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XDW0.L vs. IS3R.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDW0.L vs. IS3R.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) 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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Different Trading Currencies

XDW0.L is traded in USD, while IS3R.DE is traded in EUR. To make them comparable, the IS3R.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDW0.L achieves a 28.94% return, which is significantly higher than IS3R.DE's 21.83% return. Over the past 10 years, XDW0.L has underperformed IS3R.DE with an annualized return of 9.55%, while IS3R.DE has yielded a comparatively higher 15.80% annualized return.


XDW0.L

1D
-0.77%
1M
-0.41%
YTD
28.94%
6M
29.39%
1Y
36.83%
3Y*
17.23%
5Y*
18.57%
10Y*
9.55%

IS3R.DE

1D
3.34%
1M
3.41%
YTD
21.83%
6M
24.38%
1Y
35.65%
3Y*
28.88%
5Y*
13.73%
10Y*
15.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.L vs. IS3R.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C
28.94%14.66%2.11%3.68%46.28%39.22%-30.39%10.05%-15.00%4.49%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
21.83%22.35%30.07%11.51%-18.36%14.69%27.79%28.69%-4.43%32.48%

Correlation

The correlation between XDW0.L and IS3R.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.37

The correlation between XDW0.L and IS3R.DE shifts across timeframes, from -0.07 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

XDW0.L vs. IS3R.DE — Risk / Return Rank

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

XDW0.L
XDW0.L Risk / Return Rank: 6767
Overall Rank
XDW0.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 6666
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 6464
Martin Ratio Rank

IS3R.DE
IS3R.DE Risk / Return Rank: 7777
Overall Rank
IS3R.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IS3R.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
IS3R.DE Omega Ratio Rank: 7171
Omega Ratio Rank
IS3R.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3R.DE Martin Ratio Rank: 8484
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.

XDW0.L vs. IS3R.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDW0.LIS3R.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.01

Calmar ratioReturn relative to maximum drawdown

3.19

3.02

+0.16

Martin ratioReturn relative to average drawdown

10.19

12.39

-2.20

XDW0.L vs. IS3R.DE - Sharpe Ratio Comparison

The current XDW0.L Sharpe Ratio is 2.01, which is comparable to the IS3R.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of XDW0.L 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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Drawdowns

XDW0.L vs. IS3R.DE - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -68.41%, which is greater than IS3R.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XDW0.L and IS3R.DE.


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Drawdown Indicators


XDW0.LIS3R.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.41%

-31.25%

-37.16%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-11.54%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-18.89%

-19.94%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.47%

-29.86%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-63.72%

-31.25%

-32.47%

Current Drawdown

Current decline from peak

-7.45%

-0.29%

-7.16%

Average Drawdown

Average peak-to-trough decline

-18.56%

-9.15%

-9.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

2.82%

+0.99%

Volatility

XDW0.L vs. IS3R.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) is 6.01%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 7.26%. This indicates that XDW0.L experiences smaller price fluctuations and is considered to be less risky than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDW0.LIS3R.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

7.26%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

16.37%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.30%

18.75%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.22%

18.62%

+5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.14%

18.71%

+7.43%

XDW0.L vs. IS3R.DE - Expense Ratio Comparison

Both XDW0.L 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

XDW0.L vs. IS3R.DE - Dividend Comparison

Neither XDW0.L nor IS3R.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDW0.L and IS3R.DE have a correlation of -0.07, 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.

XDW0.L and IS3R.DE have the same expense ratio: 0.25% per year.

XDW0.L is categorized as Energy Equities, while IS3R.DE is Momentum. XDW0.L tracks MSCI World/Energy NR USD, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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