XDEV.DE vs. IS3S.DE
XDEV.DE (Xtrackers MSCI World Value Factor UCITS ETF 1C) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XDEV.DE tracks the MSCI ACWI Value NR USD while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, XDEV.DE returned 12.54%/yr vs 12.79%/yr for IS3S.DE. With a 0.95 correlation, they move nearly in lockstep. XDEV.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
XDEV.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDEV.DE having a 36.28% return and IS3S.DE slightly higher at 36.40%. Both investments have delivered pretty close results over the past 10 years, with XDEV.DE having a 12.54% annualized return and IS3S.DE not far ahead at 12.79%.
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%
IS3S.DE
- 1D
- 0.07%
- 1M
- 16.16%
- YTD
- 36.40%
- 6M
- 40.41%
- 1Y
- 64.56%
- 3Y*
- 27.21%
- 5Y*
- 17.54%
- 10Y*
- 12.79%
XDEV.DE vs. IS3S.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% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 36.40% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
Correlation
The correlation between XDEV.DE and IS3S.DE is 0.98 - 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 | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.95 |
The correlation between XDEV.DE and IS3S.DE has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.
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Return for Risk
XDEV.DE vs. IS3S.DE — Risk / Return Rank
XDEV.DE
IS3S.DE
XDEV.DE vs. IS3S.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 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.
| XDEV.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.85 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 10.60 | 10.54 | +0.06 |
| Martin ratioReturn relative to average drawdown | 39.99 | 39.72 | +0.27 |
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 | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.63 | 4.63 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 1.25 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.81 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.69 | +0.02 |
Drawdowns
XDEV.DE vs. IS3S.DE - Drawdown Comparison
The maximum XDEV.DE drawdown since its inception was -35.28%, roughly equal to the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XDEV.DE and IS3S.DE.
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Drawdown Indicators
| XDEV.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.28% | -35.18% | -0.10% |
Max Drawdown (1Y)Largest decline over 1 year | -6.05% | -6.09% | +0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -17.80% | -0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -18.02% | -17.80% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | -35.28% | -35.18% | -0.10% |
Current DrawdownCurrent decline from peak | -0.18% | 0.00% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -5.82% | +0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.62% | -0.01% |
Volatility
XDEV.DE vs. IS3S.DE - Volatility Comparison
Xtrackers MSCI World Value Factor UCITS ETF 1C (XDEV.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) have volatilities of 5.66% and 5.51%, 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 | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.66% | 5.51% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.16% | 11.27% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.87% | 13.91% | -0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.84% | +0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 15.76% | +0.14% |
XDEV.DE vs. IS3S.DE - Expense Ratio Comparison
XDEV.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XDEV.DE vs. IS3S.DE - Dividend Comparison
Neither XDEV.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.98, XDEV.DE and IS3S.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.
On fees, XDEV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEV.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
XDEV.DE tracks MSCI ACWI Value NR USD, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEV.DE and 0.30% for IS3S.DE.
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