ACLT.DE vs. IBCZ.DE
ACLT.DE (AXA IM ACT Climate Equity UCITS ETF USD Acc) and IBCZ.DE (iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)) are both Global Equities funds — ACLT.DE tracks the AXA IM ACT Climate Equity while IBCZ.DE tracks the MSCI World Diversified Multiple-Factor. Both are passively managed. Over the past 3 years, ACLT.DE returned 12.40%/yr vs 14.52%/yr for IBCZ.DE. Their correlation of 0.87 suggests significant overlap in exposure. ACLT.DE charges 0.70%/yr vs 0.50%/yr for IBCZ.DE.
Performance
ACLT.DE vs. IBCZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ACLT.DE achieves a -0.20% return, which is significantly higher than IBCZ.DE's -0.89% return.
ACLT.DE
- 1D
- -0.64%
- 1M
- -1.98%
- YTD
- -0.20%
- 6M
- 2.00%
- 1Y
- 27.85%
- 3Y*
- 12.40%
- 5Y*
- —
- 10Y*
- —
IBCZ.DE
- 1D
- -0.03%
- 1M
- -1.58%
- YTD
- -0.89%
- 6M
- 2.99%
- 1Y
- 29.33%
- 3Y*
- 14.52%
- 5Y*
- 9.45%
- 10Y*
- 10.33%
ACLT.DE vs. IBCZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ACLT.DE AXA IM ACT Climate Equity UCITS ETF USD Acc | -0.20% | 8.42% | 19.92% | 14.36% | 10.19% |
IBCZ.DE iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | -0.89% | 12.05% | 24.09% | 11.45% | 1.05% |
Correlation
The correlation between ACLT.DE and IBCZ.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.
ACLT.DE vs. IBCZ.DE - Expense Ratio Comparison
ACLT.DE has a 0.70% expense ratio, which is higher than IBCZ.DE's 0.50% expense ratio.
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Return for Risk
ACLT.DE vs. IBCZ.DE — Risk / Return Rank
ACLT.DE
IBCZ.DE
ACLT.DE vs. IBCZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.DE) and iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.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.
| ACLT.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 2.09 | -0.63 |
Sortino ratioReturn per unit of downside risk | 2.16 | 3.05 | -0.89 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.41 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.18 | 4.92 | -2.74 |
Martin ratioReturn relative to average drawdown | 8.94 | 17.88 | -8.94 |
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
| ACLT.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 2.09 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.61 | +0.28 |
Drawdowns
ACLT.DE vs. IBCZ.DE - Drawdown Comparison
The maximum ACLT.DE drawdown since its inception was -20.54%, smaller than the maximum IBCZ.DE drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACLT.DE and IBCZ.DE.
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Drawdown Indicators
| ACLT.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.54% | -33.99% | +13.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -5.29% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -9.62% | -2.82% | -6.80% |
Average DrawdownAverage peak-to-trough decline | -3.21% | -4.59% | +1.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.45% | +1.25% |
Volatility
ACLT.DE vs. IBCZ.DE - Volatility Comparison
AXA IM ACT Climate Equity UCITS ETF USD Acc (ACLT.DE) has a higher volatility of 13.12% compared to iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) (IBCZ.DE) at 4.30%. This indicates that ACLT.DE's price experiences larger fluctuations and is considered to be riskier than IBCZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACLT.DE | IBCZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.12% | 4.30% | +8.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.10% | 8.47% | +6.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 14.32% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 14.10% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.81% | 15.17% | +1.64% |
Dividends
ACLT.DE vs. IBCZ.DE - Dividend Comparison
Neither ACLT.DE nor IBCZ.DE has paid dividends to shareholders.