XDEM.DE vs. IS3S.DE
Compare and contrast key facts about Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE).
XDEM.DE and IS3S.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEM.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014. IS3S.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value. It was launched on Oct 3, 2014. Both XDEM.DE and IS3S.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDEM.DE or IS3S.DE.
Performance
XDEM.DE vs. IS3S.DE - Performance Comparison
Returns By Period
In the year-to-date period, XDEM.DE achieves a 36.19% return, which is significantly higher than IS3S.DE's 12.00% return.
XDEM.DE
36.19%
1.30%
10.01%
40.56%
13.43%
16.16%
IS3S.DE
12.00%
0.62%
2.97%
17.65%
7.46%
N/A
Key characteristics
| XDEM.DE | IS3S.DE | |
|---|---|---|
| Sharpe Ratio | 2.35 | 1.60 |
| Sortino Ratio | 3.01 | 2.05 |
| Omega Ratio | 1.46 | 1.31 |
| Calmar Ratio | 2.74 | 1.86 |
| Martin Ratio | 11.13 | 7.75 |
| Ulcer Index | 3.55% | 2.27% |
| Daily Std Dev | 16.67% | 10.94% |
| Max Drawdown | -30.93% | -35.18% |
| Current Drawdown | -1.48% | -0.78% |
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XDEM.DE vs. IS3S.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Correlation
The correlation between XDEM.DE and IS3S.DE is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XDEM.DE vs. IS3S.DE - Risk-Adjusted Performance 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 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.
Dividends
XDEM.DE vs. IS3S.DE - Dividend Comparison
Neither XDEM.DE nor IS3S.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.63% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEM.DE vs. IS3S.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and IS3S.DE. For additional features, visit the drawdowns tool.
Volatility
XDEM.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) is 3.07%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 3.36%. This indicates that XDEM.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.