XDEM.DE vs. IS3R.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both Momentum funds tracking the MSCI World Momentum Index, from DWS and iShares respectively. Both are passively managed. Over the past 10 years, XDEM.DE returned 15.65%/yr vs 15.31%/yr for IS3R.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XDEM.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDEM.DE having a 22.76% return and IS3R.DE slightly lower at 22.51%. Both investments have delivered pretty close results over the past 10 years, with XDEM.DE having a 15.65% annualized return and IS3R.DE not far behind at 15.31%.
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%
IS3R.DE
- 1D
- -1.01%
- 1M
- 8.60%
- YTD
- 22.51%
- 6M
- 23.56%
- 1Y
- 31.46%
- 3Y*
- 26.05%
- 5Y*
- 14.66%
- 10Y*
- 15.31%
XDEM.DE vs. IS3R.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% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 22.51% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
Correlation
The correlation between XDEM.DE and IS3R.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.86 |
The correlation between XDEM.DE and IS3R.DE shifts across timeframes, from 0.86 (all time) to 1.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. IS3R.DE — Risk / Return Rank
XDEM.DE
IS3R.DE
XDEM.DE vs. IS3R.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 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.
| XDEM.DE | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 3.48 | -0.01 |
| Martin ratioReturn relative to average drawdown | 13.27 | 13.30 | -0.02 |
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
| XDEM.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.84 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.84 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.88 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.85 | +0.05 |
Drawdowns
XDEM.DE vs. IS3R.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, roughly equal to the maximum IS3R.DE drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and IS3R.DE.
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Drawdown Indicators
| XDEM.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -30.77% | -0.16% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.01% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -23.57% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -23.57% | +0.06% |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | -30.77% | -0.16% |
Current DrawdownCurrent decline from peak | -0.95% | -1.01% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -5.67% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.36% | 0.00% |
Volatility
XDEM.DE vs. IS3R.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) have volatilities of 5.80% and 5.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEM.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 5.96% | -0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 14.33% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 17.01% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 17.32% | -0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 17.23% | +0.62% |
XDEM.DE vs. IS3R.DE - Expense Ratio Comparison
Both XDEM.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
XDEM.DE vs. IS3R.DE - Dividend Comparison
Neither XDEM.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 1.00, XDEM.DE and IS3R.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.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEM.DE and IS3R.DE have the same expense ratio: 0.25% per year.
Both ETFs track MSCI World Momentum Index. They also come from different issuers: DWS and iShares.
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