlation
The correlation between XDEM.DE and IS3M.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2014 | 0.03 |
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
XDEM.DE vs. IS3M.DE — Risk / Return Rank
XDEM.DE
IS3M.DE
XDEM.DE vs. IS3M.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares € Ultrashort Bond UCITS ETF (IS3M.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.
| XDEM.DE | IS3M.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.64 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 7.59 | -4.12 |
| Martin ratioReturn relative to average drawdown | 13.27 | 49.96 | -36.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDEM.DE | IS3M.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.95 | -1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 2.74 | -1.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.91 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.86 | +0.04 |
Drawdowns
XDEM.DE vs. IS3M.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than IS3M.DE's maximum drawdown of -3.80%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and IS3M.DE.
Loading charts...
Drawdown Indicators
| XDEM.DE | IS3M.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -3.80% | -27.13% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -0.30% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -0.47% | -23.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -1.21% | -22.30% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | -3.80% | -27.13% |
Current DrawdownCurrent decline from peak | -0.95% | -0.01% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -0.29% | -5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.05% | +2.31% |
Volatility
XDEM.DE vs. IS3M.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to iShares € Ultrashort Bond UCITS ETF (IS3M.DE) at 0.29%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than IS3M.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDEM.DE | IS3M.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 0.29% | +5.51% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 0.59% | +13.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 0.76% | +16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 0.76% | +16.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 1.11% | +16.74% |
XDEM.DE vs. IS3M.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than IS3M.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEM.DE vs. IS3M.DE - Dividend Comparison
XDEM.DE has not paid dividends to shareholders, while IS3M.DE's dividend yield for the trailing twelve months is around 3.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3M.DE iShares € Ultrashort Bond UCITS ETF | 3.29% | 2.74% | 3.80% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.03% | 0.13% |
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDEM.DE and IS3M.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IS3M.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IS3M.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDEM.DE.
XDEM.DE is categorized as Momentum, while IS3M.DE is Ultrashort Bond. XDEM.DE tracks MSCI World Momentum Index, while IS3M.DE tracks Markit iBoxx EUR Liquid Investment Grade Ultrashort Index (EUR). They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEM.DE and 0.09% for IS3M.DE.
Find the right allocation for XDEM.DE and IS3M.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