XZEU.DE vs. IS3Q.DE
Compare and contrast key facts about Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE).
XZEU.DE and IS3Q.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. IS3Q.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Sector Neutral Quality. It was launched on Oct 3, 2014. Both XZEU.DE and IS3Q.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZEU.DE or IS3Q.DE.
Key characteristics
XZEU.DE | IS3Q.DE | |
---|---|---|
YTD Return | 14.20% | 16.69% |
1Y Return | 21.54% | 23.64% |
3Y Return (Ann) | 6.87% | 9.50% |
5Y Return (Ann) | 9.43% | 12.61% |
Sharpe Ratio | 2.07 | 2.23 |
Daily Std Dev | 10.79% | 11.59% |
Max Drawdown | -33.18% | -32.31% |
Current Drawdown | -1.26% | -2.23% |
Correlation
The correlation between XZEU.DE and IS3Q.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XZEU.DE vs. IS3Q.DE - Performance Comparison
In the year-to-date period, XZEU.DE achieves a 14.20% return, which is significantly lower than IS3Q.DE's 16.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZEU.DE vs. IS3Q.DE - Expense Ratio Comparison
XZEU.DE has a 0.20% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Risk-Adjusted Performance
XZEU.DE vs. IS3Q.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) and iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.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.
Dividends
XZEU.DE vs. IS3Q.DE - Dividend Comparison
Neither XZEU.DE nor IS3Q.DE has paid dividends to shareholders.
Drawdowns
XZEU.DE vs. IS3Q.DE - Drawdown Comparison
The maximum XZEU.DE drawdown since its inception was -33.18%, roughly equal to the maximum IS3Q.DE drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for XZEU.DE and IS3Q.DE. For additional features, visit the drawdowns tool.
Volatility
XZEU.DE vs. IS3Q.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) is 3.00%, while iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) has a volatility of 4.02%. This indicates that XZEU.DE experiences smaller price fluctuations and is considered to be less risky than IS3Q.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.