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ACU2.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACU2.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, ACU2.DE has outperformed IBCY.DE with an annualized return of 14.18%, while IBCY.DE has yielded a comparatively lower 11.22% annualized return.


ACU2.DE

1D
0.31%
1M
6.00%
YTD
13.23%
6M
13.20%
1Y
25.76%
3Y*
16.67%
5Y*
12.95%
10Y*
14.18%

IBCY.DE

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
13.22%
3Y*
13.97%
5Y*
10.27%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU2.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
13.23%1.61%26.66%22.75%-15.77%38.66%9.40%34.49%-1.28%6.75%
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
0.00%6.35%29.21%13.73%-11.70%36.60%0.17%28.63%-6.73%6.21%

Correlation

The correlation between ACU2.DE and IBCY.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2015

0.92

Over the past year, the correlation between ACU2.DE and IBCY.DE has dropped to 0.45 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

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Return for Risk

ACU2.DE vs. IBCY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACU2.DE
ACU2.DE Risk / Return Rank: 5757
Overall Rank
ACU2.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACU2.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU2.DE Omega Ratio Rank: 5959
Omega Ratio Rank
ACU2.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
ACU2.DE Martin Ratio Rank: 5252
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 7272
Overall Rank
IBCY.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 9090
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACU2.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.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.


ACU2.DEIBCY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.36

1.56

-0.21

Calmar ratioReturn relative to maximum drawdown

2.56

4.08

-1.52

Martin ratioReturn relative to average drawdown

8.85

19.99

-11.14

ACU2.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current ACU2.DE Sharpe Ratio is 2.00, which is comparable to the IBCY.DE Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of ACU2.DE and IBCY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ACU2.DEIBCY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

1.70

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.69

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.69

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.63

+0.27

Drawdowns

ACU2.DE vs. IBCY.DE - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, roughly equal to the maximum IBCY.DE drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and IBCY.DE.


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Drawdown Indicators


ACU2.DEIBCY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-35.54%

+1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-3.26%

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-23.98%

-22.91%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.98%

-22.91%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.31%

-35.54%

+1.23%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.32%

-4.95%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

0.67%

+2.21%

Volatility

ACU2.DE vs. IBCY.DE - Volatility Comparison

Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) has a higher volatility of 3.21% compared to iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) at 0.00%. This indicates that ACU2.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


ACU2.DEIBCY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

0.00%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

0.00%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

7.99%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

14.77%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.24%

16.12%

+0.12%

ACU2.DE vs. IBCY.DE - Expense Ratio Comparison

Both ACU2.DE and IBCY.DE have an expense ratio of 0.35%.


Dividends

ACU2.DE vs. IBCY.DE - Dividend Comparison

Neither ACU2.DE nor IBCY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ACU2.DE and IBCY.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ACU2.DE and IBCY.DE have the same expense ratio: 0.35% per year.

ACU2.DE tracks MSCI USA ESG Leaders Select 5% Issuer Capped, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: Amundi and iShares.

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