XGII.DE vs. IS3S.DE
XGII.DE (Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both exchange-traded funds - XGII.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value. Both are passively managed. Over the past 10 years, XGII.DE returned 0.11%/yr vs 12.60%/yr for IS3S.DE. At a correlation of -0.06, they often move in opposite directions. XGII.DE charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
XGII.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGII.DE achieves a 1.07% return, which is significantly lower than IS3S.DE's 35.27% return. Over the past 10 years, XGII.DE has underperformed IS3S.DE with an annualized return of 0.11%, while IS3S.DE has yielded a comparatively higher 12.60% annualized return.
XGII.DE
- 1D
- 0.04%
- 1M
- 0.28%
- YTD
- 1.07%
- 6M
- 0.72%
- 1Y
- 2.37%
- 3Y*
- 1.03%
- 5Y*
- -2.63%
- 10Y*
- 0.11%
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%
XGII.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.07% | 2.36% | -2.05% | 1.74% | -19.09% | 4.43% | 8.19% | 4.79% | -2.39% | 1.11% |
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 XGII.DE and IS3S.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | -0.06 |
The correlation between XGII.DE and IS3S.DE shifts across timeframes, from -0.06 (all time) to 0.12 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGII.DE vs. IS3S.DE — Risk / Return Rank
XGII.DE
IS3S.DE
XGII.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.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.
| XGII.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.95 | ||
| Sortino ratioReturn per unit of downside risk | -5.29 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.83 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 10.36 | -9.45 |
| Martin ratioReturn relative to average drawdown | 2.25 | 39.01 | -36.76 |
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
| XGII.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 4.53 | -3.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 1.24 | -1.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.79 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.68 | -0.56 |
Drawdowns
XGII.DE vs. IS3S.DE - Drawdown Comparison
The maximum XGII.DE drawdown since its inception was -24.58%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XGII.DE and IS3S.DE.
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Drawdown Indicators
| XGII.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -35.18% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -6.09% | +3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -5.83% | -17.80% | +11.97% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -17.80% | -6.78% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -35.18% | +10.60% |
Current DrawdownCurrent decline from peak | -18.13% | -0.83% | -17.30% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -5.82% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.62% | -0.57% |
Volatility
XGII.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) is 1.21%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XGII.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
| XGII.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 5.62% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 11.32% | -8.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 13.93% | -9.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.64% | 13.85% | -6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.12% | 15.76% | -8.64% |
XGII.DE vs. IS3S.DE - Expense Ratio Comparison
XGII.DE has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XGII.DE vs. IS3S.DE - Dividend Comparison
XGII.DE's dividend yield for the trailing twelve months is around 1.00%, while IS3S.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.00% | 0.94% | 1.02% | 0.68% | 0.97% | 0.45% | 1.44% | 0.91% | 0.63% | 0.00% | 3.87% | 0.86% |
Frequently Asked Questions
XGII.DE and IS3S.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGII.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGII.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
XGII.DE is categorized as Inflation-Protected Bonds, while IS3S.DE is Global Equities. XGII.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XGII.DE and 0.30% for IS3S.DE.
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