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XDEV.DE vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEV.DE vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEV.DE vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDEV.DE
XDEV.DE Risk / Return Rank: 9797
Overall Rank
XDEV.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XDEV.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
XDEV.DE Omega Ratio Rank: 9696
Omega Ratio Rank
XDEV.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
XDEV.DE Martin Ratio Rank: 9696
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 6363
Overall Rank
IS3R.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEIS3R.DEDifference
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

XDEV.DE vs. IS3R.DE - Sharpe Ratio Comparison

The current XDEV.DE Sharpe Ratio is 4.63, which is higher than the IS3R.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of XDEV.DE and IS3R.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDEV.DEIS3R.DEDifference

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.DEIS3R.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.18%

0.00%

-0.18%

Average Drawdown

Average peak-to-trough decline

-5.56%

-5.68%

+0.12%

Ulcer Index

Depth 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.DEIS3R.DEDifference

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.


Tickers have no history of dividend payments

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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