XWD1.DE vs. IS3S.DE
XWD1.DE (Xtrackers MSCI World Swap UCITS ETF 1D) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XWD1.DE tracks the MSCI ACWI NR USD while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, XWD1.DE returned 11.92%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.82 suggests significant overlap in exposure. XWD1.DE charges 0.19%/yr vs 0.30%/yr for IS3S.DE.
Performance
XWD1.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWD1.DE achieves a 10.27% return, which is significantly lower than IS3S.DE's 35.27% return.
XWD1.DE
- 1D
- -0.01%
- 1M
- 4.84%
- YTD
- 10.27%
- 6M
- 10.70%
- 1Y
- 22.28%
- 3Y*
- 15.87%
- 5Y*
- 11.92%
- 10Y*
- —
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%
XWD1.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 10.27% | 6.48% | 23.90% | 19.19% | -13.65% | 50.64% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 13.00% |
Correlation
The correlation between XWD1.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 | 0.82 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2021 | 0.82 |
The correlation between XWD1.DE and IS3S.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
XWD1.DE vs. IS3S.DE — Risk / Return Rank
XWD1.DE
IS3S.DE
XWD1.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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.
| XWD1.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 10.36 | -7.25 |
| Martin ratioReturn relative to average drawdown | 12.26 | 39.01 | -26.75 |
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
| XWD1.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 4.53 | -2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 1.24 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.68 | +0.32 |
Drawdowns
XWD1.DE vs. IS3S.DE - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -22.05%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XWD1.DE and IS3S.DE.
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Drawdown Indicators
| XWD1.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -35.18% | +13.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.15% | -6.09% | -1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.05% | -17.80% | -4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -22.05% | -17.80% | -4.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.83% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -5.82% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 1.62% | +0.19% |
Volatility
XWD1.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) is 2.61%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XWD1.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
| XWD1.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 5.62% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 11.32% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.16% | 13.93% | -2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 13.85% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.44% | 15.76% | +0.68% |
XWD1.DE vs. IS3S.DE - Expense Ratio Comparison
XWD1.DE has a 0.19% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XWD1.DE vs. IS3S.DE - Dividend Comparison
Neither XWD1.DE nor IS3S.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.00% | 0.00% | 0.78% | 0.88% |
Frequently Asked Questions
XWD1.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, XWD1.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWD1.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for IS3S.DE.
XWD1.DE tracks MSCI ACWI NR USD, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XWD1.DE and 0.30% for IS3S.DE.
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