XDEV.DE vs. IS3R.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) are both exchange-traded funds - XDEV.DE is a Global Equities fund tracking the MSCI ACWI Value NR USD, while IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 15.44%/yr for IS3R.DE. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDEV.DE vs. IS3R.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEV.DE achieves a 36.28% return, which is significantly higher than IS3R.DE's 23.76% return. Over the past 10 years, XDEV.DE has underperformed IS3R.DE with an annualized return of 12.54%, while IS3R.DE has yielded a comparatively higher 15.44% annualized return.
XDEV.DE
- 1D
- -0.18%
- 1M
- 16.24%
- YTD
- 36.28%
- 6M
- 40.37%
- 1Y
- 64.43%
- 3Y*
- 27.19%
- 5Y*
- 17.56%
- 10Y*
- 12.54%
IS3R.DE
- 1D
- 1.29%
- 1M
- 12.01%
- YTD
- 23.76%
- 6M
- 26.21%
- 1Y
- 32.96%
- 3Y*
- 26.50%
- 5Y*
- 14.90%
- 10Y*
- 15.44%
XDEV.DE vs. IS3R.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEV.DE Xtrackers MSCI World Value Factor UCITS ETF 1C | 36.28% | 24.76% | 11.62% | 15.67% | -4.96% | 30.90% | -12.53% | 22.09% | -10.42% | 7.82% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 23.76% | 8.37% | 37.95% | 8.09% | -13.60% | 24.50% | 16.41% | 31.50% | 0.27% | 16.07% |
Correlation
The correlation between XDEV.DE and IS3R.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.72 |
The correlation between XDEV.DE and IS3R.DE has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. IS3R.DE — Risk / Return Rank
XDEV.DE
IS3R.DE
XDEV.DE vs. IS3R.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.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.
| XDEV.DE | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.35 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 3.64 | +6.96 |
| Martin ratioReturn relative to average drawdown | 39.99 | 13.94 | +26.05 |
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
| XDEV.DE | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 1.93 | +2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.85 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.89 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.86 | -0.14 |
Drawdowns
XDEV.DE vs. IS3R.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and IS3R.DE.
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Drawdown Indicators
| XDEV.DE | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -30.77% | -4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -9.01% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -23.57% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -23.57% | +5.55% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -30.77% | -4.51% |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -5.68% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.36% | -0.75% |
Volatility
XDEV.DE vs. IS3R.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) have volatilities of 5.66% and 5.95%, 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
| XDEV.DE | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.95% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 14.28% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 16.98% | -3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 17.32% | -3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 17.23% | -1.33% |
XDEV.DE vs. IS3R.DE - Expense Ratio Comparison
Both XDEV.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
XDEV.DE vs. IS3R.DE - Dividend Comparison
Neither XDEV.DE nor IS3R.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEV.DE and IS3R.DE have a correlation of 0.71, 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.
XDEV.DE and IS3R.DE have the same expense ratio: 0.25% per year.
XDEV.DE is categorized as Global Equities, while IS3R.DE is Momentum. XDEV.DE tracks MSCI ACWI Value NR USD, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: DWS and iShares.
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