XWEQ.DE vs. IS3S.DE
XWEQ.DE (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XWEQ.DE tracks the MSCI World Quality Low Carbon SRI Screened Select while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past year, XWEQ.DE returned 23.57% vs 63.38% for IS3S.DE. A 0.68 correlation means they provide meaningful diversification when combined. XWEQ.DE charges 0.25%/yr vs 0.30%/yr for IS3S.DE.
Performance
XWEQ.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWEQ.DE achieves a 9.71% return, which is significantly lower than IS3S.DE's 35.27% return.
XWEQ.DE
- 1D
- 0.77%
- 1M
- 2.68%
- YTD
- 9.71%
- 6M
- 11.10%
- 1Y
- 23.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
XWEQ.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XWEQ.DE Xtrackers MSCI World Quality ESG UCITS ETF 1C | 9.71% | 4.46% | 25.97% | 0.47% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 5.83% |
Correlation
The correlation between XWEQ.DE and IS3S.DE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023 | 0.68 |
The correlation between XWEQ.DE and IS3S.DE has been stable across timeframes, ranging from 0.68 to 0.70 - a consistent structural relationship.
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Return for Risk
XWEQ.DE vs. IS3S.DE — Risk / Return Rank
XWEQ.DE
IS3S.DE
XWEQ.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.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.
| XWEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.83 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 10.36 | -7.09 |
| Martin ratioReturn relative to average drawdown | 12.77 | 39.01 | -26.24 |
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
| XWEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 4.53 | -2.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.68 | +0.21 |
Drawdowns
XWEQ.DE vs. IS3S.DE - Drawdown Comparison
The maximum XWEQ.DE drawdown since its inception was -22.80%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XWEQ.DE and IS3S.DE.
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Drawdown Indicators
| XWEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.80% | -35.18% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -6.09% | -1.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.80% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.73% | -0.83% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.52% | -5.82% | +1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.62% | +0.24% |
Volatility
XWEQ.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) is 2.76%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XWEQ.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
| XWEQ.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.76% | 5.62% | -2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 11.32% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.73% | 13.93% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 13.85% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 15.76% | -0.58% |
XWEQ.DE vs. IS3S.DE - Expense Ratio Comparison
XWEQ.DE has a 0.25% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XWEQ.DE vs. IS3S.DE - Dividend Comparison
Neither XWEQ.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
XWEQ.DE and IS3S.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEQ.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEQ.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for IS3S.DE.
XWEQ.DE tracks MSCI World Quality Low Carbon SRI Screened Select, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWEQ.DE and 0.30% for IS3S.DE.
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