XDEQ.DE vs. IS3S.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XDEQ.DE tracks the MSCI ACWI NR USD while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 12.60%/yr for IS3S.DE. A 0.73 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
XDEQ.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly lower than IS3S.DE's 35.27% return. Both investments have delivered pretty close results over the past 10 years, with XDEQ.DE having a 12.38% annualized return and IS3S.DE not far ahead at 12.60%.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
XDEQ.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between XDEQ.DE and IS3S.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.73 |
The correlation between XDEQ.DE and IS3S.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. IS3S.DE — Risk / Return Rank
XDEQ.DE
IS3S.DE
XDEQ.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.75 | ||
| Sortino ratioReturn per unit of downside risk | -3.57 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.83 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 10.36 | -7.32 |
| Martin ratioReturn relative to average drawdown | 12.17 | 39.01 | -26.83 |
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
| XDEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 4.53 | -2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 1.24 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.79 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.68 | +0.12 |
Drawdowns
XDEQ.DE vs. IS3S.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and IS3S.DE.
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Drawdown Indicators
| XDEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -35.18% | +3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -6.09% | -0.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -17.80% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -17.80% | -2.79% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -35.18% | +3.02% |
Current DrawdownCurrent decline from peak | 0.00% | -0.83% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -5.82% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.62% | -0.06% |
Volatility
XDEQ.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XDEQ.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.
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Volatility by Period
| XDEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 5.62% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 11.32% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 13.93% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 13.85% | +0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 15.76% | -0.41% |
XDEQ.DE vs. IS3S.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XDEQ.DE vs. IS3S.DE - Dividend Comparison
Neither XDEQ.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and IS3S.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
XDEQ.DE tracks MSCI ACWI NR USD, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEQ.DE and 0.30% for IS3S.DE.
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