2B7K.DE vs. IBCY.DE
2B7K.DE (iShares MSCI World SRI UCITS ETF EUR (Acc)) and IBCY.DE (iShares Edge MSCI USA Multifactor UCITS ETF) are both Large Cap Blend Equities funds from iShares - 2B7K.DE tracks the MSCI World SRI Select Reduced Fossil Fuels while IBCY.DE tracks the MSCI USA Diversified Multiple-Factor. Both are passively managed. Over the past 5 years, 2B7K.DE returned 10.50%/yr vs 10.27%/yr for IBCY.DE. Their correlation of 0.86 suggests significant overlap in exposure. 2B7K.DE charges 0.20%/yr vs 0.35%/yr for IBCY.DE.
Performance
2B7K.DE vs. IBCY.DE - Performance Comparison
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Returns By Period
2B7K.DE
- 1D
- 0.18%
- 1M
- 3.92%
- YTD
- 10.83%
- 6M
- 11.24%
- 1Y
- 18.74%
- 3Y*
- 12.93%
- 5Y*
- 10.50%
- 10Y*
- —
IBCY.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 13.35%
- 3Y*
- 13.97%
- 5Y*
- 10.27%
- 10Y*
- 11.22%
2B7K.DE vs. IBCY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 10.83% | 2.85% | 17.54% | 20.90% | -16.94% | 36.69% | 9.65% | 19.70% |
IBCY.DE iShares Edge MSCI USA Multifactor UCITS ETF | 0.00% | 6.35% | 29.21% | 13.73% | -11.70% | 36.60% | 0.17% | 13.99% |
Correlation
The correlation between 2B7K.DE and IBCY.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 28, 2019 | 0.86 |
Over the past year, the correlation between 2B7K.DE and IBCY.DE has dropped to 0.44 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
2B7K.DE vs. IBCY.DE — Risk / Return Rank
2B7K.DE
IBCY.DE
2B7K.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.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.
| 2B7K.DE | IBCY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.56 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 4.08 | -1.71 |
| Martin ratioReturn relative to average drawdown | 8.64 | 19.99 | -11.35 |
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
| 2B7K.DE | IBCY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.70 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.69 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.63 | +0.16 |
Drawdowns
2B7K.DE vs. IBCY.DE - Drawdown Comparison
The maximum 2B7K.DE drawdown since its inception was -31.65%, smaller than the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and IBCY.DE.
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Drawdown Indicators
| 2B7K.DE | IBCY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.65% | -35.54% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -3.26% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -21.29% | -22.91% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.29% | -22.91% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.16% | -4.95% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 0.67% | +1.48% |
Volatility
2B7K.DE vs. IBCY.DE - Volatility Comparison
iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) has a higher volatility of 3.69% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that 2B7K.DE's price experiences larger fluctuations and is considered to be riskier than IBCY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 2B7K.DE | IBCY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.69% | 0.00% | +3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 0.00% | +9.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 7.99% | +4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 14.77% | -0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.18% | 16.12% | +0.06% |
2B7K.DE vs. IBCY.DE - Expense Ratio Comparison
2B7K.DE has a 0.20% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.
Dividends
2B7K.DE vs. IBCY.DE - Dividend Comparison
Neither 2B7K.DE nor IBCY.DE has paid dividends to shareholders.
Frequently Asked Questions
2B7K.DE and IBCY.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7K.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7K.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for IBCY.DE.
2B7K.DE tracks MSCI World SRI Select Reduced Fossil Fuels, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. Their fees differ too: 0.20% for 2B7K.DE and 0.35% for IBCY.DE.
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