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XGLF.DE vs. IBC3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLF.DE vs. IBC3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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, XGLF.DE achieves a 4.58% return, which is significantly lower than IBC3.DE's 19.60% return.


XGLF.DE

1D
-0.17%
1M
-2.76%
6M
-1.28%
YTD
4.58%
1Y
2.52%
3Y*
3.40%
5Y*
5.07%
10Y*
7.33%

IBC3.DE

1D
-0.48%
1M
-5.80%
6M
12.05%
YTD
19.60%
1Y
32.30%
3Y*
18.04%
5Y*
7.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGLF.DE vs. IBC3.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
4.58%-5.36%9.58%0.55%1.24%48.84%-9.49%9.50%24.30%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
19.60%17.06%13.96%7.10%-13.77%6.90%7.20%21.13%-27.74%

Correlation

The correlation between XGLF.DE and IBC3.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.42

The correlation between XGLF.DE and IBC3.DE shifts across timeframes, from 0.30 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XGLF.DE vs. IBC3.DE — Risk / Return Rank

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

XGLF.DE
XGLF.DE Risk / Return Rank: 1313
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1414
Martin Ratio Rank

IBC3.DE
IBC3.DE Risk / Return Rank: 6161
Overall Rank
IBC3.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 5656
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
IBC3.DE Martin Ratio Rank: 6565
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.

XGLF.DE vs. IBC3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.


XGLF.DEIBC3.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.05

1.27

-0.23

Calmar ratioReturn relative to maximum drawdown

0.28

2.96

-2.68

Martin ratioReturn relative to average drawdown

0.60

8.92

-8.32

XGLF.DE vs. IBC3.DE - Sharpe Ratio Comparison

The current XGLF.DE Sharpe Ratio is 0.20, which is lower than the IBC3.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XGLF.DE and IBC3.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

XGLF.DE vs. IBC3.DE - Drawdown Comparison

The maximum XGLF.DE drawdown since its inception was -42.15%, roughly equal to the maximum IBC3.DE drawdown of -40.21%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and IBC3.DE.


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Drawdown Indicators


XGLF.DEIBC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.15%

-40.21%

-1.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-10.87%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-18.41%

-19.06%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-31.29%

-22.10%

-9.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.16%

Current Drawdown

Current decline from peak

-18.93%

-10.06%

-8.87%

Average Drawdown

Average peak-to-trough decline

-18.25%

-12.90%

-5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.18%

3.61%

+0.57%

Volatility

XGLF.DE vs. IBC3.DE - Volatility Comparison

The current volatility for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) is 3.12%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a volatility of 8.55%. This indicates that XGLF.DE experiences smaller price fluctuations and is considered to be less risky than IBC3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGLF.DEIBC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

8.55%

-5.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

19.51%

-10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

21.83%

-9.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

17.38%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

20.02%

-1.69%

XGLF.DE vs. IBC3.DE - Expense Ratio Comparison

XGLF.DE has a 0.65% expense ratio, which is higher than IBC3.DE's 0.18% expense ratio.


Dividends

XGLF.DE vs. IBC3.DE - Dividend Comparison

XGLF.DE has not paid dividends to shareholders, while IBC3.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.69%1.97%2.22%2.52%3.25%1.84%1.81%2.30%1.79%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XGLF.DE and IBC3.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBC3.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBC3.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for XGLF.DE.

XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.65% for XGLF.DE and 0.18% for IBC3.DE.

Portfolio Optimizer

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