XDWD.DE vs. IS3S.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XDWD.DE tracks the MSCI World while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, XDWD.DE returned 12.83%/yr vs 12.60%/yr for IS3S.DE. Their correlation of 0.88 suggests significant overlap in exposure. XDWD.DE charges 0.19%/yr vs 0.30%/yr for IS3S.DE.
Performance
XDWD.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 10.91% 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 XDWD.DE having a 12.83% annualized return and IS3S.DE not far behind at 12.60%.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
XDWD.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
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 XDWD.DE and IS3S.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.88 |
The correlation between XDWD.DE and IS3S.DE has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. IS3S.DE — Risk / Return Rank
XDWD.DE
IS3S.DE
XDWD.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XDWD.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.83 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 10.36 | -6.72 |
| Martin ratioReturn relative to average drawdown | 14.44 | 39.01 | -24.57 |
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
| XDWD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 4.53 | -2.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 1.24 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.79 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.68 | +0.10 |
Drawdowns
XDWD.DE vs. IS3S.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and IS3S.DE.
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Drawdown Indicators
| XDWD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -35.18% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -6.09% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -17.80% | -3.84% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -17.80% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -35.18% | +1.63% |
Current DrawdownCurrent decline from peak | -0.33% | -0.83% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -5.82% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.62% | +0.03% |
Volatility
XDWD.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XDWD.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
| XDWD.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 5.62% | -3.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 11.32% | -3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 13.93% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 13.85% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 15.76% | -0.60% |
XDWD.DE vs. IS3S.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XDWD.DE vs. IS3S.DE - Dividend Comparison
Neither XDWD.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and IS3S.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IS3S.DE.
XDWD.DE tracks MSCI World, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDWD.DE and 0.30% for IS3S.DE.
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