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XWD1.DE vs. IS3S.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWD1.DE vs. IS3S.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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

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

XWD1.DE
XWD1.DE Risk / Return Rank: 6363
Overall Rank
XWD1.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XWD1.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
XWD1.DE Omega Ratio Rank: 6262
Omega Ratio Rank
XWD1.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XWD1.DE Martin Ratio Rank: 6868
Martin Ratio Rank

IS3S.DE
IS3S.DE Risk / Return Rank: 9797
Overall Rank
IS3S.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IS3S.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
IS3S.DE Omega Ratio Rank: 9696
Omega Ratio Rank
IS3S.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
IS3S.DE Martin Ratio Rank: 9696
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.

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.DEIS3S.DEDifference
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

XWD1.DE vs. IS3S.DE - Sharpe Ratio Comparison

The current XWD1.DE Sharpe Ratio is 1.99, which is lower than the IS3S.DE Sharpe Ratio of 4.53. The chart below compares the historical Sharpe Ratios of XWD1.DE and IS3S.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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Sharpe Ratios by Period


XWD1.DEIS3S.DEDifference

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.DEIS3S.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.32%

-0.83%

+0.51%

Average Drawdown

Average peak-to-trough decline

-4.19%

-5.82%

+1.63%

Ulcer Index

Depth 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.DEIS3S.DEDifference

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.


PositionTTM2025202420232022
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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