XZW0.DE vs. IS3S.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.80 suggests significant overlap in exposure. XZW0.DE charges 0.20%/yr vs 0.30%/yr for IS3S.DE.
Performance
XZW0.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than IS3S.DE's 35.27% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 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%
XZW0.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | 5.71% | 33.05% | -6.04% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -11.93% |
Correlation
The correlation between XZW0.DE and IS3S.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.80 |
The correlation between XZW0.DE and IS3S.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. IS3S.DE — Risk / Return Rank
XZW0.DE
IS3S.DE
XZW0.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.90 | ||
| Sortino ratioReturn per unit of downside risk | -3.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.83 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 10.36 | -8.41 |
| Martin ratioReturn relative to average drawdown | 7.27 | 39.01 | -31.73 |
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
| XZW0.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 4.53 | -2.90 |
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 | 0.80 | 0.68 | +0.11 |
Drawdowns
XZW0.DE vs. IS3S.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and IS3S.DE.
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Drawdown Indicators
| XZW0.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -35.18% | +1.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.09% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -17.80% | -4.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -17.80% | -4.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.83% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -5.82% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.62% | +1.14% |
Volatility
XZW0.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that XZW0.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
| XZW0.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 5.62% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 11.32% | -2.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 13.93% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 13.85% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 15.76% | +0.62% |
XZW0.DE vs. IS3S.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
XZW0.DE vs. IS3S.DE - Dividend Comparison
Neither XZW0.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and IS3S.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for IS3S.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XZW0.DE and 0.30% for IS3S.DE.
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