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AW1F.DE vs. IBCY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AW1F.DE vs. IBCY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI USA ESG Universal Low Carbon Select UCITS ETF (USD) Acc (AW1F.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

The year-to-date returns for both stocks are quite close, with AW1F.DE having a 12.99% return and IBCY.DE slightly lower at 12.61%.


AW1F.DE

1D
0.00%
1M
2.23%
YTD
12.99%
6M
13.25%
1Y
26.73%
3Y*
19.67%
5Y*
10Y*

IBCY.DE

1D
0.40%
1M
2.67%
YTD
12.61%
6M
12.61%
1Y
27.73%
3Y*
18.57%
5Y*
12.60%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AW1F.DE vs. IBCY.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AW1F.DE
UBS ETF (IE) MSCI USA ESG Universal Low Carbon Select UCITS ETF (USD) Acc
12.99%3.65%32.30%24.10%-18.01%12.73%
IBCY.DE
iShares Edge MSCI USA Multifactor UCITS ETF
12.61%6.35%29.27%13.63%-11.63%12.11%

Correlation

The correlation between AW1F.DE and IBCY.DE is 0.59, 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

0.59

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

0.83

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2021

0.88

Over the past year, the correlation between AW1F.DE and IBCY.DE has dropped to 0.59 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

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Return for Risk

AW1F.DE vs. IBCY.DE — Risk / Return Rank

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

AW1F.DE
AW1F.DE Risk / Return Rank: 7373
Overall Rank
AW1F.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AW1F.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
AW1F.DE Omega Ratio Rank: 7676
Omega Ratio Rank
AW1F.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AW1F.DE Martin Ratio Rank: 6767
Martin Ratio Rank

IBCY.DE
IBCY.DE Risk / Return Rank: 4040
Overall Rank
IBCY.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IBCY.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IBCY.DE Omega Ratio Rank: 7777
Omega Ratio Rank
IBCY.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
IBCY.DE Martin Ratio Rank: 2222
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.

AW1F.DE vs. IBCY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI USA ESG Universal Low Carbon Select UCITS ETF (USD) Acc (AW1F.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AW1F.DEIBCY.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.08

1.50

+1.58

Martin ratioReturn relative to average drawdown

10.74

2.65

+8.09

AW1F.DE vs. IBCY.DE - Sharpe Ratio Comparison

The current AW1F.DE Sharpe Ratio is 2.14, which is higher than the IBCY.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of AW1F.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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Drawdowns

AW1F.DE vs. IBCY.DE - Drawdown Comparison

The maximum AW1F.DE drawdown since its inception was -23.95%, smaller than the maximum IBCY.DE drawdown of -35.57%. Use the drawdown chart below to compare losses from any high point for AW1F.DE and IBCY.DE.


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Drawdown Indicators


AW1F.DEIBCY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-35.57%

+11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.73%

-18.44%

+9.71%

Max Drawdown (3Y)

Largest decline over 3 years

-23.95%

-22.93%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.57%

Current Drawdown

Current decline from peak

0.00%

-2.79%

+2.79%

Average Drawdown

Average peak-to-trough decline

-5.99%

-6.57%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

10.45%

-7.95%

Volatility

AW1F.DE vs. IBCY.DE - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI USA ESG Universal Low Carbon Select UCITS ETF (USD) Acc (AW1F.DE) is 3.62%, while iShares Edge MSCI USA Multifactor UCITS ETF (IBCY.DE) has a volatility of 4.31%. This indicates that AW1F.DE experiences smaller price fluctuations and is considered to be less risky 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


AW1F.DEIBCY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

4.31%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

10.34%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

12.56%

24.49%

-11.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

18.03%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.87%

20.22%

-4.35%

AW1F.DE vs. IBCY.DE - Expense Ratio Comparison

AW1F.DE has a 0.07% expense ratio, which is lower than IBCY.DE's 0.35% expense ratio.


Dividends

AW1F.DE vs. IBCY.DE - Dividend Comparison

Neither AW1F.DE nor IBCY.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AW1F.DE and IBCY.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AW1F.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AW1F.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for IBCY.DE.

AW1F.DE tracks MSCI USA ESG Universal Low Carbon Select 5% Issuer Capped, while IBCY.DE tracks MSCI USA Diversified Multiple-Factor. They also come from different issuers: UBS and iShares. Their fees differ too: 0.07% for AW1F.DE and 0.35% for IBCY.DE.

Portfolio Optimizer

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